LII · Expected Move
Lennox International Inc.
The expected move for LII is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
LII straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current LII Expected Move
30-Day Straddle
$37.05
7-Day Straddle
$37.05
30-Day ATM IV
46.7%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to LII's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
LII Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $37.05 | $37.05 | 46.7% | 100% |
| 20261026 | $37.25 | $37.25 | 46.6% | 100% |
| 20261023 | $38.05 | $38.05 | 45.0% | 96% |
| 20261022 | $39.10 | $39.10 | 45.5% | 100% |
| 20261021 | $38.40 | $38.40 | 45.3% | 98% |
| 20261020 | $38.40 | $38.40 | 44.2% | 91% |
| 20261019 | $38.10 | $38.10 | 45.0% | 96% |
| 20261016 | $37.65 | $2.62 | 42.6% | 79% |
| 20261015 | $38.95 | $7.60 | 43.5% | 85% |
| 20261014 | $38.10 | $9.53 | 43.2% | 84% |
| 20261013 | $38.75 | $10.80 | 43.3% | 84% |
| 20261012 | $39.90 | $11.80 | 42.8% | 81% |
| 20261009 | $39.85 | $13.00 | 40.3% | 62% |
| 20261008 | $39.60 | $15.30 | 39.6% | 57% |
| 20261007 | $39.55 | $15.75 | 39.2% | 55% |
| 20261006 | $40.50 | $15.65 | 38.0% | 46% |
| 20261005 | $39.60 | $17.35 | 38.1% | 46% |
| 20261002 | $17.15 | $17.15 | 37.5% | 42% |
| 20261001 | $19.05 | $19.05 | 37.7% | 44% |
| 20260930 | $19.75 | $19.75 | 38.8% | 52% |
| 20260929 | $22.00 | $22.00 | 39.1% | 54% |
| 20260928 | $22.05 | $22.05 | 37.5% | 42% |
| 20260925 | $23.55 | $23.55 | 35.6% | 29% |
| 20260924 | $23.40 | $23.40 | 35.3% | 27% |
| 20260923 | $23.70 | $23.70 | 34.0% | 17% |
| 20260922 | $25.45 | $25.45 | 34.5% | 21% |
| 20260921 | $25.85 | $25.85 | 34.7% | 22% |
| 20260918 | $25.10 | $2.02 | 31.8% | 1% |
| 20260917 | $28.65 | $5.65 | 35.5% | 23% |
| 20260916 | $29.00 | $10.35 | 35.1% | 20% |
| 20260915 | $30.45 | $11.70 | 35.9% | 25% |
| 20260914 | $29.90 | $14.05 | 34.4% | 17% |
| 20260911 | $31.65 | $13.60 | 34.0% | 14% |
| 20260910 | $33.25 | $17.30 | 35.3% | 22% |
| 20260909 | $31.95 | $16.60 | 33.6% | 12% |
| 20260908 | $33.35 | $19.40 | 33.8% | 13% |
| 20260904 | $33.10 | $19.85 | 31.7% | 0% |
| 20260903 | $34.65 | $19.60 | 32.3% | 4% |
| 20260902 | $20.40 | $20.40 | 33.6% | 11% |
| 20260901 | $21.10 | $21.10 | 33.3% | 9% |
| 20260831 | $22.35 | $22.35 | 32.9% | 7% |
| 20260828 | $23.45 | $23.45 | 31.7% | 0% |
| 20260827 | $24.70 | $24.70 | 32.9% | 5% |
| 20260826 | $26.00 | $26.00 | 32.9% | 5% |
| 20260825 | $27.20 | $27.20 | 34.1% | 12% |
| 20260824 | $28.70 | $28.70 | 34.5% | 15% |
| 20260821 | $30.75 | $4.60 | 34.2% | 13% |
| 20260820 | $32.95 | $8.28 | 34.5% | 15% |
| 20260819 | $31.55 | $10.50 | 32.9% | 5% |
| 20260818 | $30.55 | $12.50 | 32.1% | 0% |
| 20260817 | $33.75 | $13.95 | 33.5% | 1% |
| 20260814 | $34.90 | $15.90 | 33.4% | 0% |
| 20260813 | $36.00 | $17.80 | 34.2% | 0% |
| 20260812 | $37.00 | $18.10 | 34.6% | 0% |
| 20260811 | $39.00 | $21.05 | 35.4% | 1% |
| 20260810 | $39.30 | $21.70 | 35.7% | 2% |
| 20260807 | — | — | 37.2% | 14% |
| 20260806 | $47.40 | $28.25 | 38.4% | 23% |
| 20260805 | $29.30 | $29.30 | 38.8% | 26% |
| 20260804 | $30.25 | $30.25 | 37.9% | 19% |
More on LII
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.