LII (Lennox International Inc.)
Expected Move & Straddle Price History
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).
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.
Current LII Expected Move
30-Day Straddle
$35.60
7-Day Straddle
$35.60
Avg IV
0.6%
IV Rank
46%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260729 | $35.60 | $35.60 | 0.6% | 46% |
| 20260728 | $49.40 | $49.40 | 0.5% | 24% |
| 20260727 | $51.30 | $51.30 | 0.5% | 26% |
| 20260724 | $52.45 | $52.45 | 0.5% | 20% |
| 20260723 | $53.05 | $53.05 | 0.5% | 21% |
| 20260722 | $54.80 | $54.80 | 0.5% | 21% |
| 20260721 | $55.60 | $55.60 | 0.5% | 21% |
| 20260720 | $57.80 | $57.80 | 0.5% | 20% |
| 20260716 | $58.80 | $12.15 | 0.5% | 16% |
| 20260715 | $57.60 | $15.05 | 0.5% | 15% |
| 20260714 | $60.00 | $17.00 | 0.5% | 16% |
| 20260713 | $58.65 | $19.40 | 0.5% | 14% |
| 20260710 | $60.45 | $20.45 | 0.5% | 15% |
| 20260709 | $59.05 | $23.25 | 0.4% | 7% |
| 20260708 | $59.15 | $25.55 | 0.5% | 13% |
| 20260707 | $62.65 | $27.30 | 0.5% | 13% |
| 20260706 | $63.60 | $29.30 | 0.5% | 13% |
| 20260702 | $33.15 | $33.15 | 0.5% | 22% |
| 20260701 | $33.50 | $33.50 | 0.5% | 24% |
| 20260630 | $35.05 | $35.05 | 0.6% | 33% |
| 20260629 | $37.45 | $37.45 | 0.4% | 11% |
| 20260626 | $39.25 | $39.25 | 0.5% | 19% |
| 20260625 | $39.25 | $39.25 | 0.4% | 8% |
| 20260624 | $40.65 | $40.65 | 0.5% | 12% |
| 20260623 | $38.30 | $38.30 | 0.4% | 7% |
| 20260622 | $39.90 | $39.90 | 0.4% | 8% |
| 20260618 | $42.30 | $6.10 | 0.4% | 8% |
| 20260617 | $42.85 | $13.80 | 0.4% | 3% |
| 20260616 | $44.85 | $16.55 | 0.4% | 5% |
| 20260615 | $45.55 | $18.75 | 0.4% | 3% |
| 20260613 | $48.50 | $22.90 | 0.4% | 5% |
| 20260612 | $48.55 | $22.90 | 0.4% | 4% |
| 20260611 | $49.55 | $23.45 | 0.4% | 7% |
| 20260610 | $51.20 | $27.50 | 0.4% | 9% |
| 20260609 | $50.60 | $28.25 | 0.4% | 3% |
| 20260608 | $53.40 | $29.50 | 0.4% | 9% |
| 20260605 | $53.95 | $30.25 | 0.4% | 4% |
| 20260604 | $55.90 | $30.90 | 0.4% | 6% |
| 20260603 | $57.35 | $35.15 | 0.4% | 7% |
| 20260602 | $35.50 | $35.50 | 0.7% | 57% |
| 20260601 | $37.35 | $37.35 | 0.7% | 50% |
| 20260529 | $37.90 | $37.90 | 0.6% | 47% |
| 20260528 | $37.40 | $37.40 | 0.6% | 33% |
| 20260527 | $39.35 | $39.35 | 0.6% | 48% |
| 20260526 | $40.85 | $40.85 | 0.6% | 45% |
| 20260510 | $48.85 | $22.75 | 0.5% | 26% |
| 20260508 | $48.85 | $22.75 | 0.5% | 24% |
| 20260507 | $51.70 | $24.55 | 0.5% | 23% |
| 20260506 | $53.75 | $28.95 | 0.5% | 27% |
| 20260505 | $53.65 | $28.85 | 0.5% | 24% |
| 20260504 | $57.20 | $31.75 | 0.5% | 25% |
| 20260502 | $33.95 | $33.95 | 0.9% | 100% |
| 20260501 | $34.55 | $34.55 | 0.7% | 83% |
| 20260430 | $36.05 | $36.05 | 0.6% | 62% |
| 20260429 | $36.90 | $36.90 | 0.5% | 40% |
| 20260428 | $47.85 | $47.85 | 0.7% | 85% |
| 20260427 | $49.45 | $49.45 | 0.7% | 82% |
| 20260424 | $49.30 | $49.30 | 0.7% | 75% |
| 20260423 | $49.80 | $49.80 | 0.7% | 71% |
| 20260422 | $48.70 | $48.70 | 0.7% | 73% |