LIVN · Expected Move
LivaNova PLC Ordinary Shares
The expected move for LIVN 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).
LIVN 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 LIVN Expected Move
30-Day Straddle
$9.75
7-Day Straddle
$7.05
30-Day ATM IV
42.4%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to LIVN'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.
LIVN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $9.75 | $7.05 | 42.4% | 45% |
| 20261106 | $9.70 | $7.43 | 42.9% | 47% |
| 20261105 | $10.15 | $8.03 | 43.9% | 53% |
| 20261104 | $7.80 | $7.80 | 42.6% | 46% |
| 20261103 | $8.25 | $8.25 | 49.5% | 82% |
| 20261102 | $8.25 | $8.25 | 50.5% | 87% |
| 20261030 | $7.47 | $7.47 | 46.8% | 68% |
| 20261029 | $8.28 | $8.28 | 45.2% | 60% |
| 20261028 | $8.35 | $8.35 | 46.8% | 68% |
| 20261027 | $8.20 | $8.20 | 47.8% | 73% |
| 20261026 | $8.47 | $8.47 | 47.7% | 73% |
| 20261023 | $8.30 | $8.30 | 46.4% | 66% |
| 20261022 | $8.22 | $8.22 | 45.1% | 59% |
| 20261021 | $8.80 | $8.80 | 46.9% | 69% |
| 20261020 | $8.25 | $8.25 | 44.8% | 57% |
| 20261019 | $9.07 | $9.07 | 48.8% | 78% |
| 20261016 | $9.15 | $2.40 | 47.9% | 74% |
| 20261015 | $8.68 | $1.70 | 44.1% | 54% |
| 20261014 | $9.28 | $3.72 | 46.9% | 68% |
| 20261013 | $8.88 | $3.28 | 45.0% | 58% |
| 20261012 | $8.53 | $2.77 | 42.7% | 46% |
| 20261009 | $9.12 | $4.38 | 44.4% | 55% |
| 20261008 | $9.57 | $4.08 | 44.7% | 57% |
| 20261007 | $9.53 | $4.17 | 43.5% | 51% |
| 20261006 | $9.43 | $3.95 | 44.4% | 55% |
| 20261005 | $9.70 | $4.60 | 43.6% | 51% |
| 20261002 | $4.47 | $4.47 | 40.0% | 32% |
| 20261001 | $3.85 | $3.85 | 42.3% | 44% |
| 20260930 | $4.55 | $4.55 | 41.5% | 40% |
| 20260929 | $5.20 | $5.20 | 41.0% | 38% |
| 20260928 | $4.88 | $4.88 | 40.0% | 29% |
| 20260925 | $6.38 | $6.38 | 42.3% | 40% |
| 20260924 | $5.65 | $5.65 | 40.9% | 33% |
| 20260923 | $6.60 | $6.60 | 42.7% | 42% |
| 20260922 | $6.97 | $6.97 | 42.2% | 36% |
| 20260921 | $6.17 | $6.17 | 38.3% | 19% |
| 20260918 | $6.50 | $1.70 | 37.3% | 15% |
| 20260917 | $7.15 | $2.77 | 40.5% | 28% |
| 20260916 | $7.10 | $3.15 | 38.0% | 18% |
| 20260915 | $6.30 | $2.95 | 34.4% | 2% |
| 20260914 | $6.72 | $2.60 | 34.9% | 4% |
| 20260911 | $6.78 | $3.88 | 35.0% | 5% |
| 20260910 | $6.78 | $4.72 | 34.7% | 4% |
| 20260909 | $7.45 | $4.38 | 37.2% | 14% |
| 20260908 | $7.75 | $4.55 | 37.9% | 17% |
| 20260904 | $7.42 | $4.80 | 34.1% | 1% |
| 20260903 | $8.12 | $5.15 | 34.4% | 2% |
| 20260902 | $5.15 | $5.15 | 34.4% | 2% |
| 20260901 | $4.85 | $4.85 | 34.9% | 4% |
| 20260831 | $4.78 | $4.78 | 37.1% | 14% |
| 20260828 | $5.38 | $5.38 | 36.1% | 9% |
| 20260827 | $5.40 | $5.40 | 35.1% | 5% |
| 20260826 | $5.93 | $5.93 | 37.4% | 15% |
| 20260825 | $6.05 | $6.05 | 36.6% | 12% |
| 20260824 | $6.25 | $6.25 | 37.4% | 15% |
| 20260821 | $6.08 | $2.42 | 34.4% | 2% |
| 20260820 | $6.55 | $2.42 | 36.5% | 11% |
| 20260819 | $7.05 | $2.23 | 35.5% | 7% |
| 20260818 | $6.65 | $3.23 | 35.9% | 9% |
| 20260817 | $6.62 | $3.67 | 34.6% | 3% |
More on LIVN
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.