LMAT · Expected Move

LeMaitre Vascular, Inc.

The expected move for LMAT 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).

LMAT straddle price & implied vol

60 sessions

Bars: 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 LMAT Expected Move
30-Day Straddle
$9.70
7-Day Straddle
$9.70
30-Day ATM IV
50.7%
IV Rank
87%
Implied one-standard-deviation move through the next 30 days. Compare to LMAT'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.
LMAT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $9.70 $9.70 50.7% 87%
20261023 $10.32 $10.32 53.2% 94%
20261022 $9.80 $9.80 50.6% 87%
20261021 $10.75 $10.75 55.2% 100%
20261020 $11.05 $11.05 54.2% 100%
20261019 $10.20 $10.20 49.5% 92%
20261016 $10.60 $1.85 52.0% 100%
20261015 $9.62 $2.60 47.6% 90%
20261014 $10.00 $3.27 46.3% 85%
20261013 $10.95 $2.23 50.7% 100%
20261012 $10.50 $3.30 46.2% 100%
20261009 $9.95 $2.15 44.5% 93%
20261008 $10.50 $2.00 46.3% 100%
20261007 $10.35 $2.08 44.6% 100%
20261006 $10.05 $2.20 43.2% 100%
20261005 $10.52 $3.05 43.2% 100%
20261002 $2.40 $2.40 35.9% 77%
20261001 $2.55 $2.55 34.9% 72%
20260930 $2.88 $2.88 34.9% 72%
20260929 $2.80 $2.80 36.5% 80%
20260928 $4.08 $4.08 34.2% 68%
20260925 $3.58 $3.58 30.5% 49%
20260924 $3.32 $3.32 30.1% 47%
20260923 $3.20 $3.20 29.1% 41%
20260922 $3.75 $3.75 31.1% 51%
20260921 $4.28 $4.28 30.4% 46%
20260918 $5.28 $2.62 28.4% 36%
20260917 $5.38 $1.77 29.3% 40%
20260916 $5.28 $3.90 28.2% 35%
20260915 $5.22 $2.40 23.1% 10%
20260914 $5.38 $2.75 27.5% 31%
20260911 $5.20 $2.75 27.0% 29%
20260910 $5.45 $3.90 26.1% 24%
20260909 $5.67 $3.62 27.4% 30%
20260908 $5.50 $4.20 27.7% 31%
20260904 $5.35 $3.90 25.7% 22%
20260903 $5.18 $3.98 23.3% 11%
20260902 $3.98 $3.98 25.4% 21%
20260901 $4.05 $4.05 26.2% 24%
20260831 $4.15 $4.15 27.2% 29%
20260828 $3.90 $3.90 21.1% 0%
20260827 $4.80 $4.80 25.9% 21%
20260826 $5.12 $5.12 29.1% 37%
20260825 $5.38 $5.38 29.1% 37%
20260824 $4.92 $4.92 28.5% 34%
20260821 $5.60 $4.88 24.1% 13%
20260820 $5.88 $5.07 27.4% 29%
20260819 $4.33 $3.02 21.5% 0%
20260818 $5.18 $3.45 26.5% 20%
20260817 $5.53 $3.60 23.8% 7%
20260814 $5.25 $4.57 29.6% 36%
20260813 $5.90 $4.88 27.1% 24%
20260812 $5.72 $4.88 27.3% 25%
20260811 $6.62 $4.22 30.0% 38%
20260810 $6.18 $4.62 30.1% 39%
20260807 — — 29.2% 39%
20260806 $6.62 $5.95 34.8% 66%
20260805 $5.53 $5.53 28.7% 37%
20260804 $8.82 $8.82 38.8% 85%
20260803 $9.10 $9.10 39.4% 87%

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.