LMNR · Expected Move
Limoneira Co
The expected move for LMNR 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).
LMNR 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 LMNR Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$1.05
30-Day ATM IV
33.6%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to LMNR'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.
LMNR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $1.05 | $1.05 | 33.6% | 18% |
| 20261016 | $0.93 | $1.15 | 28.2% | 5% |
| 20261015 | $0.90 | $0.70 | 34.8% | 21% |
| 20261014 | $0.88 | $0.85 | 31.4% | 13% |
| 20261013 | $0.80 | $0.72 | 25.8% | 0% |
| 20261012 | $1.12 | $0.47 | 34.8% | 20% |
| 20261009 | $0.88 | $1.43 | 29.6% | 8% |
| 20261008 | $1.00 | $0.60 | 33.3% | 16% |
| 20261007 | $0.90 | $1.40 | 48.5% | 52% |
| 20261006 | $0.88 | $0.53 | 26.6% | 0% |
| 20261005 | $0.93 | $0.98 | 38.3% | 28% |
| 20261002 | $0.65 | $0.65 | 36.2% | 23% |
| 20261001 | $0.75 | $0.75 | 38.1% | 28% |
| 20260930 | $0.78 | $0.78 | 34.2% | 17% |
| 20260929 | $0.65 | $0.65 | 33.0% | 15% |
| 20260928 | $0.68 | $0.68 | 26.4% | 0% |
| 20260925 | $0.93 | $0.93 | 35.5% | 18% |
| 20260924 | $0.80 | $0.80 | 40.4% | 29% |
| 20260923 | $0.70 | $0.70 | 29.1% | 3% |
| 20260922 | $1.62 | $1.62 | 64.3% | 84% |
| 20260921 | $0.98 | $0.98 | 35.1% | 16% |
| 20260918 | $0.78 | $1.02 | 29.6% | 4% |
| 20260917 | $0.60 | $1.30 | 33.5% | 13% |
| 20260916 | $0.80 | $0.28 | 27.9% | 0% |
| 20260915 | $1.05 | $0.45 | 32.7% | 6% |
| 20260914 | $1.25 | $1.10 | 33.9% | 9% |
| 20260911 | $1.27 | $0.70 | 41.9% | 28% |
| 20260910 | $1.53 | $0.92 | 44.9% | 36% |
| 20260909 | $1.58 | $1.17 | 43.6% | 33% |
| 20260908 | $1.45 | $0.97 | 39.0% | 21% |
| 20260904 | $1.40 | $1.10 | 37.5% | 18% |
| 20260903 | $1.43 | $1.17 | 38.5% | 20% |
| 20260902 | $1.12 | $1.12 | 39.4% | 22% |
| 20260901 | $1.25 | $1.25 | 40.0% | 24% |
| 20260831 | $1.48 | $1.48 | 67.2% | 90% |
| 20260828 | $1.52 | $1.52 | 68.8% | 94% |
| 20260827 | $1.82 | $1.82 | 55.1% | 61% |
| 20260826 | $1.50 | $1.50 | 41.2% | 27% |
| 20260825 | $1.50 | $1.50 | 43.9% | 33% |
| 20260824 | $1.35 | $1.35 | 41.8% | 28% |
| 20260821 | $1.50 | $1.55 | 39.8% | 23% |
| 20260820 | $1.50 | $1.05 | 45.9% | 38% |
| 20260819 | $1.35 | $1.30 | 40.3% | 25% |
| 20260818 | $1.48 | $0.90 | 40.3% | 24% |
| 20260817 | $1.55 | $1.15 | 40.4% | 25% |
| 20260814 | $1.58 | $1.80 | 44.5% | 35% |
| 20260813 | $1.60 | $1.82 | 43.1% | 31% |
| 20260812 | $1.60 | $1.48 | 43.1% | 31% |
| 20260811 | $1.55 | $1.68 | 46.1% | 39% |
| 20260810 | $1.70 | $1.85 | 46.2% | 39% |
| 20260807 | — | — | 40.4% | 25% |
| 20260806 | $1.85 | $1.40 | 39.9% | 24% |
| 20260805 | $1.43 | $1.43 | 49.4% | 47% |
| 20260804 | $1.40 | $1.40 | 42.7% | 30% |
| 20260803 | $1.05 | $1.05 | 43.2% | 31% |
| 20260731 | $0.97 | $0.97 | 57.8% | 67% |
| 20260730 | $1.60 | $1.60 | 45.9% | 38% |
| 20260729 | $1.32 | $1.32 | 54.6% | 59% |
| 20260728 | $1.35 | $1.35 | 48.7% | 45% |
| 20260727 | $1.30 | $1.30 | 43.2% | 31% |
More on LMNR
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.