LNG · Expected Move
Cheniere Energy Inc
The expected move for LNG 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).
LNG 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 LNG Expected Move
30-Day Straddle
$21.95
7-Day Straddle
$9.90
30-Day ATM IV
34.4%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to LNG'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.
LNG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $21.95 | $9.90 | 34.4% | 64% |
| 20261015 | $21.10 | $9.85 | 33.3% | 54% |
| 20261014 | $22.65 | $10.85 | 35.3% | 74% |
| 20261013 | $22.35 | $11.80 | 33.3% | 53% |
| 20261012 | $22.45 | $7.90 | 33.5% | 55% |
| 20261009 | $20.50 | $8.70 | 32.7% | 47% |
| 20261008 | $20.90 | $9.70 | 33.1% | 51% |
| 20261007 | $20.65 | $10.25 | 33.1% | 51% |
| 20261006 | $22.10 | $11.25 | 34.6% | 67% |
| 20261005 | $21.90 | $8.00 | 34.3% | 63% |
| 20261002 | $20.00 | $8.95 | 33.8% | 59% |
| 20261001 | $21.90 | $13.90 | 35.5% | 76% |
| 20260930 | $22.65 | $15.50 | 36.5% | 81% |
| 20260929 | $22.80 | $12.85 | 36.1% | 78% |
| 20260928 | $23.20 | $10.15 | 36.3% | 80% |
| 20260925 | $20.30 | $10.75 | 34.3% | 60% |
| 20260924 | $22.10 | $13.35 | 35.6% | 72% |
| 20260923 | $22.25 | $13.35 | 34.9% | 66% |
| 20260922 | $22.75 | $14.70 | 35.2% | 69% |
| 20260921 | $22.75 | $10.15 | 35.0% | 67% |
| 20260918 | $17.65 | $9.10 | 29.8% | 17% |
| 20260917 | $18.75 | $9.70 | 31.1% | 29% |
| 20260916 | $18.85 | $10.90 | 30.3% | 22% |
| 20260915 | $19.15 | $11.85 | 30.4% | 23% |
| 20260914 | $19.95 | $8.30 | 30.0% | 19% |
| 20260911 | $18.35 | $8.03 | 29.5% | 14% |
| 20260910 | $19.75 | $9.60 | 30.7% | 26% |
| 20260909 | $20.05 | $10.85 | 31.7% | 35% |
| 20260908 | $20.75 | $11.80 | 32.1% | 39% |
| 20260904 | $24.25 | $18.30 | 37.2% | 88% |
| 20260903 | $23.05 | $16.70 | 35.3% | 70% |
| 20260902 | $23.85 | $17.40 | 35.3% | 70% |
| 20260901 | $22.95 | $15.30 | 33.4% | 52% |
| 20260831 | $21.65 | $10.75 | 31.2% | 30% |
| 20260828 | $18.95 | $10.30 | 29.9% | 18% |
| 20260827 | $19.45 | $10.55 | 30.6% | 25% |
| 20260826 | $20.20 | $11.80 | 30.8% | 21% |
| 20260825 | $20.10 | $11.60 | 30.7% | 21% |
| 20260824 | $20.70 | $7.70 | 30.9% | 22% |
| 20260821 | $18.35 | $8.70 | 29.3% | 9% |
| 20260820 | $19.00 | $9.85 | 30.4% | 17% |
| 20260819 | $18.90 | $9.20 | 29.1% | 7% |
| 20260818 | $19.60 | $10.85 | 29.9% | 12% |
| 20260817 | $18.80 | $7.30 | 29.3% | 8% |
| 20260814 | $17.20 | $7.78 | 28.2% | 1% |
| 20260813 | $16.90 | $8.95 | 28.1% | 0% |
| 20260812 | $18.80 | $10.55 | 30.3% | 12% |
| 20260811 | $18.90 | $10.90 | 30.8% | 15% |
| 20260810 | $20.25 | $7.10 | 31.9% | 19% |
| 20260807 | — | — | 30.9% | 14% |
| 20260806 | $20.45 | $11.85 | 34.0% | 30% |
| 20260805 | $21.45 | $14.70 | 36.9% | 46% |
| 20260804 | $22.35 | $14.65 | 36.3% | 43% |
| 20260803 | $22.10 | $12.15 | 36.2% | 42% |
| 20260731 | $20.55 | $13.15 | 35.0% | 36% |
| 20260730 | $20.60 | $13.75 | 35.1% | 36% |
| 20260729 | $22.50 | $15.20 | 37.9% | 51% |
| 20260728 | $20.85 | $15.90 | 35.4% | 38% |
| 20260727 | $21.65 | $8.30 | 36.0% | 41% |
| 20260724 | $20.55 | $9.80 | 34.7% | 34% |
More on LNG
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.