LNW · Expected Move
Light & Wonder, Inc. Common Stock
The expected move for LNW 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).
LNW 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 LNW Expected Move
30-Day Straddle
$11.75
7-Day Straddle
$7.55
30-Day ATM IV
56.3%
IV Rank
83%
Implied one-standard-deviation move through the next 30 days. Compare to LNW'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.
LNW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251112 | $11.75 | $7.55 | 56.3% | 83% |
| 20251111 | $10.50 | $7.92 | 48.0% | 51% |
| 20251110 | $10.95 | $7.38 | 49.2% | 56% |
| 20251107 | $9.07 | $5.88 | 42.8% | 32% |
| 20251106 | $8.97 | $6.45 | 43.3% | 34% |
| 20251105 | $6.80 | $6.80 | 48.7% | 54% |
| 20251104 | $8.73 | $8.73 | 56.1% | 82% |
| 20251103 | $8.27 | $8.27 | 53.8% | 73% |
| 20251031 | $8.72 | $8.72 | 51.1% | 63% |
| 20251030 | $6.97 | $6.97 | 51.2% | 64% |
| 20251029 | $8.80 | $8.80 | 53.1% | 71% |
| 20251028 | $9.02 | $9.02 | 56.1% | 82% |
| 20251027 | $9.15 | $9.15 | 55.4% | 79% |
| 20251024 | $8.93 | $8.93 | 52.4% | 68% |
| 20251023 | $10.22 | $10.22 | 58.4% | 91% |
| 20251022 | $10.95 | $10.95 | 60.9% | 100% |
| 20251021 | $7.90 | $7.90 | 45.5% | 66% |
| 20251020 | $8.90 | $8.90 | 51.5% | 92% |
| 20251017 | $8.35 | $2.42 | 43.5% | 58% |
| 20251016 | $9.85 | $2.95 | 50.5% | 88% |
| 20251015 | $10.62 | $3.70 | 51.2% | 90% |
| 20251014 | $10.20 | $3.88 | 49.6% | 84% |
| 20251013 | $9.70 | $3.08 | 46.7% | 72% |
| 20251010 | $11.10 | $4.25 | 51.0% | 90% |
| 20251009 | $11.75 | $4.72 | 53.4% | 100% |
| 20251008 | $11.80 | $5.38 | 52.3% | 99% |
| 20251007 | $11.90 | $4.97 | 52.6% | 100% |
| 20251006 | $12.15 | $5.75 | 49.1% | 100% |
| 20251003 | $5.47 | $5.47 | 46.4% | 93% |
| 20251002 | $5.53 | $5.53 | 44.3% | 81% |
| 20251001 | $5.72 | $5.72 | 45.3% | 87% |
| 20250930 | $6.38 | $6.38 | 45.0% | 85% |
| 20250929 | $5.55 | $5.55 | 41.2% | 64% |
| 20250926 | $5.93 | $5.93 | 42.3% | 70% |
| 20250925 | $6.25 | $6.25 | 42.7% | 72% |
| 20250924 | $6.20 | $6.20 | 40.9% | 62% |
| 20250923 | $7.32 | $7.32 | 41.8% | 67% |
| 20250922 | $7.15 | $7.15 | 40.4% | 59% |
| 20250919 | $7.05 | $3.62 | 36.4% | 37% |
| 20250918 | $6.72 | $2.38 | 34.3% | 25% |
| 20250917 | $7.75 | $2.75 | 38.2% | 47% |
| 20250916 | $8.15 | $3.32 | 39.3% | 53% |
| 20250915 | $7.85 | $2.90 | 36.7% | 39% |
| 20250912 | $7.88 | $4.12 | 35.9% | 34% |
| 20250911 | $8.85 | $4.42 | 39.3% | 53% |
| 20250910 | $8.30 | $4.47 | 37.1% | 38% |
| 20250909 | $9.35 | $5.12 | 41.4% | 60% |
| 20250908 | $10.60 | $6.07 | 44.8% | 78% |
| 20250905 | $9.52 | $5.15 | 38.6% | 46% |
| 20250904 | $9.85 | $5.97 | 39.3% | 46% |
| 20250903 | $6.35 | $6.35 | 40.0% | 47% |
| 20250902 | $6.05 | $6.05 | 38.6% | 40% |
| 20250829 | $8.22 | $8.22 | 38.4% | 37% |
| 20250828 | $7.32 | $7.32 | 37.3% | 31% |
| 20250827 | $6.42 | $6.42 | 35.7% | 18% |
| 20250826 | $7.65 | $7.65 | 38.4% | 27% |
| 20250825 | $7.50 | $7.50 | 38.5% | 27% |
| 20250822 | $7.80 | $7.80 | 36.4% | 20% |
| 20250821 | $7.80 | $7.80 | 38.6% | 21% |
| 20250820 | $7.70 | $7.70 | 37.5% | 19% |
More on LNW
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.