LOB · Expected Move
Live Oak Bancshares, Inc.
The expected move for LOB 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).
LOB 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 LOB Expected Move
30-Day Straddle
$4.12
7-Day Straddle
$4.12
30-Day ATM IV
48.1%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to LOB'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.
LOB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.12 | $4.12 | 48.1% | 60% |
| 20261021 | $3.83 | $3.83 | 40.6% | 37% |
| 20261020 | $4.28 | $4.28 | 52.3% | 73% |
| 20261019 | $4.93 | $4.93 | 51.4% | 71% |
| 20261016 | $5.03 | $4.55 | 51.9% | 72% |
| 20261015 | $5.40 | $1.48 | 61.0% | 100% |
| 20261014 | $4.05 | $1.88 | 45.7% | 66% |
| 20261013 | $3.45 | $1.62 | 38.4% | 38% |
| 20261012 | $4.60 | $1.60 | 50.4% | 84% |
| 20261009 | $5.05 | $1.30 | 50.7% | 85% |
| 20261008 | $4.53 | $2.00 | 47.1% | 71% |
| 20261007 | $3.75 | $2.35 | 45.1% | 64% |
| 20261006 | $4.45 | $5.00 | 44.3% | 61% |
| 20261005 | $5.75 | $3.65 | 42.8% | 55% |
| 20261002 | $5.25 | $5.25 | 42.5% | 53% |
| 20261001 | $2.33 | $2.33 | 38.5% | 38% |
| 20260930 | $3.52 | $3.52 | 40.9% | 47% |
| 20260929 | $2.45 | $2.45 | 32.2% | 14% |
| 20260928 | $3.48 | $3.48 | 38.8% | 39% |
| 20260925 | $3.68 | $3.68 | 37.8% | 36% |
| 20260924 | $3.58 | $3.58 | 36.9% | 32% |
| 20260923 | $5.85 | $5.85 | 40.8% | 47% |
| 20260922 | $2.98 | $2.98 | 35.6% | 27% |
| 20260921 | $3.10 | $3.10 | 39.0% | 40% |
| 20260918 | $3.80 | $1.38 | 33.4% | 19% |
| 20260917 | $4.12 | $4.28 | 28.5% | 0% |
| 20260916 | $3.45 | $2.25 | 39.3% | 41% |
| 20260915 | $4.00 | $1.20 | 31.8% | 11% |
| 20260914 | $5.10 | $1.23 | 38.4% | 34% |
| 20260911 | $4.17 | $1.23 | 30.0% | 5% |
| 20260910 | $4.08 | $1.48 | 30.3% | 6% |
| 20260909 | $3.98 | $1.60 | 38.8% | 33% |
| 20260908 | $4.25 | $1.38 | 32.2% | 10% |
| 20260904 | $4.92 | $1.58 | 37.8% | 25% |
| 20260903 | $5.15 | $1.35 | 37.4% | 24% |
| 20260902 | $1.53 | $1.53 | 33.3% | 13% |
| 20260901 | $1.85 | $1.85 | 41.9% | 36% |
| 20260831 | $1.83 | $1.83 | 37.1% | 23% |
| 20260828 | $1.52 | $1.52 | 31.5% | 8% |
| 20260827 | $2.02 | $2.02 | 28.7% | 0% |
| 20260826 | $2.23 | $2.23 | 32.8% | 5% |
| 20260825 | $3.08 | $3.08 | 35.6% | 12% |
| 20260824 | $3.03 | $3.03 | 34.8% | 10% |
| 20260821 | $3.33 | $1.35 | 36.5% | 15% |
| 20260820 | $3.05 | $2.38 | 33.9% | 8% |
| 20260819 | $4.38 | $3.42 | 31.8% | 2% |
| 20260818 | $3.98 | $5.15 | 33.2% | 5% |
| 20260817 | $4.33 | $2.77 | 36.7% | 15% |
| 20260814 | $5.72 | $2.97 | 46.7% | 43% |
| 20260813 | $5.65 | $2.27 | 36.4% | 15% |
| 20260812 | $5.25 | $3.43 | 40.8% | 27% |
| 20260811 | $5.90 | $4.30 | 31.3% | 0% |
| 20260810 | $4.40 | $3.77 | 36.7% | 8% |
| 20260807 | — | — | 36.0% | 6% |
| 20260806 | $5.85 | $5.30 | 45.1% | 34% |
| 20260805 | $2.90 | $2.90 | 41.1% | 22% |
| 20260804 | $4.90 | $4.90 | 43.0% | 28% |
| 20260803 | $5.45 | $5.45 | 36.2% | 7% |
| 20260731 | $4.43 | $4.43 | 34.0% | 0% |
| 20260730 | $5.25 | $5.25 | 47.9% | 40% |
More on LOB
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.