LRCX · Expected Move
Lam Research Corp
The expected move for LRCX 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).
LRCX 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 LRCX Expected Move
30-Day Straddle
$37.08
7-Day Straddle
$26.02
30-Day ATM IV
60.7%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to LRCX'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.
LRCX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $37.08 | $26.02 | 60.7% | 16% |
| 20261020 | $36.55 | $26.30 | 60.1% | 15% |
| 20261019 | $37.40 | $21.40 | 59.0% | 12% |
| 20261016 | $35.10 | $21.60 | 59.4% | 13% |
| 20261015 | $36.38 | $23.70 | 57.8% | 10% |
| 20261014 | $38.65 | $26.27 | 58.9% | 12% |
| 20261013 | $42.38 | $29.12 | 60.9% | 16% |
| 20261012 | $43.10 | $17.88 | 59.6% | 14% |
| 20261009 | $42.23 | $19.80 | 59.4% | 13% |
| 20261008 | $44.95 | $22.98 | 62.4% | 20% |
| 20261007 | $43.92 | $22.27 | 58.4% | 11% |
| 20261006 | $44.58 | $23.40 | 57.6% | 10% |
| 20261005 | $46.88 | $15.28 | 58.0% | 10% |
| 20261002 | $46.58 | $18.18 | 60.7% | 16% |
| 20261001 | $47.30 | $21.40 | 62.3% | 19% |
| 20260930 | $48.00 | $24.27 | 64.1% | 23% |
| 20260929 | $48.62 | $25.57 | 64.7% | 24% |
| 20260928 | $47.95 | $18.23 | 64.9% | 25% |
| 20260925 | $43.90 | $19.55 | 63.2% | 21% |
| 20260924 | $43.73 | $21.20 | 63.1% | 21% |
| 20260923 | $43.25 | $23.00 | 61.9% | 18% |
| 20260922 | $44.42 | $24.70 | 61.3% | 17% |
| 20260921 | $44.12 | $15.57 | 61.3% | 17% |
| 20260918 | $34.92 | $16.23 | 56.0% | 6% |
| 20260917 | $32.38 | $16.02 | 54.4% | 3% |
| 20260916 | $33.15 | $17.83 | 53.9% | 2% |
| 20260915 | $34.88 | $20.20 | 55.6% | 6% |
| 20260914 | $36.17 | $15.08 | 55.6% | 6% |
| 20260911 | $36.40 | $17.32 | 55.0% | 4% |
| 20260910 | $38.48 | $20.77 | 57.2% | 9% |
| 20260909 | $42.58 | $23.05 | 59.2% | 13% |
| 20260908 | $44.90 | $26.05 | 60.8% | 16% |
| 20260904 | $39.45 | $18.18 | 57.5% | 9% |
| 20260903 | $34.77 | $16.77 | 52.9% | 0% |
| 20260902 | $35.08 | $18.25 | 52.9% | 0% |
| 20260901 | $36.35 | $20.25 | 54.2% | 0% |
| 20260831 | $38.52 | $15.05 | 54.0% | 0% |
| 20260828 | $36.90 | $18.30 | 54.9% | 0% |
| 20260827 | $41.35 | $21.62 | 57.7% | 0% |
| 20260826 | $42.70 | $24.73 | 59.6% | 1% |
| 20260825 | $43.77 | $26.52 | 60.1% | 2% |
| 20260824 | $44.17 | $18.15 | 60.7% | 3% |
| 20260821 | $41.52 | $21.05 | 59.4% | 0% |
| 20260820 | $42.02 | $22.65 | 60.4% | 2% |
| 20260819 | $42.08 | $24.00 | 59.5% | 0% |
| 20260818 | $47.33 | $28.27 | 61.9% | 6% |
| 20260817 | $49.85 | $20.38 | 61.2% | 4% |
| 20260814 | $43.62 | $20.45 | 59.4% | 0% |
| 20260813 | $48.78 | $27.58 | 64.2% | 10% |
| 20260812 | $47.55 | $27.95 | 64.1% | 10% |
| 20260811 | $46.30 | $28.43 | 64.6% | 11% |
| 20260810 | $49.95 | $20.35 | 69.2% | 22% |
| 20260807 | — | — | 70.3% | 25% |
| 20260806 | $54.12 | $30.80 | 78.8% | 45% |
| 20260805 | $56.23 | $32.35 | 80.4% | 49% |
| 20260804 | $64.38 | $40.50 | 87.5% | 66% |
| 20260803 | $57.70 | $25.85 | 84.2% | 58% |
| 20260731 | $54.62 | $30.15 | 84.1% | 58% |
| 20260730 | $56.75 | $33.85 | 84.2% | 58% |
| 20260729 | $56.28 | $34.45 | 95.7% | 85% |
More on LRCX
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.