LRND · Expected Move

New York Life Investments ETF Trust NYLIM U.S. Large Cap R&D Leaders ETF · ETF

The expected move for LRND 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).

LRND straddle price & implied vol

60 sessions

Bars: 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 LRND Expected Move
30-Day Straddle
$2.00
7-Day Straddle
$2.00
30-Day ATM IV
18.0%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to LRND'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.
LRND Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.00 $2.00 18.0% 11%
20261020 $2.05 $2.05 18.1% 11%
20261019 $2.12 $2.12 20.8% 26%
20261016 $2.15 $3.23 18.0% 11%
20261015 $2.02 $1.20 16.9% 4%
20261014 $2.08 $1.25 16.7% 3%
20261013 $1.97 $1.25 16.0% 0%
20261012 $2.05 $1.25 16.2% 1%
20261009 $2.10 $1.27 16.0% 0%
20261008 $2.25 $1.40 20.4% 9%
20261007 $2.30 $1.35 19.0% 0%
20261006 $2.40 $1.40 19.3% 1%
20261005 $2.35 $1.40 20.3% 8%
20261002 $1.60 $1.60 20.2% 7%
20261001 $1.58 $1.58 21.7% 17%
20260930 $1.57 $1.57 21.7% 17%
20260929 $1.62 $1.62 22.0% 18%
20260928 $1.62 $1.62 21.8% 18%
20260925 $1.62 $1.62 20.4% 8%
20260924 $1.70 $1.70 21.4% 15%
20260923 $1.67 $1.67 21.6% 16%
20260922 $1.75 $1.75 19.4% 2%
20260921 $1.82 $1.82 19.6% 3%
20260918 $1.70 $3.12 24.8% 37%
20260917 $1.75 $1.20 23.4% 27%
20260916 $1.82 $1.35 21.8% 17%
20260915 $1.85 $1.32 21.2% 13%
20260914 $1.92 $1.38 19.1% 0%
20260911 $2.00 $1.42 20.6% 0%
20260910 $2.05 $1.48 22.2% 9%
20260909 $2.08 $1.50 22.0% 7%
20260908 $2.12 $1.90 22.0% 7%
20260904 $2.00 $1.52 21.1% 1%
20260903 $2.08 $1.52 21.0% 0%
20260902 $1.57 $1.57 22.3% 3%
20260901 $1.60 $1.60 23.0% 8%
20260831 $1.65 $1.65 22.3% 2%
20260828 $1.60 $1.60 22.0% 0%
20260827 $1.67 $1.67 22.0% 0%
20260826 $1.77 $1.77 23.5% 12%
20260825 $1.77 $1.77 23.1% 8%
20260824 $1.85 $1.85 23.9% 15%
20260821 $1.95 $5.00 22.9% 7%
20260820 $2.00 $1.25 23.4% 11%
20260819 $2.00 $1.35 22.4% 3%
20260818 $2.05 $1.40 22.2% 1%
20260817 $1.92 $1.30 25.1% 25%
20260814 $2.00 $1.33 26.0% 32%
20260813 $2.17 $1.45 22.0% 0%
20260812 $2.60 $1.85 28.1% 47%
20260811 $2.12 $1.50 24.4% 16%
20260810 $2.62 $1.95 24.1% 14%
20260807 — — 24.1% 13%
20260806 $2.78 $2.08 25.9% 28%
20260805 $2.10 $2.10 25.9% 29%
20260804 $2.20 $2.20 25.9% 29%
20260803 $2.12 $2.12 24.9% 20%
20260731 $2.23 $2.23 29.1% 55%
20260730 $2.38 $2.38 30.1% 63%
20260729 $2.40 $2.40 29.7% 60%

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.