LUNA (LUNA INNOVATIONS INC)
Expected Move & Straddle Price History
The expected move for LUNA 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).
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.
Current LUNA Expected Move
30-Day Straddle
$2.77
7-Day Straddle
$2.77
Avg IV
4.0%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to LUNA'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.
LUNA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20250404 | $2.77 | $2.77 | 4.0% | 23% |
| 20250403 | $2.05 | $2.05 | 3.2% | 19% |
| 20250402 | $1.98 | $1.98 | 3.8% | 22% |
| 20250401 | $1.93 | $1.93 | 3.7% | 21% |
| 20250331 | $1.90 | $1.90 | 2.8% | 17% |
| 20250328 | $1.85 | $1.85 | 3.2% | 18% |
| 20250327 | $1.78 | $1.78 | 3.1% | 18% |
| 20250326 | $1.85 | $1.85 | 3.2% | 18% |
| 20250325 | $1.85 | $1.85 | 3.1% | 18% |
| 20250324 | $1.85 | $1.85 | 2.5% | 15% |
| 20250321 | $1.85 | $1.85 | 0.0% | 0% |
| 20250320 | $1.85 | $1.85 | 17.2% | 100% |
| 20250319 | $1.75 | $1.75 | 15.6% | 100% |
| 20250318 | $1.75 | $1.75 | 15.3% | 100% |
| 20250317 | $1.75 | $1.75 | 11.4% | 100% |
| 20250314 | $1.82 | $1.82 | 10.4% | 100% |
| 20250313 | $1.82 | $1.82 | 7.9% | 93% |
| 20250312 | $1.82 | $1.82 | 8.0% | 94% |
| 20250311 | $1.72 | $1.72 | 8.4% | 100% |
| 20250310 | $1.82 | $1.82 | 7.1% | 98% |
| 20250307 | $1.82 | $1.82 | 6.2% | 81% |
| 20250305 | $1.82 | $1.82 | 6.1% | 79% |
| 20250304 | $4.45 | $4.45 | 7.3% | 100% |
| 20250303 | $1.75 | $1.75 | 6.3% | 95% |
| 20250228 | $1.75 | $1.75 | 5.7% | 83% |
| 20250227 | $1.85 | $1.85 | 5.6% | 80% |
| 20250226 | $1.75 | $1.75 | 4.6% | 59% |
| 20250225 | $1.73 | $1.73 | 5.3% | 75% |
| 20250224 | $1.80 | $1.80 | 5.2% | 73% |
| 20250221 | $1.85 | $1.75 | 4.3% | 53% |
| 20250219 | $1.67 | $1.75 | 4.0% | 47% |
| 20250218 | $1.62 | $1.73 | 3.9% | 45% |
| 20250214 | $1.75 | $1.70 | 4.0% | 48% |
| 20250213 | $1.67 | $1.72 | 3.8% | 43% |
| 20250212 | $1.75 | $1.70 | 3.8% | 42% |
| 20250211 | $1.67 | $1.67 | 3.7% | 41% |
| 20250210 | $1.72 | $1.78 | 3.7% | 41% |
| 20250207 | $1.72 | $1.67 | 3.4% | 35% |
| 20250206 | $1.72 | $1.67 | 3.4% | 34% |
| 20250205 | $1.75 | $1.75 | 5.1% | 70% |
| 20250204 | $1.82 | $1.82 | 5.5% | 79% |
| 20250203 | $2.12 | $2.12 | 6.5% | 100% |
| 20250131 | $1.78 | $1.78 | 4.3% | 82% |
| 20250130 | $1.78 | $1.78 | 4.9% | 100% |
| 20250129 | $1.82 | $1.82 | 4.5% | 100% |
| 20250128 | $1.88 | $1.88 | 4.1% | 93% |
| 20250127 | $0.00 | $0.00 | 4.2% | 100% |
| 20250124 | $1.65 | $1.65 | 3.3% | 91% |
| 20250123 | $1.70 | $1.70 | 3.3% | 89% |
| 20250122 | $1.68 | $1.68 | 3.2% | 82% |
| 20250121 | $1.70 | $1.70 | 3.1% | 79% |
| 20250117 | $1.75 | $2.12 | 3.0% | 72% |
| 20250116 | $1.75 | $1.65 | 2.9% | 68% |
| 20250115 | $1.75 | $1.60 | 2.9% | 64% |
| 20250114 | $1.75 | $1.57 | 2.9% | 66% |
| 20250113 | $2.15 | $1.28 | 2.9% | 64% |
| 20250110 | $1.60 | $1.80 | 2.8% | 58% |
| 20250108 | $3.75 | $1.12 | 3.2% | 82% |
| 20250107 | $0.00 | $0.03 | 3.5% | 100% |
| 20250106 | $1.62 | $1.55 | 3.2% | 100% |