LVHI · Expected Move

Franklin International Low Volatility High Dividend Index ETF · ETF

The expected move for LVHI 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).

LVHI 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 LVHI Expected Move
30-Day Straddle
$4.35
7-Day Straddle
$4.35
30-Day ATM IV
41.7%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to LVHI'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.
LVHI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.35 $4.35 41.7% 68%
20261021 $4.35 $4.35 21.3% 0%
20261020 $2.90 $2.90 44.3% 76%
20261019 $4.40 $4.40 38.2% 54%
20261016 $4.50 $2.20 40.9% 64%
20261015 $4.55 $2.12 36.9% 50%
20261014 $2.85 $4.05 33.3% 37%
20261013 $2.88 $4.05 31.7% 31%
20261012 $2.80 $2.05 47.0% 85%
20261009 $4.75 $3.00 50.2% 97%
20261008 $4.85 $4.20 49.8% 95%
20261007 $4.80 $4.20 51.2% 100%
20261006 $4.90 $4.15 50.3% 100%
20261005 $4.90 $4.20 49.4% 100%
20261002 $2.75 $2.75 48.8% 99%
20261001 $2.75 $2.75 49.0% 100%
20260930 $2.52 $2.52 42.9% 77%
20260929 $2.62 $2.62 40.8% 69%
20260928 $2.70 $2.70 33.2% 40%
20260925 $4.65 $4.65 45.1% 86%
20260924 $2.65 $2.65 31.3% 32%
20260923 $2.55 $2.55 30.2% 28%
20260922 $2.55 $2.55 34.6% 45%
20260921 $2.83 $2.83 24.8% 7%
20260918 $3.35 $4.65 33.4% 40%
20260917 $1.75 $2.35 30.0% 27%
20260916 $4.70 $3.35 48.8% 100%
20260915 $4.75 $4.40 31.7% 38%
20260914 $3.62 $2.80 31.3% 36%
20260911 $3.25 $4.35 30.5% 32%
20260910 $2.80 $4.40 32.7% 42%
20260909 $4.85 $4.35 26.8% 17%
20260908 $4.80 $4.50 26.4% 15%
20260904 $4.90 $2.40 27.4% 19%
20260903 $5.00 $4.53 33.7% 46%
20260902 $4.72 $4.72 33.6% 45%
20260901 $4.60 $4.60 29.1% 26%
20260831 $4.55 $4.55 29.3% 27%
20260828 $4.60 $4.60 29.4% 27%
20260827 $4.65 $4.65 27.3% 19%
20260826 $4.60 $4.60 27.5% 20%
20260825 $4.65 $4.65 36.5% 58%
20260824 $2.85 $2.85 31.9% 38%
20260821 $4.45 $5.00 39.1% 69%
20260820 $4.50 $4.05 35.4% 53%
20260819 $4.50 $4.05 40.8% 76%
20260818 $4.55 $4.05 39.9% 72%
20260817 $4.55 $4.05 39.2% 45%
20260814 $4.65 $4.05 39.3% 45%
20260813 $4.65 $4.10 38.7% 43%
20260812 $4.65 $4.15 39.1% 44%
20260811 $3.40 $2.77 38.4% 43%
20260810 $3.60 $2.92 38.1% 42%
20260807 — — 38.6% 43%
20260806 $3.75 $3.05 37.3% 40%
20260805 $3.05 $3.05 38.6% 43%
20260804 $3.08 $3.08 37.9% 41%
20260803 $3.17 $3.17 39.6% 46%
20260731 $3.20 $3.20 40.0% 47%
20260730 $3.25 $3.25 39.9% 47%

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.