LW · Expected Move
Lamb Weston Holdings, Inc.
The expected move for LW 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).
LW straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current LW Expected Move
30-Day Straddle
$4.17
7-Day Straddle
$4.17
Avg IV
82.0%
IV Rank
93%
Implied one-standard-deviation move through the next 30 days. Compare to LW'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.
LW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $4.17 | $4.17 | 82.0% | 93% |
| 20260928 | $4.33 | $4.33 | 79.1% | 87% |
| 20260925 | $4.47 | $4.47 | 83.4% | 96% |
| 20260924 | $4.70 | $4.70 | 85.1% | 100% |
| 20260923 | $4.83 | $4.83 | 80.8% | 100% |
| 20260922 | $4.85 | $4.85 | 73.1% | 87% |
| 20260921 | $4.95 | $4.95 | 67.3% | 73% |
| 20260918 | $5.05 | $0.93 | 72.3% | 85% |
| 20260917 | $5.15 | $1.27 | 66.9% | 72% |
| 20260916 | $5.18 | $1.10 | 78.4% | 100% |
| 20260915 | $5.43 | $1.35 | 74.5% | 93% |
| 20260914 | $5.53 | $1.48 | 75.8% | 96% |
| 20260911 | $5.68 | $1.60 | 56.5% | 47% |
| 20260910 | $5.55 | $1.57 | 71.6% | 86% |
| 20260909 | $5.75 | $1.98 | 66.5% | 73% |
| 20260908 | $6.12 | $2.02 | 70.6% | 83% |
| 20260904 | $6.28 | $2.20 | 73.1% | 89% |
| 20260903 | $6.33 | $2.48 | 69.7% | 81% |
| 20260902 | $2.40 | $2.40 | 70.9% | 84% |
| 20260901 | $2.65 | $2.65 | 77.3% | 100% |
| 20260831 | $2.70 | $2.70 | 54.8% | 44% |
| 20260828 | $2.65 | $2.65 | 58.6% | 54% |
| 20260827 | $3.03 | $3.03 | 69.6% | 82% |
| 20260826 | $3.00 | $3.00 | 48.9% | 28% |
| 20260825 | $3.00 | $3.00 | 49.2% | 29% |
| 20260824 | $3.15 | $3.15 | 63.1% | 65% |
| 20260821 | $3.67 | $1.25 | 54.4% | 43% |
| 20260820 | $3.42 | $1.32 | 59.0% | 55% |
| 20260819 | $3.73 | $1.55 | 50.7% | 33% |
| 20260818 | $3.60 | $1.40 | 59.6% | 56% |
| 20260817 | $3.83 | $1.65 | 54.7% | 44% |
| 20260814 | $3.92 | $1.92 | 54.7% | 43% |
| 20260813 | $4.10 | $2.25 | 51.4% | 35% |
| 20260812 | $3.75 | $2.02 | 49.4% | 30% |
| 20260811 | $4.20 | $2.35 | 47.6% | 25% |
| 20260810 | $4.33 | $2.60 | 52.0% | 37% |
| 20260806 | $4.88 | $3.27 | 46.4% | 22% |
| 20260805 | $3.23 | $3.23 | 59.6% | 56% |
| 20260804 | $3.20 | $3.20 | 70.4% | 84% |
| 20260803 | $3.35 | $3.35 | 75.8% | 98% |
| 20260731 | $3.48 | $0.48 | 61.0% | 60% |
| 20260730 | $3.70 | $1.30 | 61.9% | 62% |
| 20260729 | $4.03 | $1.65 | 76.1% | 99% |
| 20260728 | $3.98 | $1.58 | 66.2% | 72% |
| 20260727 | $3.90 | $1.77 | 68.4% | 63% |
| 20260724 | $3.75 | $1.88 | 59.8% | 46% |
| 20260723 | $5.78 | $5.60 | 66.9% | 60% |
| 20260722 | $5.67 | $4.60 | 65.9% | 58% |
| 20260721 | $5.65 | $4.53 | 61.8% | 50% |
| 20260720 | $5.70 | $4.45 | 61.8% | 50% |
| 20260716 | $5.93 | $4.65 | 60.9% | 48% |
| 20260715 | $5.75 | $4.55 | 62.2% | 51% |
| 20260714 | $5.88 | $4.72 | 61.9% | 50% |
| 20260713 | $6.15 | $1.55 | 63.0% | 52% |
| 20260710 | $5.10 | $1.75 | 63.6% | 54% |
| 20260709 | $5.08 | $1.85 | 64.0% | 54% |
| 20260708 | $5.38 | $2.08 | 66.0% | 58% |
| 20260707 | $5.42 | $2.25 | 64.6% | 56% |
| 20260706 | $5.40 | $1.55 | 62.4% | 51% |
More on LW
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.