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
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 LW Expected Move
30-Day Straddle
$5.08
7-Day Straddle
$2.23
30-Day ATM IV
35.6%
IV Rank
29%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $5.08 | $2.23 | 35.6% | 29% |
| 20261112 | $5.12 | $2.02 | 36.6% | 33% |
| 20261111 | $5.43 | $2.40 | 36.7% | 33% |
| 20261110 | $5.28 | $2.52 | 35.7% | 30% |
| 20261109 | $5.47 | $2.80 | 36.6% | 33% |
| 20261106 | $5.67 | $3.05 | 37.5% | 37% |
| 20261105 | $5.62 | $3.08 | 36.9% | 34% |
| 20261104 | $3.20 | $3.20 | 34.8% | 26% |
| 20261103 | $3.33 | $3.33 | 36.0% | 31% |
| 20261102 | $3.50 | $3.50 | 35.7% | 30% |
| 20261030 | $3.60 | $3.60 | 35.0% | 27% |
| 20261029 | $3.72 | $3.72 | 35.1% | 27% |
| 20261028 | $3.75 | $3.75 | 34.4% | 24% |
| 20261027 | $4.08 | $4.08 | 35.1% | 27% |
| 20261026 | $3.98 | $3.98 | 35.3% | 28% |
| 20261023 | $4.25 | $4.25 | 34.4% | 24% |
| 20261022 | $4.33 | $4.33 | 35.0% | 27% |
| 20261021 | $4.00 | $4.00 | 32.7% | 18% |
| 20261020 | $4.32 | $4.32 | 33.1% | 19% |
| 20261019 | $4.15 | $4.15 | 32.5% | 16% |
| 20261016 | $4.42 | $1.00 | 33.0% | 19% |
| 20261015 | $4.55 | $1.25 | 33.0% | 19% |
| 20261014 | $4.47 | $1.42 | 33.4% | 20% |
| 20261013 | $4.35 | $1.75 | 32.5% | 17% |
| 20261012 | $4.35 | $1.65 | 33.4% | 20% |
| 20261009 | $4.40 | $1.92 | 34.0% | 23% |
| 20261008 | $4.45 | $2.12 | 33.5% | 21% |
| 20261007 | $4.40 | $2.20 | 33.5% | 21% |
| 20261006 | $4.62 | $2.58 | 35.3% | 28% |
| 20261005 | $5.82 | $4.45 | 51.0% | 91% |
| 20261002 | $4.38 | $4.38 | 50.0% | 87% |
| 20261001 | $3.95 | $3.95 | 47.7% | 78% |
| 20260930 | $3.92 | $3.92 | 46.7% | 74% |
| 20260929 | $4.17 | $4.17 | 46.9% | 75% |
| 20260928 | $4.33 | $4.33 | 47.9% | 79% |
| 20260925 | $4.47 | $4.47 | 47.6% | 78% |
| 20260924 | $4.70 | $4.70 | 48.9% | 83% |
| 20260923 | $4.83 | $4.83 | 49.3% | 84% |
| 20260922 | $4.85 | $4.85 | 46.3% | 72% |
| 20260921 | $4.95 | $4.95 | 47.4% | 77% |
| 20260918 | $5.05 | $0.93 | 48.0% | 79% |
| 20260917 | $5.15 | $1.27 | 48.3% | 80% |
| 20260916 | $5.18 | $1.10 | 48.0% | 79% |
| 20260915 | $5.43 | $1.35 | 49.6% | 86% |
| 20260914 | $5.53 | $1.48 | 47.6% | 78% |
| 20260911 | $5.68 | $1.60 | 47.5% | 77% |
| 20260910 | $5.55 | $1.57 | 46.2% | 72% |
| 20260909 | $5.75 | $1.98 | 46.0% | 71% |
| 20260908 | $6.12 | $2.02 | 46.6% | 74% |
| 20260904 | $6.28 | $2.20 | 43.9% | 62% |
| 20260903 | $6.33 | $2.48 | 42.5% | 57% |
| 20260902 | $2.40 | $2.40 | 42.0% | 55% |
| 20260901 | $2.65 | $2.65 | 40.0% | 47% |
| 20260831 | $2.70 | $2.70 | 38.0% | 39% |
| 20260828 | $2.65 | $2.65 | 34.4% | 24% |
| 20260827 | $3.03 | $3.03 | 35.2% | 28% |
| 20260826 | $3.00 | $3.00 | 33.9% | 22% |
| 20260825 | $3.00 | $3.00 | 39.8% | 46% |
| 20260824 | $3.15 | $3.15 | 32.7% | 17% |
| 20260821 | $3.67 | $1.25 | 31.2% | 12% |
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.