LWAY · Expected Move
Lifeway Foods Inc
The expected move for LWAY 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).
LWAY 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 LWAY Expected Move
30-Day Straddle
$3.67
7-Day Straddle
$3.67
30-Day ATM IV
76.5%
IV Rank
99%
Implied one-standard-deviation move through the next 30 days. Compare to LWAY'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.
LWAY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $3.67 | $3.67 | 76.5% | 99% |
| 20261023 | $3.95 | $3.95 | 76.9% | 100% |
| 20261022 | $2.95 | $2.95 | 59.4% | 58% |
| 20261021 | $3.10 | $3.10 | 60.0% | 60% |
| 20261020 | $2.85 | $2.85 | 54.8% | 44% |
| 20261019 | $3.38 | $3.38 | 62.6% | 68% |
| 20261016 | $3.98 | $1.65 | 69.3% | 88% |
| 20261015 | $3.58 | $1.25 | 63.0% | 69% |
| 20261014 | $3.85 | $1.65 | 66.2% | 79% |
| 20261013 | $3.62 | $1.82 | 62.5% | 67% |
| 20261012 | $3.97 | $2.05 | 67.5% | 83% |
| 20261009 | $3.88 | $2.50 | 62.1% | 66% |
| 20261008 | $3.42 | $2.38 | 60.3% | 61% |
| 20261007 | $4.22 | $2.73 | 64.4% | 73% |
| 20261006 | $2.78 | $2.27 | 53.2% | 39% |
| 20261005 | $3.05 | $1.92 | 59.9% | 60% |
| 20261002 | $2.67 | $2.67 | 52.7% | 38% |
| 20261001 | $2.80 | $2.80 | 56.7% | 50% |
| 20260930 | $3.05 | $3.05 | 64.8% | 74% |
| 20260929 | $3.42 | $3.42 | 58.0% | 54% |
| 20260928 | $2.60 | $2.60 | 51.8% | 35% |
| 20260925 | $3.15 | $3.15 | 65.0% | 75% |
| 20260924 | $2.72 | $2.72 | 54.2% | 42% |
| 20260923 | $2.42 | $2.42 | 44.0% | 11% |
| 20260922 | $3.30 | $3.30 | 57.4% | 52% |
| 20260921 | $2.80 | $2.80 | 53.3% | 40% |
| 20260918 | $3.25 | $1.45 | 53.8% | 41% |
| 20260917 | $3.70 | $1.15 | 59.8% | 59% |
| 20260916 | $3.17 | $1.32 | 55.1% | 45% |
| 20260915 | $3.92 | $1.25 | 64.7% | 74% |
| 20260914 | $4.03 | $1.55 | 68.6% | 86% |
| 20260911 | $3.70 | $1.77 | 62.5% | 67% |
| 20260910 | $3.40 | $1.90 | 55.2% | 45% |
| 20260909 | $2.90 | $1.45 | 47.1% | 21% |
| 20260908 | $3.02 | $1.77 | 48.2% | 24% |
| 20260904 | $3.88 | $2.03 | 56.6% | 49% |
| 20260903 | $4.00 | $1.83 | 52.9% | 38% |
| 20260902 | $3.03 | $3.03 | 60.3% | 61% |
| 20260901 | $2.90 | $2.90 | 58.9% | 56% |
| 20260831 | $2.30 | $2.30 | 54.3% | 43% |
| 20260828 | $2.80 | $2.80 | 49.3% | 27% |
| 20260827 | $2.62 | $2.62 | 52.7% | 37% |
| 20260826 | $2.62 | $2.62 | 49.2% | 27% |
| 20260825 | $2.52 | $2.52 | 48.0% | 23% |
| 20260824 | $3.58 | $3.58 | 59.0% | 57% |
| 20260821 | $3.25 | $1.80 | 55.1% | 45% |
| 20260820 | $2.48 | $2.70 | 40.4% | 0% |
| 20260819 | $2.30 | $2.35 | 40.3% | 0% |
| 20260818 | $2.67 | $2.38 | 44.8% | 0% |
| 20260817 | $3.20 | $2.20 | 56.6% | 9% |
| 20260814 | $3.60 | $2.33 | 54.9% | 0% |
| 20260813 | $3.60 | $2.95 | 60.0% | 23% |
| 20260812 | $4.47 | $2.95 | 62.8% | 39% |
| 20260811 | $4.75 | $3.22 | 61.5% | 32% |
| 20260810 | $4.67 | $3.00 | 59.0% | 17% |
| 20260807 | — | — | 56.1% | — |
| 20260806 | $4.83 | $3.20 | 66.3% | — |
| 20260805 | $3.25 | $3.25 | 59.9% | — |
| 20260804 | $3.23 | $3.23 | 64.0% | — |
| 20260803 | $4.55 | $4.55 | 73.2% | — |
More on LWAY
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.