LXFR · Expected Move
Luxfer Holdings PLC Ordinary Shares
The expected move for LXFR 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).
LXFR straddle price & implied vol
59 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 LXFR Expected Move
30-Day Straddle
$3.00
7-Day Straddle
$3.00
30-Day ATM IV
87.1%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to LXFR'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.
LXFR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $3.00 | $3.00 | 87.1% | 60% |
| 20261026 | $3.65 | $3.65 | 27.7% | 0% |
| 20261023 | $2.40 | $2.40 | 88.9% | 59% |
| 20261022 | $1.42 | $1.42 | 102.8% | 74% |
| 20261021 | $5.05 | $5.05 | 93.1% | 64% |
| 20261020 | $7.45 | $7.45 | 91.2% | 62% |
| 20261019 | $9.95 | $9.95 | 90.9% | 61% |
| 20261016 | $7.45 | $0.33 | — | — |
| 20261015 | $10.00 | $0.33 | 89.0% | 60% |
| 20261014 | $2.58 | $10.30 | 87.7% | 58% |
| 20261013 | $12.45 | $0.35 | 86.5% | 57% |
| 20261012 | $20.00 | $0.33 | 93.8% | 65% |
| 20261009 | $9.95 | $0.33 | 127.6% | 100% |
| 20261008 | $4.90 | $2.75 | 90.9% | 99% |
| 20261007 | $4.90 | $10.30 | 80.8% | 82% |
| 20261006 | $2.50 | $0.33 | — | — |
| 20261005 | $12.45 | $10.30 | — | — |
| 20261002 | $7.80 | $7.80 | 76.2% | 74% |
| 20261001 | $10.30 | $10.30 | — | — |
| 20260930 | $5.30 | $5.30 | — | — |
| 20260929 | $10.30 | $10.30 | 77.6% | 76% |
| 20260928 | $0.33 | $0.33 | — | — |
| 20260925 | $10.30 | $10.30 | — | — |
| 20260924 | $7.80 | $7.80 | 57.5% | 43% |
| 20260923 | $7.80 | $7.80 | — | — |
| 20260922 | $7.80 | $7.80 | — | — |
| 20260921 | $7.80 | $7.80 | — | — |
| 20260918 | $7.80 | $0.38 | — | — |
| 20260917 | $7.80 | $7.83 | — | — |
| 20260916 | $10.30 | $0.40 | — | — |
| 20260915 | $10.30 | $0.40 | — | — |
| 20260914 | $7.80 | $0.50 | 54.4% | 37% |
| 20260911 | $10.30 | $10.03 | — | — |
| 20260910 | $20.00 | $0.80 | 58.1% | 44% |
| 20260909 | $2.70 | $0.50 | 77.5% | 76% |
| 20260908 | $2.70 | $2.82 | 87.3% | 93% |
| 20260904 | $2.70 | $0.95 | 66.2% | 57% |
| 20260903 | $7.80 | $0.45 | 59.2% | 45% |
| 20260902 | $7.92 | $7.92 | — | — |
| 20260901 | $7.83 | $7.83 | — | — |
| 20260831 | $7.83 | $7.83 | — | — |
| 20260828 | $0.90 | $0.90 | 50.5% | 31% |
| 20260827 | $7.83 | $7.83 | 66.2% | 57% |
| 20260826 | $0.45 | $0.45 | 47.5% | 26% |
| 20260825 | $10.32 | $10.32 | — | — |
| 20260824 | $1.45 | $1.45 | — | — |
| 20260821 | $1.45 | $0.30 | — | — |
| 20260820 | $10.32 | $10.03 | 58.7% | 45% |
| 20260819 | $7.83 | $7.53 | 44.7% | 21% |
| 20260818 | $9.90 | $7.55 | — | — |
| 20260817 | $9.90 | $7.55 | 43.1% | 18% |
| 20260814 | $7.83 | $0.35 | 76.8% | 75% |
| 20260813 | $7.83 | $7.78 | — | — |
| 20260812 | $7.92 | $0.35 | 81.5% | 83% |
| 20260811 | $7.83 | $1.35 | — | — |
| 20260810 | $7.83 | $1.35 | — | — |
| 20260806 | $7.95 | $2.83 | — | — |
| 20260805 | $1.35 | $1.35 | — | — |
| 20260804 | $7.78 | $7.78 | 46.4% | 24% |
More on LXFR
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.