LYB · Expected Move
LyondellBasell Industries N.V. Class A
The expected move for LYB 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).
LYB 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 LYB Expected Move
30-Day Straddle
$6.82
7-Day Straddle
$1.45
30-Day ATM IV
42.1%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to LYB'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.
LYB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $6.82 | $1.45 | 42.1% | 36% |
| 20261015 | $6.55 | $1.35 | 42.0% | 35% |
| 20261014 | $6.70 | $1.95 | 42.4% | 38% |
| 20261013 | $6.55 | $1.82 | 42.8% | 40% |
| 20261012 | $6.55 | $2.20 | 42.5% | 38% |
| 20261009 | $6.70 | $2.60 | 41.4% | 30% |
| 20261008 | $7.00 | $2.85 | 42.2% | 36% |
| 20261007 | $6.85 | $3.00 | 41.7% | 32% |
| 20261006 | $7.15 | $3.10 | 42.0% | 35% |
| 20261005 | $7.20 | $3.40 | 42.5% | 38% |
| 20261002 | $3.73 | $3.73 | 41.3% | 29% |
| 20261001 | $3.53 | $3.53 | 40.9% | 27% |
| 20260930 | $3.80 | $3.80 | 42.8% | 41% |
| 20260929 | $4.10 | $4.10 | 41.9% | 34% |
| 20260928 | $4.33 | $4.33 | 43.1% | 42% |
| 20260925 | $4.42 | $4.42 | 41.2% | 29% |
| 20260924 | $4.95 | $4.95 | 42.2% | 36% |
| 20260923 | $4.97 | $4.97 | 42.5% | 38% |
| 20260922 | $4.97 | $4.97 | 41.9% | 34% |
| 20260921 | $5.08 | $5.08 | 40.9% | 27% |
| 20260918 | $5.60 | $0.80 | 40.3% | 22% |
| 20260917 | $5.90 | $1.60 | 40.3% | 23% |
| 20260916 | $6.20 | $2.05 | 42.0% | 35% |
| 20260915 | $6.22 | $2.35 | 41.0% | 27% |
| 20260914 | $6.20 | $2.55 | 41.8% | 33% |
| 20260911 | $6.40 | $3.20 | 40.2% | 22% |
| 20260910 | $6.40 | $3.27 | 39.8% | 19% |
| 20260909 | $6.75 | $3.45 | 41.0% | 25% |
| 20260908 | $6.85 | $3.62 | 41.5% | 24% |
| 20260904 | $6.42 | $3.80 | 38.3% | 6% |
| 20260903 | $6.90 | $3.95 | 38.6% | 8% |
| 20260902 | $4.33 | $4.33 | 39.6% | 13% |
| 20260901 | $4.40 | $4.40 | 39.8% | 14% |
| 20260831 | $4.47 | $4.47 | 38.1% | 5% |
| 20260828 | $4.67 | $4.67 | 37.2% | 0% |
| 20260827 | $4.80 | $4.80 | 39.3% | 6% |
| 20260826 | $4.93 | $4.93 | 39.6% | 8% |
| 20260825 | $5.28 | $5.28 | 40.8% | 15% |
| 20260824 | $5.47 | $5.47 | 40.2% | 12% |
| 20260821 | $5.62 | $0.33 | 38.1% | 0% |
| 20260820 | $5.97 | $1.50 | 39.3% | 6% |
| 20260819 | $5.83 | $2.20 | 38.8% | 3% |
| 20260818 | $5.85 | $2.23 | 39.0% | 4% |
| 20260817 | $6.15 | $2.40 | 40.1% | 10% |
| 20260814 | $6.25 | $2.90 | 38.3% | 0% |
| 20260813 | $6.22 | $3.12 | 40.2% | 0% |
| 20260812 | $6.35 | $3.28 | 40.1% | 0% |
| 20260811 | $7.20 | $4.00 | 42.5% | 13% |
| 20260810 | $7.20 | $3.67 | 44.2% | 23% |
| 20260807 | — | — | 42.3% | 10% |
| 20260806 | $7.60 | $4.95 | 47.5% | 38% |
| 20260805 | $4.45 | $4.45 | 43.6% | 17% |
| 20260804 | $5.12 | $5.12 | 47.0% | 35% |
| 20260803 | $5.25 | $5.25 | 45.9% | 29% |
| 20260731 | $5.80 | $5.80 | 46.1% | 30% |
| 20260730 | $5.97 | $5.97 | 48.4% | 42% |
| 20260729 | $6.15 | $6.15 | 49.3% | 47% |
| 20260728 | $6.12 | $6.12 | 50.1% | 51% |
| 20260727 | $6.47 | $6.47 | 50.9% | 55% |
| 20260724 | $6.57 | $6.57 | 49.4% | 47% |
More on LYB
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.