LYG · Expected Move
Lloyds Banking Group PLC
The expected move for LYG 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).
LYG 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 LYG Expected Move
30-Day Straddle
$0.50
7-Day Straddle
$0.57
30-Day ATM IV
41.1%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to LYG'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.
LYG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.50 | $0.57 | 41.1% | 31% |
| 20261106 | $0.72 | $0.40 | 52.7% | 53% |
| 20261105 | $0.68 | $0.50 | 57.2% | 62% |
| 20261104 | $0.60 | $0.60 | 53.4% | 55% |
| 20261103 | $0.32 | $0.32 | — | — |
| 20261102 | $0.53 | $0.53 | 60.3% | 68% |
| 20261030 | $0.32 | $0.32 | 59.0% | 66% |
| 20261029 | $0.55 | $0.55 | 34.0% | 17% |
| 20261028 | $1.02 | $1.02 | 57.3% | 62% |
| 20261027 | $0.82 | $0.82 | 41.4% | 31% |
| 20261026 | $1.02 | $1.02 | 33.7% | 16% |
| 20261023 | $7.97 | $7.97 | 32.8% | 15% |
| 20261022 | $2.48 | $2.48 | — | — |
| 20261021 | $2.08 | $2.08 | 38.8% | 26% |
| 20261020 | $2.73 | $2.73 | 38.9% | 26% |
| 20261019 | $1.90 | $1.90 | 39.5% | 28% |
| 20261016 | $1.00 | $0.50 | 47.2% | 43% |
| 20261015 | $1.05 | $0.48 | — | — |
| 20261014 | $8.10 | $0.78 | 47.3% | 43% |
| 20261013 | $0.95 | $0.55 | 32.7% | 14% |
| 20261012 | $2.52 | $2.48 | — | — |
| 20261009 | $10.57 | $1.80 | 47.6% | 43% |
| 20261008 | $1.95 | $0.47 | — | — |
| 20261007 | $0.88 | $0.35 | 37.5% | 24% |
| 20261006 | $0.68 | $0.50 | 61.8% | 71% |
| 20261005 | $2.62 | $0.62 | — | — |
| 20261002 | $1.75 | $1.75 | — | — |
| 20261001 | $0.55 | $0.55 | 50.9% | 50% |
| 20260930 | $0.38 | $0.38 | 55.7% | 59% |
| 20260929 | $0.25 | $0.25 | 50.9% | 50% |
| 20260928 | $0.42 | $0.42 | 46.0% | 40% |
| 20260925 | $0.43 | $0.43 | 37.6% | 24% |
| 20260924 | $0.42 | $0.42 | — | — |
| 20260923 | $0.42 | $0.42 | — | — |
| 20260922 | $0.33 | $0.33 | 28.8% | 7% |
| 20260921 | $0.40 | $0.40 | 32.5% | 14% |
| 20260918 | $0.35 | $2.15 | — | — |
| 20260917 | $0.40 | $2.70 | 32.0% | 13% |
| 20260916 | $0.40 | $0.35 | — | — |
| 20260915 | $0.35 | $0.20 | 28.6% | 6% |
| 20260914 | $0.40 | $0.38 | 30.6% | 9% |
| 20260911 | $0.40 | $0.38 | 32.5% | 12% |
| 20260910 | $0.35 | $3.90 | 36.0% | 18% |
| 20260909 | $2.17 | $0.28 | 33.1% | 13% |
| 20260908 | $0.30 | $0.50 | 32.7% | 12% |
| 20260904 | $0.93 | $0.50 | 31.8% | 11% |
| 20260903 | $0.55 | $0.50 | 30.7% | 9% |
| 20260902 | $0.23 | $0.23 | 31.7% | 11% |
| 20260901 | $2.05 | $2.05 | — | — |
| 20260831 | $1.15 | $1.15 | 35.0% | 16% |
| 20260828 | $0.30 | $0.30 | — | — |
| 20260827 | $0.50 | $0.50 | 46.1% | 34% |
| 20260826 | $0.50 | $0.50 | 29.6% | 7% |
| 20260825 | $0.55 | $0.55 | 27.9% | 4% |
| 20260824 | $0.35 | $0.35 | 29.5% | 7% |
| 20260821 | $0.50 | $0.30 | 28.2% | 5% |
| 20260820 | $0.28 | $0.15 | 25.3% | 0% |
| 20260819 | $2.15 | $2.05 | 35.1% | 12% |
| 20260818 | $0.53 | $1.18 | 33.6% | 10% |
| 20260817 | $0.45 | $0.23 | 30.2% | 4% |
More on LYG
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.