LYTS · Expected Move

LSI Industries Inc

The expected move for LYTS 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).

LYTS straddle price & implied vol

60 sessions

Bars: 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 LYTS Expected Move
30-Day Straddle
$2.52
7-Day Straddle
$2.52
30-Day ATM IV
57.7%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to LYTS'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.
LYTS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.52 $2.52 57.7% 39%
20261021 $2.48 $2.48 55.5% 36%
20261020 $2.33 $2.33 54.0% 33%
20261019 $2.12 $2.12 48.0% 24%
20261016 $4.28 $2.30 70.4% 59%
20261015 $4.38 $3.05 69.5% 58%
20261014 $4.32 $3.20 64.7% 50%
20261013 $4.60 $2.08 62.4% 46%
20261012 $3.05 $1.95 56.5% 37%
20261009 $4.67 $3.38 67.0% 54%
20261008 $4.57 $3.28 66.4% 53%
20261007 $4.67 $2.80 65.6% 52%
20261006 $4.58 $3.58 67.1% 54%
20261005 $4.62 $3.58 63.1% 48%
20261002 $2.17 $2.17 76.0% 68%
20261001 $3.35 $3.35 59.5% 42%
20260930 $1.43 $1.43 58.3% 40%
20260929 $3.75 $3.75 72.9% 63%
20260928 $3.68 $3.68 64.1% 49%
20260925 $3.45 $3.45 64.9% 51%
20260924 $2.50 $2.50 66.1% 52%
20260923 $2.75 $2.75 48.7% 25%
20260922 $3.62 $3.62 63.8% 49%
20260921 $3.52 $3.52 63.2% 48%
20260918 $1.98 $2.55 33.1% 0%
20260917 $1.98 $3.10 41.4% 11%
20260916 $1.98 $3.10 43.4% 14%
20260915 $2.50 $3.05 53.9% 31%
20260914 $2.50 $3.10 53.3% 30%
20260911 $2.50 $2.55 52.8% 29%
20260910 $2.80 $2.55 58.8% 39%
20260909 $2.45 $2.17 52.7% 29%
20260908 $2.55 $2.08 54.1% 31%
20260904 $3.55 $2.45 66.9% 52%
20260903 $3.12 $2.25 60.7% 42%
20260902 $2.23 $2.23 63.3% 46%
20260901 $3.20 $3.20 55.9% 34%
20260831 $3.17 $3.17 63.7% 47%
20260828 $4.40 $4.40 64.5% 48%
20260827 $4.43 $4.43 65.7% 50%
20260826 $4.47 $4.47 63.6% 47%
20260825 $2.78 $2.78 50.0% 25%
20260824 $4.42 $4.42 96.1% 100%
20260821 $4.38 $3.70 96.0% 100%
20260820 $3.33 $2.67 92.6% 100%
20260819 $4.42 $3.55 86.7% 94%
20260818 $4.40 $3.80 54.3% 35%
20260817 $4.40 $2.38 53.3% 33%
20260814 $4.42 $3.80 61.4% 48%
20260813 $4.40 $3.80 51.3% 30%
20260812 $4.42 $3.80 62.1% 49%
20260811 $4.42 $3.80 60.0% 45%
20260810 $4.17 $3.80 60.0% 45%
20260807 — — 71.6% 66%
20260806 $4.42 $3.80 54.6% 36%
20260805 $3.80 $3.80 69.1% 62%
20260804 $3.80 $3.80 73.9% 71%
20260803 $3.80 $3.80 77.5% 77%
20260731 $4.80 $4.80 62.1% 49%
20260730 $4.82 $4.82 71.4% 66%

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.