Expected Move — LDI
Data as of market close Apr 7, 2026
LDI Expected Move Data
- Nearest Expiry
- 2026-04-10
- Expected Move
- ±7.2%
- Expected Range
- $1.29–$1.49
- Days to Expiry
- 3
- ATM Strike
- $1.50
- Spot Price
- $1.39
Expected Move by Expiration (spot: $1.39)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-10 | 3 | $1.50 | ±$0.10 | ±7.2% | $1.29 | $1.49 |
| 2026-04-17 | 10 | $1.50 | ±$0.20 | ±14.4% | $1.19 | $1.59 |
| 2026-04-24 | 17 | $1.50 | ±$0.22 | ±16.2% | $1.16 | $1.61 |
| 2026-05-01 | 24 | $1.50 | ±$0.65 | ±46.8% | $0.74 | $2.04 |
| 2026-05-08 | 31 | $2.00 | ±$0.10 | ±7.2% | $1.29 | $1.49 |
| 2026-05-15 | 38 | $1.50 | ±$0.12 | ±9.0% | $1.26 | $1.51 |
| 2026-06-18 | 72 | $1.50 | ±$0.62 | ±45.0% | $0.76 | $2.01 |
| 2026-09-18 | 164 | $1.50 | ±$0.35 | ±25.2% | $1.04 | $1.74 |
| 2027-01-15 | 283 | $1.50 | ±$1.05 | ±75.5% | $0.34 | $2.44 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-10 | 3 | 1.5 | 0.1 | 7.19 | 1.29 | 1.49 |
| 2026-04-17 | 10 | 1.5 | 0.2 | 14.39 | 1.19 | 1.59 |
| 2026-04-24 | 17 | 1.5 | 0.22 | 16.19 | 1.16 | 1.61 |
| 2026-05-01 | 24 | 1.5 | 0.65 | 46.76 | 0.74 | 2.04 |
| 2026-05-08 | 31 | 2 | 0.1 | 7.19 | 1.29 | 1.49 |
| 2026-05-15 | 38 | 1.5 | 0.12 | 8.99 | 1.26 | 1.51 |
| 2026-06-18 | 72 | 1.5 | 0.62 | 44.96 | 0.76 | 2.01 |
| 2026-09-18 | 164 | 1.5 | 0.35 | 25.18 | 1.04 | 1.74 |
| 2027-01-15 | 283 | 1.5 | 1.05 | 75.54 | 0.34 | 2.44 |
Check the expected price move for LDI by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.