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Limoneira Co LMNR 10.64 0.23 2.21%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for LMNR.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±9.50%
Average actual move
8.37%
Beyond the implied move
1 / 3
Median IV change
-54.26%
Reaction session Implied Actual Used ATM IV before → after
September 10, 2026 ±7.86% -10.91% 1.39× —
June 10, 2026 ±9.50% +8.93% 0.94× —
September 10, 2025 ±11.13% -5.28% 0.47× 80.4% → 36.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →