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LRCX options: IV rank, expected move and trade screens

Lam Research Corp · Industrials

In the app, stock prices are live and options data is refreshed intraday.

LRCX last closed at $225.92 with 30-day implied volatility of 63.2%. That is in the lower half of its one-year range (IV rank 35), so premiums are on the modest side for LRCX. Measured by IV percentile, IV is higher than 52% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $39.90, or 17.7%.

The price is below both its 50-day (-18.6%) and 200-day (-20.4%) moving averages. It is 47.9% below its 52-week high and 61.8% above its 52-week low. The 14-day RSI of 41.9 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $16.40, about 7.3% of the price, a measure of a typical day's range.

Option volume at the close (42.3K contracts) was 0.8x its average, close to normal. A beta of 3.34 means LRCX has tended to move about 3.3 times as much as the broad market. 3 of our preset screens found trades on LRCX at the close, led by Cash-Secured Put Entries on Mega Caps with 16 trades.

LRCX stats at the close

Price
$225.92
Market cap $282B
Implied volatility
63.2%
30-day, at the money
IV rank
35
IV sits 35% of the way from its one-year low to its one-year high.
IV percentile
52
IV is higher than 52% of the past year's readings.
ATR (14-day)
$16.40
7.3% of the price on a typical day
RSI (14-day)
41.9
Between 30 and 70, neutral
52-week range
-47.9% from high
+61.8% from the 52-week low
Moving averages
-18.6% vs 50-day
-20.4% vs the 200-day
Beta
3.34
Sensitivity to the broad market
Option volume
0.8x avg
42.3K contracts vs 51.3K average

LRCX expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Nov 20, 20267 days70.4%±$22.03 (9.8%)$203.89 to $247.95$17.55
Dec 11, 202628 days63.8%±$39.90 (17.7%)$186.02 to $265.82$31.70
Jan 15, 202763 days61.0%±$57.25 (25.3%)$168.67 to $283.17$45.83
Feb 19, 202798 days61.9%±$72.50 (32.1%)$153.42 to $298.42$57.78

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for LRCX from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

LRCX options FAQ

What is LRCX's IV rank?
At the last close, LRCX's IV rank was 35 with 30-day implied volatility of 63.2%. IV sits 35% of the way from its one-year low to its one-year high. Its IV percentile was 52: IV is higher than 52% of the past year's readings.
What is the expected move for LRCX?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $39.90 (17.7%), a range of $186.02 to $265.82. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on LRCX?
At the last close, these OptionClaws preset screens had passing trades on LRCX: Cash-Secured Put Entries on Mega Caps (16), Iron Condor, 2-ATR Profit Zone (1), Married Put Protection (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is LRCX option volume above average?
At the last close, LRCX option volume was 0.8x its average, close to normal.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.