Options WhaleEarnings volatility research

LRCX · Expected-Move

Lam Research Corporation (LRCX) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$329.51
Expected move
$34.03
Expected move %
10.3%
Lower boundary
$295.49
Upper boundary
$363.54
Median historical move
4.8%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-18Realized move 6.2733%Implied move UnavailableSigned actual 6.2733% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
6.2733%UnavailableSigned actual 6.2733% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.0562%UnavailableSigned actual 2.0562% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.8737%UnavailableSigned actual 1.8737% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
9.8682%UnavailableSigned actual 9.8682% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
5.0919%UnavailableSigned actual 5.0919% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
7.4251%UnavailableSigned actual 7.4251% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.2491%UnavailableSigned actual 6.2491% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.289%UnavailableSigned actual 4.289% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.4531%UnavailableSigned actual 4.4531% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.5854%UnavailableSigned actual 3.5854% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.6323%UnavailableSigned actual 2.6323% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
17.979%UnavailableSigned actual 17.979% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.