LICI options IV analysis
End-of-day data as of 2026-10-09
Tomorrow: where LICI can go (next trading day)
For the next trading day, options point to about 1.3% either way: LICI between 388.9 and 399.5 (from 394.2).
Where LICI can go in the next 3 days
Options imply about 2.3% either way over 3 days (about 1.3% in a day). That puts LICI between 385.0 and 403.4 in 3 days (now 394.2).
If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.
LICI (Insurance): ATM IV is 21.3%, higher than 25% of days over the last year in the same expiry-cycle phase. Options imply about ±1.34% in a day and ±2.33% over three days. This describes what options price in, not where the stock will go.
All the numbers (for experienced traders)
ATM IV, last 60 days
Free view shows the last 60 days. The full history comes with the free 5-day trial.
IV moves with the expiry cycle, so compare like with like.
Same sector: Insurance
Sector peers by IV percentile
What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.