Lifeway Foods, Inc. (LWAY) Implied Volatility
Lifeway Foods, Inc. (LWAY) options trade at a 30-day at-the-money implied volatility of 130.0%, an IV rank of 100 out of 100 over the past year. This page breaks down LWAY's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
LWAY 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 130.0% |
| ATM IV — 2 month | 48.2% |
| IV rank (1 year) | 100 / 100 |
| IV percentile (1 year) | 92% |
| Expected move (front expiration) | ±$5.43 (±18.0%) |
| Term slope (front − 3M) | +81.8 pts |
| 25Δ skew (front) | +53.9 pts |
An IV rank of 100 places current implied volatility near the top of its 52-week range. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
LWAY IV Rank History
LWAY IV rank (0–100), past year.
IV rank has risen from 0 in Jun '26 to 100 today. An IV percentile of 92% means implied volatility was lower than today on 92% of trading days in the past year.
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LWAY Options FAQ
What is the implied volatility of LWAY options?
LWAY options trade at a 30-day at-the-money implied volatility of 130.0% as of Jul 10, 2026. That is an IV rank of 100 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is LWAY implied volatility high or low right now?
By its own 52-week standards, LWAY implied volatility is currently high: IV rank is 100 out of 100 as of Jul 10, 2026.
What move do LWAY options imply before the next expiration?
Front-expiration LWAY options imply a one-standard-deviation move of ±$5.43 (±18.0%) as of Jul 10, 2026, derived from at-the-money option prices.
What is the difference between LWAY's IV rank and IV percentile?
IV rank (currently 100) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 92%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.