ED (Consolidated Edison, Inc.)
Expected Move & Straddle Price History
The expected move for ED is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current ED Expected Move
30-Day Straddle
$6.05
7-Day Straddle
$3.80
Avg IV
0.4%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to ED's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ED Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260605 | $6.05 | $3.80 | 0.4% | 6% |
| 20260604 | $5.78 | $3.25 | 0.3% | 4% |
| 20260603 | $5.80 | $3.52 | 0.4% | 10% |
| 20260602 | $3.65 | $3.65 | 0.5% | 36% |
| 20260601 | $3.62 | $3.62 | 0.6% | 46% |
| 20260529 | $3.95 | $3.95 | 0.5% | 28% |
| 20260528 | $4.15 | $4.15 | 0.5% | 31% |
| 20260527 | $4.10 | $4.10 | 0.5% | 27% |
| 20260526 | $4.25 | $4.25 | 0.5% | 27% |
| 20260522 | $3.95 | $3.95 | 0.4% | 17% |
| 20260521 | $4.80 | $4.80 | 0.4% | 17% |
| 20260520 | $4.60 | $4.60 | 0.4% | 13% |
| 20260519 | $4.45 | $4.45 | 0.4% | 13% |
| 20260518 | $4.85 | $4.85 | 0.4% | 15% |
| 20260515 | $4.07 | $1.65 | 0.4% | 11% |
| 20260514 | $5.17 | $2.38 | 0.4% | 10% |
| 20260513 | $5.35 | $1.88 | 0.4% | 9% |
| 20260512 | $5.22 | $2.70 | 0.4% | 18% |
| 20260511 | $5.10 | $2.52 | 0.4% | 21% |
| 20260510 | $5.12 | $2.65 | 0.5% | 28% |
| 20260508 | $5.12 | $2.65 | 0.4% | 13% |
| 20260507 | $6.22 | $3.40 | 0.4% | 16% |
| 20260506 | $6.40 | $3.92 | 0.4% | 15% |
| 20260505 | $6.30 | $3.97 | 0.4% | 15% |
| 20260504 | $5.88 | $3.92 | 0.4% | 6% |
| 20260502 | $4.25 | $4.25 | 0.9% | 100% |
| 20260501 | $4.25 | $4.25 | 0.8% | 100% |
| 20260430 | $4.50 | $4.50 | 0.6% | 85% |
| 20260429 | $4.45 | $4.45 | 0.6% | 71% |
| 20260428 | $4.38 | $4.38 | 0.7% | 87% |
| 20260427 | $4.72 | $4.72 | 0.6% | 82% |
| 20260424 | $4.95 | $4.95 | 0.6% | 73% |
| 20260423 | $4.83 | $4.83 | 0.5% | 57% |
| 20260422 | $5.30 | $5.30 | 0.5% | 54% |
| 20260421 | $5.22 | $5.22 | 0.6% | 68% |
| 20260420 | $4.95 | $4.95 | 0.5% | 58% |
| 20260417 | $4.90 | $1.30 | 0.5% | 42% |
| 20260416 | $5.17 | $1.30 | 0.5% | 44% |
| 20260415 | $5.40 | $2.42 | 0.5% | 58% |
| 20260414 | $5.72 | $2.42 | 0.5% | 51% |
| 20260413 | $5.92 | $3.00 | 0.4% | 14% |
| 20260410 | $6.17 | $2.60 | 0.4% | 30% |
| 20260409 | $6.12 | $2.38 | 0.5% | 34% |
| 20260408 | $5.97 | $2.92 | 0.4% | 31% |
| 20260407 | $6.88 | $3.17 | 0.5% | 48% |
| 20260406 | $6.67 | $3.20 | 0.4% | 17% |
| 20260402 | $6.70 | $3.67 | 0.4% | 19% |
| 20260401 | $3.57 | $3.57 | 0.5% | 40% |
| 20260331 | $4.35 | $4.35 | 0.5% | 50% |
| 20260330 | $4.43 | $4.43 | 0.4% | 18% |
| 20260327 | $5.05 | $5.05 | 0.4% | 29% |
| 20260326 | $5.03 | $5.03 | 0.5% | 42% |
| 20260325 | $4.78 | $4.78 | 0.4% | 30% |
| 20260324 | $4.78 | $4.78 | 0.5% | 36% |
| 20260323 | $4.60 | $4.60 | 0.5% | 38% |
| 20260320 | $5.05 | $0.47 | 0.4% | 23% |
| 20260319 | $5.35 | $2.10 | 0.4% | 28% |
| 20260318 | $5.12 | $2.17 | 0.4% | 15% |
| 20260317 | $5.05 | $1.57 | 0.4% | 20% |
| 20260316 | $5.72 | $2.25 | 0.4% | 11% |