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
$4.90
7-Day Straddle
$3.07
Avg IV
0.4%
IV Rank
14%
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 |
|---|---|---|---|---|
| 20260904 | $4.90 | $3.07 | 0.4% | 14% |
| 20260903 | $4.38 | $2.92 | 0.3% | 1% |
| 20260902 | $3.62 | $3.62 | 0.5% | 36% |
| 20260901 | $3.55 | $3.55 | 0.5% | 32% |
| 20260831 | $3.55 | $3.55 | 0.4% | 26% |
| 20260828 | $3.67 | $3.67 | 0.4% | 23% |
| 20260827 | $3.85 | $3.85 | 0.5% | 30% |
| 20260826 | $3.90 | $3.90 | 0.4% | 17% |
| 20260825 | $3.85 | $3.85 | 0.4% | 27% |
| 20260824 | $4.42 | $4.42 | 0.4% | 25% |
| 20260821 | $4.00 | $2.23 | 0.4% | 20% |
| 20260820 | $4.85 | $2.12 | 0.4% | 21% |
| 20260819 | $4.30 | $2.15 | 0.3% | 0% |
| 20260818 | $3.90 | $2.17 | 0.4% | 17% |
| 20260817 | $4.53 | $2.02 | 0.4% | 17% |
| 20260814 | $4.58 | $2.90 | 0.4% | 12% |
| 20260813 | $5.67 | $2.90 | 0.4% | 13% |
| 20260812 | $5.90 | $4.12 | 0.4% | 18% |
| 20260811 | $5.82 | $3.73 | 0.4% | 13% |
| 20260810 | $5.38 | $3.30 | 0.4% | 15% |
| 20260806 | $6.40 | $4.60 | 0.4% | 13% |
| 20260805 | $5.30 | $5.30 | 0.5% | 34% |
| 20260804 | $4.85 | $4.85 | 0.5% | 27% |
| 20260803 | $5.38 | $5.38 | 0.5% | 36% |
| 20260731 | $4.35 | $4.35 | 0.5% | 31% |
| 20260730 | $4.72 | $4.72 | 0.5% | 27% |
| 20260729 | $5.30 | $5.30 | 0.4% | 11% |
| 20260728 | $5.90 | $5.90 | 0.5% | 31% |
| 20260727 | $5.30 | $5.30 | 0.5% | 26% |
| 20260724 | $5.60 | $5.60 | 0.5% | 21% |
| 20260723 | $5.70 | $5.70 | 0.4% | 17% |
| 20260722 | $5.92 | $5.92 | 0.4% | 16% |
| 20260721 | $4.90 | $4.90 | 0.4% | 12% |
| 20260720 | $5.72 | $5.72 | 0.4% | 16% |
| 20260716 | $5.93 | $1.90 | 0.4% | 7% |
| 20260715 | $5.72 | $1.20 | 0.4% | 8% |
| 20260714 | $6.20 | $2.75 | 0.4% | 10% |
| 20260713 | $6.35 | $2.95 | 0.4% | 9% |
| 20260710 | $6.60 | $2.35 | 0.4% | 8% |
| 20260709 | $6.28 | $2.20 | 0.4% | 10% |
| 20260708 | $7.62 | $3.20 | 0.4% | 15% |
| 20260707 | $6.70 | $3.08 | 0.4% | 17% |
| 20260706 | $7.00 | $3.75 | 0.4% | 11% |
| 20260702 | $3.03 | $3.03 | 0.5% | 34% |
| 20260701 | $3.45 | $3.45 | 0.5% | 33% |
| 20260630 | $3.45 | $3.45 | 0.6% | 54% |
| 20260629 | $4.00 | $4.00 | 0.4% | 22% |
| 20260626 | $3.65 | $3.65 | 0.4% | 21% |
| 20260625 | $4.03 | $4.03 | 0.4% | 11% |
| 20260624 | $4.12 | $4.12 | 0.4% | 20% |
| 20260623 | $4.08 | $4.08 | 0.3% | 4% |
| 20260622 | $4.70 | $4.70 | 0.4% | 18% |
| 20260618 | $4.35 | $2.80 | 0.4% | 10% |
| 20260617 | $4.88 | $2.67 | 0.4% | 11% |
| 20260616 | $4.28 | $2.35 | 0.4% | 7% |
| 20260615 | $5.10 | $2.65 | 0.4% | 7% |
| 20260613 | $5.17 | $2.85 | 0.4% | 11% |
| 20260612 | $6.03 | $3.32 | 0.4% | 12% |
| 20260611 | $5.80 | $3.53 | 0.4% | 14% |
| 20260610 | $6.18 | $3.60 | 0.4% | 6% |