ED · Expected Move
Consolidated Edison, Inc.
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).
ED straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ED Expected Move
30-Day Straddle
$4.72
7-Day Straddle
$4.72
30-Day ATM IV
18.2%
IV Rank
25%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $4.72 | $4.72 | 18.2% | 25% |
| 20261016 | $5.30 | $3.05 | 17.9% | 23% |
| 20261015 | $5.08 | $0.82 | 18.5% | 28% |
| 20261014 | $5.30 | $2.30 | 18.9% | 30% |
| 20261013 | $5.40 | $2.43 | 18.1% | 25% |
| 20261012 | $5.28 | $2.78 | 17.8% | 23% |
| 20261009 | $5.85 | $1.97 | 19.2% | 32% |
| 20261008 | $5.60 | $2.05 | 18.9% | 30% |
| 20261007 | $5.53 | $1.93 | 18.7% | 29% |
| 20261006 | $5.65 | $2.38 | 19.0% | 31% |
| 20261005 | $5.35 | $3.12 | 18.8% | 30% |
| 20261002 | $3.28 | $3.28 | 17.5% | 21% |
| 20261001 | $3.20 | $3.20 | 18.2% | 25% |
| 20260930 | $3.93 | $3.93 | 18.8% | 30% |
| 20260929 | $2.90 | $2.90 | 17.5% | 21% |
| 20260928 | $3.52 | $3.52 | 18.3% | 26% |
| 20260925 | $3.45 | $3.45 | 17.0% | 17% |
| 20260924 | $3.75 | $3.75 | 18.3% | 26% |
| 20260923 | $4.35 | $4.35 | 17.9% | 23% |
| 20260922 | $3.98 | $3.98 | 18.3% | 26% |
| 20260921 | $3.50 | $3.50 | 29.0% | 100% |
| 20260918 | $3.55 | $1.27 | 15.0% | 5% |
| 20260917 | $4.65 | $2.40 | 16.0% | 15% |
| 20260916 | $4.25 | $1.80 | 17.5% | 32% |
| 20260915 | $3.67 | $1.12 | 15.0% | 4% |
| 20260914 | $3.85 | $2.18 | 15.0% | 4% |
| 20260911 | $5.25 | $2.75 | 17.8% | 35% |
| 20260910 | $5.22 | $3.45 | 17.9% | 35% |
| 20260909 | $5.35 | $3.48 | 16.6% | 22% |
| 20260908 | $4.60 | $3.00 | 16.7% | 23% |
| 20260904 | $5.32 | $3.90 | 16.3% | 19% |
| 20260903 | $4.38 | $2.92 | 14.8% | 2% |
| 20260902 | $3.62 | $3.62 | 17.0% | 26% |
| 20260901 | $3.55 | $3.55 | 16.6% | 22% |
| 20260831 | $3.55 | $3.55 | 19.0% | 47% |
| 20260828 | $3.67 | $3.67 | 16.1% | 16% |
| 20260827 | $3.85 | $3.85 | 17.0% | 26% |
| 20260826 | $3.90 | $3.90 | 16.6% | 22% |
| 20260825 | $3.85 | $3.85 | 14.7% | 1% |
| 20260824 | $4.42 | $4.42 | 16.8% | 24% |
| 20260821 | $4.00 | $2.23 | 16.3% | 18% |
| 20260820 | $4.85 | $2.12 | 18.9% | 46% |
| 20260819 | $4.30 | $2.15 | 18.0% | 37% |
| 20260818 | $3.90 | $2.17 | 14.6% | 0% |
| 20260817 | $4.53 | $2.02 | 16.8% | 13% |
| 20260814 | $4.58 | $2.90 | 17.1% | 16% |
| 20260813 | $5.67 | $2.90 | 20.1% | 53% |
| 20260812 | $5.90 | $4.12 | 20.1% | 54% |
| 20260811 | $5.82 | $3.73 | 19.9% | 51% |
| 20260810 | $5.38 | $3.30 | 19.3% | 44% |
| 20260807 | — | — | 21.2% | 66% |
| 20260806 | $6.40 | $4.60 | 22.0% | 76% |
| 20260805 | $5.30 | $5.30 | 23.0% | 88% |
| 20260804 | $4.85 | $4.85 | 24.0% | 100% |
| 20260803 | $5.38 | $5.38 | 22.8% | 97% |
| 20260731 | $4.35 | $4.35 | 21.2% | 74% |
| 20260730 | $4.72 | $4.72 | 20.9% | 70% |
| 20260729 | $5.30 | $5.30 | 21.4% | 77% |
| 20260728 | $5.90 | $5.90 | 22.8% | 96% |
| 20260727 | $5.30 | $5.30 | 21.4% | 78% |
More on ED
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.