EH (EHang Holdings Limited ADS)

Expected Move & Straddle Price History

The expected move for EH 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 EH Expected Move
30-Day Straddle
$0.95
7-Day Straddle
$0.95
Avg IV
1.8%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to EH'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.
EH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260723 $0.95 $0.95 1.8% 59%
20260722 $0.97 $0.97 1.7% 52%
20260721 $1.00 $1.00 1.3% 28%
20260720 $1.05 $1.05 1.5% 40%
20260716 $1.20 $1.20 1.6% 46%
20260715 $1.20 $0.62 1.4% 34%
20260714 $1.25 $0.57 1.1% 13%
20260713 $1.17 $0.72 1.4% 36%
20260710 $1.38 $0.57 1.6% 46%
20260709 $1.38 $0.60 1.3% 25%
20260708 $1.32 $0.65 1.2% 19%
20260707 $1.23 $0.72 1.2% 19%
20260706 $1.12 $0.80 1.0% 9%
20260702 $0.78 $0.78 2.4% 100%
20260701 $0.85 $0.85 2.4% 97%
20260630 $1.05 $1.05 2.4% 100%
20260629 $0.88 $0.88 2.3% 100%
20260626 $0.97 $0.97 2.1% 100%
20260625 $1.05 $1.05 2.0% 91%
20260624 $1.05 $1.05 2.0% 89%
20260623 $1.05 $1.05 1.6% 61%
20260622 $1.05 $1.05 1.7% 69%
20260618 $1.12 $0.20 1.5% 57%
20260617 $1.10 $0.47 1.6% 60%
20260616 $1.18 $0.53 1.6% 63%
20260615 $1.38 $0.57 1.5% 57%
20260613 $1.23 $0.57 1.6% 62%
20260612 $1.32 $0.57 1.6% 65%
20260611 $1.20 $0.57 1.6% 59%
20260610 $1.30 $0.70 1.4% 45%
20260609 $1.33 $0.70 1.7% 67%
20260608 $1.80 $1.25 1.4% 47%
20260605 $1.70 $1.10 1.4% 45%
20260604 $2.08 $1.23 1.2% 27%
20260603 $1.97 $1.30 1.1% 25%
20260602 $1.45 $1.45 1.5% 53%
20260601 $1.50 $1.50 1.5% 53%
20260529 $1.35 $1.35 1.3% 40%
20260528 $1.52 $1.52 1.3% 39%
20260527 $1.68 $1.68 1.3% 36%
20260526 $1.45 $1.45 1.5% 57%
20260522 $1.48 $1.48 1.3% 38%
20260521 $1.52 $1.52 1.3% 38%
20260520 $1.45 $1.45 1.3% 39%
20260519 $1.55 $1.55 1.2% 30%
20260518 $1.50 $1.50 1.1% 25%
20260515 $1.65 $0.78 1.0% 21%
20260514 $1.68 $0.47 1.0% 16%
20260513 $1.67 $0.95 1.0% 18%
20260512 $1.80 $0.62 1.0% 19%
20260511 $1.50 $0.60 1.0% 14%
20260510 $1.78 $0.70 1.0% 21%
20260508 $1.78 $0.70 1.0% 17%
20260507 $1.62 $0.82 1.0% 18%
20260506 $1.72 $0.88 0.9% 13%
20260505 $1.50 $0.78 1.0% 17%
20260504 $2.03 $0.88 1.0% 16%
20260502 $0.90 $0.90 1.4% 54%
20260501 $0.90 $0.90 1.5% 57%
20260430 $0.82 $0.82 1.5% 61%