EH · Expected Move
EHang Holdings Limited ADS
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).
EH 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 EH Expected Move
30-Day Straddle
$0.50
7-Day Straddle
$0.50
30-Day ATM IV
65.1%
IV Rank
11%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.50 | $0.50 | 65.1% | 11% |
| 20261021 | $1.00 | $1.00 | 122.4% | 100% |
| 20261020 | $0.62 | $0.62 | 68.1% | 23% |
| 20261019 | $0.48 | $0.48 | 57.8% | 0% |
| 20261016 | $0.80 | $0.85 | 79.6% | 38% |
| 20261015 | $10.38 | $0.23 | — | — |
| 20261014 | $0.88 | $0.33 | 86.2% | 56% |
| 20261013 | $0.85 | $0.30 | 82.9% | 47% |
| 20261012 | $0.75 | $0.15 | 73.6% | 22% |
| 20261009 | $0.80 | $0.55 | 78.8% | 36% |
| 20261008 | $0.70 | $0.30 | 65.4% | 0% |
| 20261007 | $0.92 | $0.35 | 82.8% | 44% |
| 20261006 | $0.90 | $0.33 | 77.5% | 29% |
| 20261005 | $0.82 | $0.40 | 75.8% | 24% |
| 20261002 | $0.45 | $0.45 | 71.0% | 11% |
| 20261001 | $0.43 | $0.43 | 69.5% | 7% |
| 20260930 | $0.53 | $0.53 | 73.3% | 20% |
| 20260929 | $0.65 | $0.65 | — | — |
| 20260928 | $0.72 | $0.72 | 80.2% | 39% |
| 20260925 | $0.82 | $0.82 | — | — |
| 20260924 | $0.88 | $0.88 | 78.8% | 47% |
| 20260923 | $0.93 | $0.93 | 85.8% | 62% |
| 20260922 | $0.68 | $0.68 | 72.1% | 31% |
| 20260921 | $0.70 | $0.70 | — | — |
| 20260918 | $0.98 | $0.58 | 84.3% | 59% |
| 20260917 | $0.88 | $0.40 | 79.7% | 51% |
| 20260916 | $0.95 | $0.55 | 75.2% | 42% |
| 20260915 | $0.95 | $0.65 | 73.2% | 38% |
| 20260914 | $0.95 | $0.55 | 70.6% | 32% |
| 20260911 | $0.97 | $0.55 | 85.9% | 65% |
| 20260910 | $0.95 | $0.72 | — | — |
| 20260909 | $0.97 | $0.57 | 99.2% | 93% |
| 20260908 | $0.97 | $0.50 | 76.4% | 44% |
| 20260904 | $0.97 | $0.53 | 67.2% | 25% |
| 20260903 | $1.07 | $0.60 | 77.7% | 47% |
| 20260902 | $0.62 | $0.62 | 72.9% | 37% |
| 20260901 | $0.70 | $0.70 | 71.1% | 34% |
| 20260831 | $0.72 | $0.72 | 74.8% | 42% |
| 20260828 | $0.75 | $0.75 | 79.6% | 53% |
| 20260827 | $0.77 | $0.77 | 78.3% | 50% |
| 20260826 | $0.62 | $0.62 | 70.7% | 45% |
| 20260825 | $0.77 | $0.77 | 80.2% | 62% |
| 20260824 | $0.90 | $0.90 | 84.6% | 69% |
| 20260821 | $1.15 | $0.60 | 85.7% | 71% |
| 20260820 | $1.12 | $0.53 | 102.3% | 100% |
| 20260819 | $1.05 | $0.42 | 76.6% | 62% |
| 20260818 | $0.98 | $0.62 | 72.9% | 55% |
| 20260817 | $1.02 | $0.53 | 79.5% | 68% |
| 20260814 | $1.23 | $0.68 | 84.5% | 77% |
| 20260813 | $1.77 | $0.65 | 96.0% | 100% |
| 20260812 | $1.10 | $0.80 | 80.3% | 70% |
| 20260811 | $1.12 | $0.57 | 73.2% | 56% |
| 20260810 | $1.33 | $0.75 | 86.7% | 83% |
| 20260807 | — | — | 87.9% | 86% |
| 20260806 | $1.40 | $1.00 | 95.2% | 100% |
| 20260805 | $0.73 | $0.73 | 81.4% | 77% |
| 20260804 | $0.88 | $0.88 | 82.9% | 81% |
| 20260803 | $1.05 | $1.05 | 92.0% | 100% |
| 20260731 | $0.77 | $0.77 | 86.5% | 89% |
| 20260730 | $0.88 | $0.88 | 84.6% | 85% |
More on EH
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.