EHC · Expected Move
Encompass Health Corporation Common Stock
The expected move for EHC 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).
EHC 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 EHC Expected Move
30-Day Straddle
$10.00
7-Day Straddle
$5.97
30-Day ATM IV
27.6%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to EHC'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.
EHC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $10.00 | $5.97 | 27.6% | 20% |
| 20261106 | $10.70 | $7.03 | 28.9% | 25% |
| 20261105 | $11.15 | $7.10 | 28.9% | 25% |
| 20261104 | $7.65 | $7.65 | 28.9% | 25% |
| 20261103 | $7.42 | $7.42 | 30.4% | 31% |
| 20261102 | $8.12 | $8.12 | 29.1% | 26% |
| 20261030 | $7.88 | $7.88 | 28.6% | 24% |
| 20261029 | $6.88 | $6.88 | 26.2% | 14% |
| 20261028 | $10.20 | $10.20 | 38.1% | 62% |
| 20261027 | $11.70 | $11.70 | 41.6% | 76% |
| 20261026 | $11.85 | $11.85 | 41.5% | 75% |
| 20261023 | $11.75 | $11.75 | 40.9% | 73% |
| 20261022 | $11.85 | $11.85 | 41.0% | 73% |
| 20261021 | $11.10 | $11.10 | 40.3% | 71% |
| 20261020 | $11.25 | $11.25 | 40.0% | 69% |
| 20261019 | $11.40 | $11.40 | 39.4% | 67% |
| 20261016 | $11.70 | $2.17 | 36.2% | 54% |
| 20261015 | $10.95 | $1.95 | 33.5% | 44% |
| 20261014 | $10.25 | $2.75 | 31.1% | 34% |
| 20261013 | $10.85 | $2.58 | 34.0% | 46% |
| 20261012 | $10.85 | $2.92 | 33.5% | 43% |
| 20261009 | $11.55 | $3.17 | 34.2% | 46% |
| 20261008 | $11.25 | $5.10 | 32.8% | 41% |
| 20261007 | $11.95 | $5.30 | 33.8% | 45% |
| 20261006 | $12.05 | $4.00 | 33.1% | 42% |
| 20261005 | $10.85 | $4.72 | 30.5% | 31% |
| 20261002 | $5.03 | $5.03 | 30.9% | 33% |
| 20261001 | $5.33 | $5.33 | 32.0% | 37% |
| 20260930 | $5.28 | $5.28 | 28.3% | 23% |
| 20260929 | $6.30 | $6.30 | 29.3% | 27% |
| 20260928 | $5.42 | $5.42 | 28.5% | 24% |
| 20260925 | $6.40 | $6.40 | 28.2% | 22% |
| 20260924 | $6.65 | $6.65 | 29.1% | 26% |
| 20260923 | $6.68 | $6.68 | 27.5% | 20% |
| 20260922 | $5.80 | $5.80 | 26.1% | 14% |
| 20260921 | $6.57 | $6.57 | 27.2% | 18% |
| 20260918 | $6.60 | $2.35 | 23.4% | 3% |
| 20260917 | $6.50 | $2.45 | 23.9% | 5% |
| 20260916 | $6.55 | $3.33 | 22.6% | 0% |
| 20260915 | $7.40 | $3.20 | 24.7% | 8% |
| 20260914 | $7.47 | $3.07 | 25.4% | 11% |
| 20260911 | $8.07 | $3.38 | 25.4% | 11% |
| 20260910 | $7.18 | $4.10 | 23.5% | 3% |
| 20260909 | $7.22 | $3.92 | 23.6% | 3% |
| 20260908 | $8.25 | $4.38 | 26.5% | 15% |
| 20260904 | $7.60 | $4.78 | 22.8% | 0% |
| 20260903 | $7.97 | $4.75 | 23.4% | 1% |
| 20260902 | $4.55 | $4.55 | 23.1% | 0% |
| 20260901 | $4.97 | $4.97 | 23.3% | 0% |
| 20260831 | $5.75 | $5.75 | 24.4% | 0% |
| 20260828 | $5.85 | $5.85 | 24.9% | 0% |
| 20260827 | $5.88 | $5.88 | 25.7% | 3% |
| 20260826 | $6.45 | $6.45 | 25.5% | 2% |
| 20260825 | $6.28 | $6.28 | 25.6% | 3% |
| 20260824 | $6.43 | $6.43 | 25.4% | 2% |
| 20260821 | $7.45 | $0.88 | 28.1% | 14% |
| 20260820 | $7.10 | $3.03 | 25.6% | 3% |
| 20260819 | $8.35 | $3.67 | 27.4% | 11% |
| 20260818 | $8.43 | $4.47 | 26.9% | 9% |
| 20260817 | $7.55 | $3.60 | 25.0% | 0% |
More on EHC
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.