EIX · Expected Move
Edison International
The expected move for EIX 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).
EIX 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 EIX Expected Move
30-Day Straddle
$5.08
7-Day Straddle
$5.08
30-Day ATM IV
40.5%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to EIX'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.
EIX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $5.08 | $5.08 | 40.5% | 50% |
| 20261023 | $5.20 | $5.20 | 40.7% | 51% |
| 20261022 | $4.90 | $4.90 | 37.8% | 40% |
| 20261021 | $5.10 | $5.10 | 38.9% | 44% |
| 20261020 | $5.05 | $5.05 | 38.1% | 41% |
| 20261019 | $4.95 | $4.95 | 38.6% | 43% |
| 20261016 | $5.62 | $1.58 | 39.7% | 47% |
| 20261015 | $5.60 | $1.12 | 39.9% | 48% |
| 20261014 | $5.70 | $1.62 | 40.7% | 51% |
| 20261013 | $6.35 | $1.95 | 44.8% | 65% |
| 20261012 | $5.75 | $2.27 | 40.1% | 48% |
| 20261009 | $5.90 | $2.42 | 39.1% | 45% |
| 20261008 | $5.75 | $2.52 | 38.3% | 42% |
| 20261007 | $5.75 | $2.45 | 37.9% | 40% |
| 20261006 | $5.72 | $2.80 | 37.2% | 38% |
| 20261005 | $5.68 | $2.77 | 35.9% | 33% |
| 20261002 | $3.17 | $3.17 | 36.8% | 36% |
| 20261001 | $3.33 | $3.33 | 36.7% | 36% |
| 20260930 | $3.23 | $3.23 | 37.7% | 40% |
| 20260929 | $3.05 | $3.05 | 36.2% | 34% |
| 20260928 | $3.57 | $3.57 | 37.5% | 39% |
| 20260925 | $3.33 | $3.33 | 36.3% | 35% |
| 20260924 | $3.55 | $3.55 | 35.0% | 30% |
| 20260923 | $3.27 | $3.27 | 33.9% | 26% |
| 20260922 | $3.95 | $3.95 | 35.8% | 33% |
| 20260921 | $3.95 | $3.95 | 35.2% | 31% |
| 20260918 | $4.32 | $0.62 | 35.6% | 32% |
| 20260917 | $4.70 | $1.23 | 38.4% | 42% |
| 20260916 | $5.15 | $1.85 | 41.0% | 51% |
| 20260915 | $5.22 | $2.12 | 41.3% | 53% |
| 20260914 | $5.45 | $2.42 | 42.1% | 55% |
| 20260911 | $5.78 | $2.62 | 40.5% | 50% |
| 20260910 | $6.70 | $3.23 | 46.2% | 70% |
| 20260909 | $7.35 | $4.03 | 50.8% | 87% |
| 20260908 | $8.40 | $4.70 | 54.5% | 100% |
| 20260904 | $7.50 | $4.62 | 50.3% | 93% |
| 20260903 | $7.20 | $4.50 | 48.5% | 86% |
| 20260902 | $4.38 | $4.38 | 45.4% | 73% |
| 20260901 | $5.90 | $5.90 | 52.2% | 100% |
| 20260831 | $4.80 | $4.80 | 45.1% | 100% |
| 20260828 | $5.80 | $5.80 | 40.7% | 92% |
| 20260827 | $5.82 | $5.82 | 37.8% | 72% |
| 20260826 | $6.62 | $6.62 | 39.8% | 86% |
| 20260825 | $6.62 | $6.62 | 41.1% | 94% |
| 20260824 | $6.90 | $6.90 | 41.7% | 98% |
| 20260821 | $6.45 | $1.45 | 39.7% | 85% |
| 20260820 | $6.97 | $1.48 | 41.7% | 98% |
| 20260819 | $6.28 | $1.90 | 36.3% | 63% |
| 20260818 | $6.12 | $1.75 | 35.1% | 55% |
| 20260817 | $6.10 | $2.57 | 35.8% | 60% |
| 20260814 | $5.47 | $2.55 | 31.3% | 30% |
| 20260813 | $6.00 | $2.67 | 34.0% | 48% |
| 20260812 | $6.40 | $2.92 | 35.5% | 58% |
| 20260811 | $7.47 | $4.20 | 42.0% | 100% |
| 20260810 | $6.30 | $2.98 | 35.5% | 57% |
| 20260807 | — | — | 36.0% | 61% |
| 20260806 | $7.92 | $4.45 | 40.8% | 92% |
| 20260805 | $4.18 | $4.18 | 42.0% | 100% |
| 20260804 | $4.90 | $4.90 | 40.8% | 100% |
| 20260803 | $3.98 | $3.98 | 31.8% | 70% |
More on EIX
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.