EL (The Estee Lauder Companies Inc. Class A)
Expected Move & Straddle Price History
The expected move for EL 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 EL Expected Move
30-Day Straddle
$7.67
7-Day Straddle
$3.88
Avg IV
0.7%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to EL'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.
EL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260821 | $7.67 | $3.88 | 0.7% | 82% |
| 20260820 | $7.38 | $4.28 | 0.7% | 82% |
| 20260819 | $8.00 | $5.12 | 0.7% | 85% |
| 20260818 | $10.45 | $8.38 | 0.8% | 93% |
| 20260817 | $9.60 | $7.40 | 0.8% | 92% |
| 20260814 | $9.80 | $8.05 | 0.6% | 31% |
| 20260813 | $10.55 | $8.15 | 0.5% | 23% |
| 20260812 | $10.25 | $8.95 | 0.6% | 29% |
| 20260811 | $10.85 | $8.50 | 0.5% | 24% |
| 20260810 | $10.80 | $3.40 | 0.6% | 26% |
| 20260806 | $11.05 | $4.80 | 0.6% | 43% |
| 20260805 | $11.10 | $4.45 | 0.6% | 43% |
| 20260804 | $11.75 | $4.55 | 0.6% | 36% |
| 20260803 | $11.10 | $3.45 | 0.6% | 39% |
| 20260731 | $10.65 | $3.85 | 0.6% | 40% |
| 20260730 | $10.85 | $4.03 | 0.6% | 33% |
| 20260729 | $11.70 | $5.90 | 0.6% | 36% |
| 20260728 | $11.40 | $5.20 | 0.6% | 27% |
| 20260727 | $11.15 | $3.88 | 0.6% | 26% |
| 20260724 | $9.35 | $3.80 | 0.6% | 33% |
| 20260723 | $9.90 | $5.78 | 0.7% | 41% |
| 20260722 | $10.45 | $4.53 | 0.6% | 33% |
| 20260721 | $10.15 | $4.88 | 0.6% | 31% |
| 20260720 | $10.95 | $3.42 | 0.6% | 30% |
| 20260716 | $8.05 | $4.40 | 0.5% | 10% |
| 20260715 | $7.78 | $4.72 | 0.5% | 11% |
| 20260714 | $8.48 | $4.65 | 0.5% | 9% |
| 20260713 | $8.80 | $3.50 | 0.5% | 11% |
| 20260710 | $8.25 | $4.03 | 0.5% | 14% |
| 20260709 | $8.20 | $4.35 | 0.5% | 16% |
| 20260708 | $8.60 | $4.92 | 0.5% | 8% |
| 20260707 | $9.05 | $4.72 | 0.5% | 8% |
| 20260706 | $8.50 | $3.75 | 0.5% | 10% |
| 20260702 | $8.80 | $4.78 | 0.5% | 7% |
| 20260701 | $7.45 | $4.20 | 0.5% | 4% |
| 20260630 | $7.55 | $4.12 | 0.5% | 5% |
| 20260629 | $8.55 | $3.67 | 0.5% | 8% |
| 20260626 | $7.00 | $3.58 | 0.5% | 7% |
| 20260625 | $7.60 | $4.35 | 0.5% | 5% |
| 20260624 | $8.20 | $4.25 | 0.5% | 5% |
| 20260623 | $8.65 | $4.88 | 0.5% | 6% |
| 20260622 | $8.60 | $3.35 | 0.5% | 6% |
| 20260618 | $7.90 | $4.30 | 0.7% | 39% |
| 20260617 | $8.68 | $4.65 | 0.8% | 45% |
| 20260616 | $8.75 | $5.80 | 0.7% | 36% |
| 20260615 | $8.65 | $3.80 | 0.6% | 13% |
| 20260613 | $8.85 | $3.80 | 0.5% | 6% |
| 20260612 | $8.85 | $3.98 | 0.5% | 8% |
| 20260611 | $8.70 | $4.35 | 0.5% | 7% |
| 20260610 | $9.10 | $5.03 | 0.5% | 10% |
| 20260609 | $9.25 | $6.12 | 0.5% | 10% |
| 20260608 | $8.95 | $3.70 | 0.5% | 9% |
| 20260605 | $8.40 | $4.38 | 0.5% | 10% |
| 20260604 | $9.05 | $5.35 | 0.5% | 11% |
| 20260603 | $8.75 | $5.25 | 0.5% | 11% |
| 20260602 | $9.10 | $5.33 | 0.6% | 12% |
| 20260601 | $9.40 | $4.38 | 0.5% | 10% |
| 20260529 | $8.50 | $4.20 | 0.5% | 12% |
| 20260528 | $8.70 | $4.92 | 0.6% | 12% |
| 20260527 | $9.10 | $4.95 | 0.5% | 6% |