EL · Expected Move
The Estee Lauder Companies Inc. Class A
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).
EL 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 EL Expected Move
30-Day Straddle
$11.20
7-Day Straddle
$4.78
30-Day ATM IV
53.6%
IV Rank
76%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261007 | $11.20 | $4.78 | 53.6% | 76% |
| 20261006 | $10.65 | $4.38 | 48.6% | 59% |
| 20261005 | $11.15 | $3.17 | 48.2% | 58% |
| 20261002 | $7.90 | $3.12 | 43.4% | 42% |
| 20261001 | $7.75 | $4.05 | 40.2% | 31% |
| 20260930 | $7.38 | $4.25 | 35.1% | 14% |
| 20260929 | $7.70 | $5.05 | 36.6% | 19% |
| 20260928 | $7.85 | $3.58 | 35.2% | 14% |
| 20260925 | $7.10 | $4.00 | 34.6% | 13% |
| 20260924 | $7.53 | $4.20 | 34.5% | 12% |
| 20260923 | $8.05 | $5.43 | 35.4% | 15% |
| 20260922 | $8.25 | $4.88 | 35.4% | 15% |
| 20260921 | $8.05 | $3.75 | 36.3% | 18% |
| 20260918 | $6.97 | $4.28 | 33.5% | 9% |
| 20260917 | $7.30 | $3.92 | 34.8% | 13% |
| 20260916 | $7.90 | $4.20 | 36.0% | 17% |
| 20260915 | $8.38 | $5.15 | 36.6% | 19% |
| 20260914 | $8.40 | $3.67 | 35.2% | 15% |
| 20260911 | $7.60 | $3.75 | 35.5% | 15% |
| 20260910 | $7.78 | $5.30 | 34.5% | 12% |
| 20260909 | $7.98 | $5.57 | 35.0% | 14% |
| 20260908 | $7.70 | $5.45 | 33.4% | 7% |
| 20260904 | $7.17 | $3.48 | 32.2% | 4% |
| 20260903 | $6.88 | $4.05 | 31.4% | 2% |
| 20260902 | $7.65 | $4.20 | 33.1% | 6% |
| 20260901 | $7.95 | $4.43 | 34.0% | 9% |
| 20260831 | $8.45 | $3.23 | 34.0% | 9% |
| 20260828 | $7.72 | $3.05 | 33.2% | 7% |
| 20260827 | $7.12 | $4.03 | 30.8% | 0% |
| 20260826 | $7.75 | $4.22 | 32.3% | 4% |
| 20260825 | $7.50 | $4.53 | 30.9% | 0% |
| 20260824 | $8.45 | $3.33 | 33.4% | 0% |
| 20260821 | $7.67 | $3.88 | 34.5% | 3% |
| 20260820 | $7.38 | $4.28 | 33.5% | 0% |
| 20260819 | $8.00 | $5.12 | 35.8% | 0% |
| 20260818 | $10.45 | $8.38 | 53.7% | 52% |
| 20260817 | $9.60 | $7.40 | 49.1% | 34% |
| 20260814 | $9.80 | $8.05 | 50.3% | 32% |
| 20260813 | $10.55 | $8.15 | 52.3% | 37% |
| 20260812 | $10.25 | $8.95 | 51.2% | 35% |
| 20260811 | $10.85 | $8.50 | 53.7% | 42% |
| 20260810 | $10.80 | $3.40 | 52.4% | 38% |
| 20260807 | — | — | 51.9% | 37% |
| 20260806 | $11.05 | $4.80 | 55.9% | 48% |
| 20260805 | $11.10 | $4.45 | 56.0% | 49% |
| 20260804 | $11.75 | $4.55 | 58.8% | 57% |
| 20260803 | $11.10 | $3.45 | 56.8% | 51% |
| 20260731 | $10.65 | $3.85 | 57.0% | 51% |
| 20260730 | $10.85 | $4.03 | 57.0% | 51% |
| 20260729 | $11.70 | $5.90 | 60.7% | 62% |
| 20260728 | $11.40 | $5.20 | 58.6% | 56% |
| 20260727 | $11.15 | $3.88 | 56.8% | 51% |
| 20260724 | $9.35 | $3.80 | 54.4% | 44% |
| 20260723 | $9.90 | $5.78 | 55.9% | 48% |
| 20260722 | $10.45 | $4.53 | 55.8% | 48% |
| 20260721 | $10.15 | $4.88 | 53.9% | 42% |
| 20260720 | $10.95 | $3.42 | 53.2% | 40% |
| 20260716 | $8.05 | $4.40 | 45.4% | 17% |
| 20260715 | $7.78 | $4.72 | 42.7% | 9% |
| 20260714 | $8.48 | $4.65 | 45.1% | 16% |
More on EL
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.