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
$9.05
7-Day Straddle
$4.72
Avg IV
0.5%
IV Rank
8%
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 |
|---|---|---|---|---|
| 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% |
| 20260526 | $8.85 | $5.40 | 0.5% | 5% |
| 20260522 | $7.85 | $3.98 | 0.7% | 34% |
| 20260521 | $7.30 | $3.85 | 0.7% | 31% |
| 20260520 | $7.70 | $4.15 | 0.7% | 34% |
| 20260519 | $7.50 | $4.38 | 0.7% | 33% |
| 20260518 | $7.85 | $3.33 | 0.7% | 26% |
| 20260515 | $7.45 | $3.73 | 0.5% | 3% |
| 20260514 | $7.70 | $4.22 | 0.5% | 7% |
| 20260513 | $7.85 | $4.65 | 0.5% | 9% |
| 20260512 | $8.40 | $4.85 | 0.5% | 7% |
| 20260511 | $8.50 | $3.38 | 0.5% | 5% |
| 20260510 | $8.70 | $4.05 | 0.5% | 6% |
| 20260508 | $7.70 | $3.85 | 0.5% | 18% |
| 20260507 | $7.45 | $3.97 | 0.5% | 18% |
| 20260506 | $8.10 | $4.57 | 0.5% | 16% |
| 20260505 | $8.40 | $5.12 | 0.5% | 22% |
| 20260504 | $8.70 | $3.48 | 0.5% | 23% |
| 20260502 | $8.60 | $3.95 | 0.5% | 21% |
| 20260501 | $8.60 | $3.95 | 0.6% | 25% |
| 20260430 | $10.40 | $7.85 | 0.6% | 35% |
| 20260429 | $11.70 | $8.35 | 0.7% | 39% |
| 20260428 | $11.15 | $8.50 | 0.7% | 37% |
| 20260427 | $11.20 | $7.80 | 0.7% | 36% |
| 20260424 | $10.85 | $6.45 | 0.7% | 37% |
| 20260423 | $11.10 | $8.25 | 0.7% | 36% |
| 20260422 | $11.20 | $8.40 | 0.7% | 37% |
| 20260421 | $11.00 | $8.50 | 0.7% | 36% |
| 20260420 | $11.40 | $3.85 | 0.6% | 33% |
| 20260417 | $10.65 | $4.70 | 0.7% | 48% |
| 20260416 | $10.95 | $5.15 | 0.7% | 47% |
| 20260415 | $11.45 | $5.68 | 0.7% | 46% |