ELAN · Expected Move
Elanco Animal Health Incorporated Common Stock
The expected move for ELAN 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).
ELAN 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 ELAN Expected Move
30-Day Straddle
$2.73
7-Day Straddle
$1.65
30-Day ATM IV
39.2%
IV Rank
1%
Implied one-standard-deviation move through the next 30 days. Compare to ELAN'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.
ELAN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $2.73 | $1.65 | 39.2% | 1% |
| 20261106 | $3.17 | $2.08 | 45.7% | 26% |
| 20261105 | $3.40 | $2.62 | 56.0% | 66% |
| 20261104 | $2.65 | $2.65 | 52.7% | 53% |
| 20261103 | $2.60 | $2.60 | 53.1% | 54% |
| 20261102 | $2.72 | $2.72 | 54.6% | 60% |
| 20261030 | $2.62 | $2.62 | 59.5% | 79% |
| 20261029 | $2.55 | $2.55 | 52.4% | 52% |
| 20261028 | $2.67 | $2.67 | 54.6% | 60% |
| 20261027 | $2.77 | $2.77 | 55.4% | 63% |
| 20261026 | $2.75 | $2.75 | 55.2% | 63% |
| 20261023 | $2.75 | $2.75 | 54.4% | 60% |
| 20261022 | $3.02 | $3.02 | 44.1% | 20% |
| 20261021 | $2.77 | $2.77 | 52.9% | 54% |
| 20261020 | $2.85 | $2.85 | 53.7% | 57% |
| 20261019 | $3.03 | $3.03 | 52.4% | 52% |
| 20261016 | $3.02 | $0.60 | 51.1% | 47% |
| 20261015 | $3.08 | $0.85 | 51.6% | 49% |
| 20261014 | $3.05 | $0.68 | 53.3% | 55% |
| 20261013 | $3.05 | $1.02 | 52.4% | 52% |
| 20261012 | $3.02 | $0.93 | 51.5% | 48% |
| 20261009 | $3.05 | $0.90 | 49.1% | 39% |
| 20261008 | $3.17 | $1.18 | 49.9% | 42% |
| 20261007 | $3.10 | $1.17 | 48.3% | 36% |
| 20261006 | $3.17 | $1.20 | 48.4% | 36% |
| 20261005 | $3.20 | $1.27 | 48.3% | 36% |
| 20261002 | $1.33 | $1.33 | 47.5% | 33% |
| 20261001 | $1.38 | $1.38 | 47.1% | 31% |
| 20260930 | $1.50 | $1.50 | 46.5% | 29% |
| 20260929 | $1.57 | $1.57 | 45.6% | 25% |
| 20260928 | $1.70 | $1.70 | 46.4% | 28% |
| 20260925 | $1.67 | $1.67 | 43.7% | 18% |
| 20260924 | $1.75 | $1.75 | 43.5% | 17% |
| 20260923 | $1.88 | $1.88 | 43.7% | 18% |
| 20260922 | $1.93 | $1.93 | 44.6% | 22% |
| 20260921 | $2.22 | $2.22 | 47.3% | 32% |
| 20260918 | $2.17 | $0.50 | 43.1% | 16% |
| 20260917 | $2.30 | $0.65 | 44.1% | 20% |
| 20260916 | $2.28 | $0.80 | 43.3% | 17% |
| 20260915 | $2.40 | $0.85 | 45.1% | 23% |
| 20260914 | $2.33 | $1.20 | 42.6% | 14% |
| 20260911 | $2.38 | $1.00 | 41.5% | 9% |
| 20260910 | $2.53 | $1.23 | 44.4% | 21% |
| 20260909 | $2.50 | $1.27 | 42.8% | 15% |
| 20260908 | $2.58 | $1.43 | 42.2% | 12% |
| 20260904 | $2.65 | $1.55 | 39.0% | 0% |
| 20260903 | $2.78 | $1.75 | 40.9% | 6% |
| 20260902 | $1.70 | $1.70 | 40.2% | 3% |
| 20260901 | $1.80 | $1.80 | 42.6% | 13% |
| 20260831 | $1.95 | $1.95 | 43.1% | 15% |
| 20260828 | $1.82 | $1.82 | 39.4% | 0% |
| 20260827 | $2.03 | $2.03 | 40.0% | 0% |
| 20260826 | $2.12 | $2.12 | 41.6% | 2% |
| 20260825 | $2.12 | $2.12 | 42.7% | 7% |
| 20260824 | $2.38 | $2.38 | 44.6% | 15% |
| 20260821 | $2.27 | $0.60 | 43.0% | 8% |
| 20260820 | $2.47 | $0.80 | 44.2% | 13% |
| 20260819 | $2.47 | $0.70 | 42.5% | 6% |
| 20260818 | $2.35 | $0.90 | 42.1% | 4% |
| 20260817 | $2.42 | $1.05 | 43.4% | 10% |
More on ELAN
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.