ELAN (Elanco Animal Health Incorporated Common Stock)
Expected Move & Straddle Price History
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).
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 ELAN Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$1.88
Avg IV
0.8%
IV Rank
57%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260923 | $1.88 | $1.88 | 0.8% | 57% |
| 20260922 | $1.93 | $1.93 | 0.7% | 31% |
| 20260921 | $2.22 | $2.22 | 0.7% | 44% |
| 20260918 | $2.17 | $0.50 | 0.7% | 43% |
| 20260917 | $2.30 | $0.65 | 0.7% | 39% |
| 20260916 | $2.28 | $0.80 | 0.7% | 37% |
| 20260915 | $2.40 | $0.85 | 0.7% | 35% |
| 20260914 | $2.33 | $1.20 | 0.6% | 29% |
| 20260911 | $2.38 | $1.00 | 0.6% | 15% |
| 20260910 | $2.53 | $1.23 | 0.7% | 39% |
| 20260909 | $2.50 | $1.27 | 0.7% | 35% |
| 20260908 | $2.58 | $1.43 | 0.6% | 28% |
| 20260904 | $2.65 | $1.55 | 0.5% | 4% |
| 20260903 | $2.78 | $1.75 | 0.6% | 8% |
| 20260902 | $1.70 | $1.70 | 0.7% | 38% |
| 20260901 | $1.80 | $1.80 | 0.7% | 36% |
| 20260831 | $1.95 | $1.95 | 0.7% | 35% |
| 20260828 | $1.82 | $1.82 | 0.7% | 36% |
| 20260827 | $2.03 | $2.03 | 0.7% | 40% |
| 20260826 | $2.12 | $2.12 | 0.6% | 16% |
| 20260825 | $2.12 | $2.12 | 0.6% | 18% |
| 20260824 | $2.38 | $2.38 | 0.6% | 20% |
| 20260821 | $2.27 | $0.60 | 0.6% | 10% |
| 20260820 | $2.47 | $0.80 | 0.6% | 14% |
| 20260819 | $2.47 | $0.70 | 0.6% | 8% |
| 20260818 | $2.35 | $0.90 | 0.6% | 15% |
| 20260817 | $2.42 | $1.05 | 0.6% | 19% |
| 20260814 | $2.67 | $1.23 | 0.6% | 22% |
| 20260813 | $2.55 | $1.27 | 0.6% | 19% |
| 20260812 | $2.50 | $1.23 | 0.6% | 20% |
| 20260811 | $2.72 | $1.25 | 0.6% | 12% |
| 20260810 | $2.78 | $1.45 | 0.6% | 9% |
| 20260806 | $3.28 | $2.08 | 0.6% | 9% |
| 20260805 | $2.40 | $2.40 | 0.7% | 28% |
| 20260804 | $3.47 | $3.47 | 0.9% | 54% |
| 20260803 | $3.03 | $3.03 | 0.9% | 48% |
| 20260731 | $3.12 | $3.12 | 0.8% | 35% |
| 20260730 | $3.35 | $3.35 | 0.8% | 32% |
| 20260729 | $2.95 | $2.95 | 0.7% | 29% |
| 20260728 | $3.17 | $3.17 | 0.8% | 38% |
| 20260727 | $3.17 | $3.17 | 0.8% | 32% |
| 20260724 | $3.25 | $3.25 | 0.8% | 31% |
| 20260723 | $3.03 | $3.03 | 0.7% | 27% |
| 20260722 | $3.32 | $3.32 | 0.8% | 33% |
| 20260721 | $3.45 | $3.45 | 0.7% | 21% |
| 20260720 | $3.45 | $3.45 | 0.8% | 32% |
| 20260716 | $3.58 | $0.95 | 0.6% | 15% |
| 20260715 | $3.60 | $1.00 | 0.7% | 20% |
| 20260714 | $3.77 | $1.18 | 0.6% | 13% |
| 20260713 | $3.88 | $1.05 | 0.7% | 18% |
| 20260710 | $3.67 | $1.25 | 0.6% | 7% |
| 20260709 | $3.58 | $1.38 | 0.6% | 16% |
| 20260708 | $3.78 | $1.62 | 0.6% | 12% |
| 20260707 | $3.83 | $1.43 | 0.6% | 15% |
| 20260706 | $3.85 | $1.62 | 0.6% | 13% |
| 20260702 | $1.77 | $1.77 | 0.9% | 49% |
| 20260701 | $1.93 | $1.93 | 1.0% | 61% |
| 20260630 | $1.98 | $1.98 | 0.8% | 39% |
| 20260629 | $1.95 | $1.95 | 0.8% | 33% |