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
$2.78
7-Day Straddle
$1.80
Avg IV
0.6%
IV Rank
8%
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 |
|---|---|---|---|---|
| 20260807 | $2.78 | $1.80 | 0.6% | 8% |
| 20260806 | $3.20 | $1.93 | 0.5% | 4% |
| 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% |
| 20260626 | $2.12 | $2.12 | 0.9% | 49% |
| 20260625 | $2.27 | $2.27 | 0.7% | 31% |
| 20260624 | $2.10 | $2.10 | 0.7% | 29% |
| 20260623 | $2.15 | $2.15 | 0.8% | 39% |
| 20260622 | $2.23 | $2.23 | 0.8% | 36% |
| 20260618 | $2.53 | $0.75 | 0.7% | 18% |
| 20260617 | $2.45 | $0.90 | 0.7% | 31% |
| 20260616 | $2.60 | $0.90 | 0.7% | 24% |
| 20260615 | $2.58 | $1.12 | 0.8% | 31% |
| 20260613 | $3.00 | $1.35 | 0.6% | 17% |
| 20260612 | $2.80 | $1.15 | 0.7% | 23% |
| 20260611 | $2.75 | $1.15 | 0.7% | 18% |
| 20260610 | $2.95 | $1.60 | 0.7% | 25% |
| 20260609 | $2.92 | $1.60 | 0.6% | 13% |
| 20260608 | $3.08 | $1.85 | 0.7% | 21% |
| 20260605 | $3.25 | $1.98 | 0.7% | 24% |
| 20260604 | $3.30 | $1.95 | 0.7% | 27% |
| 20260603 | $3.08 | $2.00 | 0.6% | 12% |
| 20260602 | $2.00 | $2.00 | 0.8% | 34% |
| 20260601 | $2.08 | $2.08 | 0.8% | 34% |
| 20260529 | $2.05 | $2.05 | 0.7% | 29% |
| 20260528 | $2.10 | $2.10 | 0.7% | 23% |
| 20260527 | $2.17 | $2.17 | 0.7% | 20% |
| 20260526 | $2.30 | $2.30 | 0.7% | 20% |
| 20260522 | $2.17 | $2.17 | 0.7% | 27% |
| 20260521 | $2.15 | $2.15 | 0.6% | 20% |
| 20260520 | $2.12 | $2.12 | 0.6% | 22% |
| 20260519 | $2.12 | $2.12 | 0.7% | 25% |
| 20260518 | $2.17 | $2.17 | 0.6% | 21% |
| 20260515 | $2.28 | $0.62 | 0.6% | 23% |
| 20260514 | $2.42 | $0.85 | 0.6% | 17% |
| 20260513 | $2.48 | $0.88 | 0.5% | 10% |