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
$2.23
7-Day Straddle
$2.23
Avg IV
0.8%
IV Rank
36%
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 |
|---|---|---|---|---|
| 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% |
| 20260512 | $2.60 | $1.03 | 0.6% | 16% |
| 20260511 | $2.55 | $1.08 | 0.6% | 15% |
| 20260510 | $2.75 | $1.20 | 0.6% | 17% |
| 20260508 | $2.75 | $1.25 | 0.5% | 5% |
| 20260507 | $2.80 | $1.33 | 0.5% | 5% |
| 20260506 | $2.92 | $1.50 | 0.5% | 6% |
| 20260505 | $3.70 | $2.55 | 0.6% | 12% |
| 20260504 | $3.35 | $2.40 | 0.6% | 10% |
| 20260502 | $2.48 | $2.48 | 0.9% | 30% |
| 20260501 | $2.48 | $2.48 | 0.9% | 28% |
| 20260430 | $2.42 | $2.42 | 0.9% | 30% |
| 20260429 | $2.45 | $2.45 | 0.8% | 26% |
| 20260428 | $2.52 | $2.52 | 0.9% | 28% |
| 20260427 | $2.47 | $2.47 | 0.8% | 25% |
| 20260424 | $2.55 | $2.55 | 0.7% | 20% |
| 20260423 | $2.73 | $2.73 | 0.8% | 21% |
| 20260422 | $2.67 | $2.67 | 0.7% | 19% |
| 20260421 | $2.73 | $2.73 | 0.8% | 21% |
| 20260420 | $2.75 | $2.75 | 0.7% | 15% |
| 20260417 | $2.95 | $0.82 | 0.8% | 22% |
| 20260416 | $2.83 | $0.65 | 0.6% | 14% |
| 20260415 | $3.00 | $0.82 | 0.6% | 11% |
| 20260414 | $2.95 | $0.93 | 0.6% | 12% |
| 20260413 | $2.95 | $0.93 | 0.6% | 13% |
| 20260410 | $3.05 | $1.35 | 0.6% | 11% |
| 20260409 | $3.10 | $1.35 | 0.6% | 12% |
| 20260408 | $3.17 | $1.38 | 0.6% | 11% |
| 20260407 | $3.12 | $1.43 | 0.6% | 12% |
| 20260406 | $3.20 | $1.45 | 0.6% | 11% |
| 20260402 | $3.42 | $1.68 | 0.6% | 11% |
| 20260401 | $1.75 | $1.75 | 1.3% | 57% |
| 20260331 | $1.95 | $1.95 | 1.0% | 36% |