ELDN · Expected Move
Eledon Pharmaceuticals, Inc. Common Stock
The expected move for ELDN 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).
ELDN 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 ELDN Expected Move
30-Day Straddle
$0.93
7-Day Straddle
$0.93
30-Day ATM IV
145.5%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to ELDN'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.
ELDN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $0.93 | $0.93 | 145.5% | 47% |
| 20261023 | $0.60 | $0.60 | 127.8% | 35% |
| 20261022 | $0.50 | $0.50 | 112.6% | 25% |
| 20261021 | $0.68 | $0.68 | 79.7% | 4% |
| 20261020 | $0.53 | $0.53 | 113.5% | 26% |
| 20261019 | $7.88 | $7.88 | 125.5% | 34% |
| 20261016 | $5.28 | $0.55 | 75.7% | 1% |
| 20261015 | $0.65 | $0.55 | 83.2% | 6% |
| 20261014 | $1.77 | $0.80 | — | — |
| 20261013 | $0.72 | $0.75 | 100.4% | 17% |
| 20261012 | $0.55 | $0.50 | 90.2% | 11% |
| 20261009 | $0.75 | $1.75 | 135.7% | 41% |
| 20261008 | $0.73 | $0.65 | 107.4% | 22% |
| 20261007 | $0.65 | $0.90 | 226.0% | 100% |
| 20261006 | $0.82 | $0.28 | — | — |
| 20261005 | $0.62 | $0.23 | 109.4% | 27% |
| 20261002 | $0.70 | $0.70 | 117.2% | 33% |
| 20261001 | $0.75 | $0.75 | 91.4% | 13% |
| 20260930 | $0.55 | $0.55 | 105.3% | 24% |
| 20260929 | $1.02 | $1.02 | 73.9% | 0% |
| 20260928 | $1.05 | $1.05 | 95.0% | 12% |
| 20260925 | $0.53 | $0.53 | 93.4% | 11% |
| 20260924 | $0.50 | $0.50 | 91.2% | 9% |
| 20260923 | $0.45 | $0.45 | 89.5% | 7% |
| 20260922 | $0.78 | $0.78 | 119.4% | 31% |
| 20260921 | $1.00 | $1.00 | 119.6% | 32% |
| 20260918 | $0.45 | $0.23 | 117.5% | 20% |
| 20260917 | $0.45 | $0.20 | 122.8% | 23% |
| 20260916 | $0.93 | $0.47 | 132.8% | 28% |
| 20260915 | $0.62 | $0.50 | 145.6% | 35% |
| 20260914 | $0.68 | $0.35 | 131.9% | 28% |
| 20260911 | $0.85 | $0.35 | 147.9% | 36% |
| 20260910 | $7.92 | $0.25 | 114.4% | 18% |
| 20260909 | $0.60 | $1.00 | 105.9% | 14% |
| 20260908 | $1.07 | $1.05 | 128.4% | 26% |
| 20260904 | $0.82 | $1.05 | 115.9% | 19% |
| 20260903 | $1.05 | $0.60 | 117.9% | 20% |
| 20260902 | $1.02 | $1.02 | 116.4% | 19% |
| 20260901 | $0.55 | $0.55 | 90.4% | 5% |
| 20260831 | $0.75 | $0.75 | 129.6% | 26% |
| 20260828 | $0.88 | $0.88 | 137.9% | 31% |
| 20260827 | $1.77 | $1.77 | 111.5% | 17% |
| 20260826 | $1.00 | $1.00 | — | — |
| 20260825 | $1.48 | $1.48 | 144.2% | 34% |
| 20260824 | $1.00 | $1.00 | — | — |
| 20260821 | $8.45 | $0.90 | — | — |
| 20260820 | $1.80 | $1.45 | 168.0% | 47% |
| 20260819 | $1.70 | $0.97 | 138.3% | 31% |
| 20260818 | $1.70 | $1.00 | 124.6% | 24% |
| 20260817 | $1.15 | $1.10 | — | — |
| 20260814 | $1.70 | $0.90 | 129.5% | 26% |
| 20260813 | $1.38 | $1.22 | — | — |
| 20260812 | $1.53 | $1.30 | — | — |
| 20260811 | $1.70 | $1.05 | — | — |
| 20260810 | $1.48 | $1.90 | — | — |
| 20260806 | $1.50 | $1.50 | — | — |
| 20260805 | $0.72 | $0.72 | 150.3% | 37% |
| 20260804 | $0.95 | $0.95 | — | — |
| 20260803 | $1.43 | $1.43 | — | — |
| 20260731 | $0.95 | $0.95 | — | — |
More on ELDN
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.