ELF · Expected Move
e.l.f. Beauty, Inc.
The expected move for ELF 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).
ELF 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 ELF Expected Move
30-Day Straddle
$17.73
7-Day Straddle
$14.50
30-Day ATM IV
70.6%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to ELF'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.
ELF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $17.73 | $14.50 | 70.6% | 53% |
| 20261029 | $17.50 | $14.03 | 68.5% | 48% |
| 20261028 | $17.68 | $15.32 | 67.1% | 44% |
| 20261027 | $18.62 | $15.38 | 71.1% | 54% |
| 20261026 | $18.85 | $5.23 | 71.3% | 55% |
| 20261023 | $18.40 | $6.45 | 71.1% | 54% |
| 20261022 | $18.80 | $7.25 | 72.3% | 57% |
| 20261021 | $18.57 | $7.68 | 71.6% | 55% |
| 20261020 | $18.30 | $8.57 | 69.2% | 49% |
| 20261019 | $18.48 | $5.62 | 70.5% | 53% |
| 20261016 | $18.02 | $6.86 | 71.1% | 54% |
| 20261015 | $17.73 | $7.12 | 68.0% | 47% |
| 20261014 | $16.75 | $7.09 | 68.3% | 47% |
| 20261013 | $17.27 | $7.90 | 69.6% | 50% |
| 20261012 | $17.50 | $5.52 | 68.6% | 48% |
| 20261009 | $16.90 | $5.42 | 69.2% | 49% |
| 20261008 | $16.88 | $6.09 | 70.9% | 54% |
| 20261007 | $17.60 | $6.65 | 73.7% | 60% |
| 20261006 | $17.18 | $6.73 | 69.4% | 50% |
| 20261005 | $16.95 | $4.74 | 67.6% | 46% |
| 20261002 | $12.28 | $5.45 | 57.8% | 22% |
| 20261001 | $12.82 | $6.28 | 58.3% | 23% |
| 20260930 | $12.45 | $6.71 | 54.2% | 13% |
| 20260929 | $12.40 | $7.10 | 52.9% | 10% |
| 20260928 | $14.02 | $5.29 | 57.6% | 22% |
| 20260925 | $11.45 | $5.75 | 53.9% | 13% |
| 20260924 | $11.60 | $6.64 | 53.6% | 12% |
| 20260923 | $12.38 | $7.05 | 53.6% | 12% |
| 20260922 | $12.07 | $6.91 | 51.1% | 6% |
| 20260921 | $12.52 | $4.91 | 53.8% | 13% |
| 20260918 | $10.65 | $4.91 | 50.1% | 4% |
| 20260917 | $11.05 | $5.79 | 51.9% | 8% |
| 20260916 | $11.73 | $6.37 | 53.0% | 11% |
| 20260915 | $11.57 | $7.44 | 52.7% | 10% |
| 20260914 | $12.80 | $5.08 | 54.3% | 14% |
| 20260911 | $10.88 | $5.60 | 51.8% | 8% |
| 20260910 | $11.93 | $6.47 | 55.0% | 15% |
| 20260909 | $11.85 | $7.05 | 52.1% | 8% |
| 20260908 | $12.90 | $7.04 | 52.4% | 9% |
| 20260904 | $12.03 | $5.13 | 48.5% | 0% |
| 20260903 | $11.70 | $6.21 | 48.6% | 0% |
| 20260902 | $12.30 | $6.54 | 49.5% | 0% |
| 20260901 | $12.40 | $6.72 | 50.2% | 0% |
| 20260831 | $12.95 | $4.97 | 50.6% | 1% |
| 20260828 | $11.50 | $5.44 | 50.3% | 0% |
| 20260827 | $12.12 | $6.93 | 51.1% | 1% |
| 20260826 | $12.35 | $7.09 | 50.7% | 0% |
| 20260825 | $12.55 | $7.20 | 51.3% | 2% |
| 20260824 | $13.05 | $5.71 | 51.7% | 3% |
| 20260821 | $11.53 | $5.92 | 50.6% | 0% |
| 20260820 | $11.82 | $6.44 | 52.5% | 4% |
| 20260819 | $12.35 | $6.49 | 54.1% | 8% |
| 20260818 | $11.03 | $6.50 | 50.9% | 0% |
| 20260817 | $11.48 | $4.70 | 50.8% | 0% |
| 20260814 | $10.93 | $5.04 | 52.4% | 3% |
| 20260813 | $10.62 | $5.55 | 51.4% | 0% |
| 20260812 | $11.30 | $5.89 | 54.3% | 0% |
| 20260811 | $12.50 | $7.00 | 55.9% | 0% |
| 20260810 | $12.68 | $4.88 | 56.4% | 0% |
| 20260807 | — | — | 59.9% | 0% |
More on ELF
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.