ELP · Expected Move
Companhia Paranaense de Energia - COPEL American Depositary Shares (each representing four (4) Class A Preferred Shares)
The expected move for ELP 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).
ELP 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 ELP Expected Move
30-Day Straddle
$5.55
7-Day Straddle
$5.55
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to ELP'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.
ELP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251224 | $5.55 | $5.55 | — | — |
| 20251223 | $5.75 | $5.75 | 304.8% | 35% |
| 20251222 | $1.00 | $1.00 | 46.2% | 0% |
| 20251219 | $3.12 | $2.92 | — | — |
| 20251218 | $3.17 | $2.92 | — | — |
| 20251217 | $3.38 | $3.12 | 138.7% | 12% |
| 20251216 | $3.27 | $3.05 | — | — |
| 20251215 | $3.62 | $3.35 | — | — |
| 20251212 | $3.58 | $3.33 | — | — |
| 20251211 | $1.18 | $3.30 | 150.3% | 14% |
| 20251210 | $3.50 | $3.27 | — | — |
| 20251209 | $3.52 | $3.25 | — | — |
| 20251208 | $3.55 | $3.33 | — | — |
| 20251205 | $3.55 | $3.33 | — | — |
| 20251204 | $3.88 | $3.65 | — | — |
| 20251203 | $3.75 | $3.75 | — | — |
| 20251202 | $3.62 | $3.62 | — | — |
| 20251201 | $3.65 | $3.65 | — | — |
| 20251128 | $3.02 | $3.02 | — | — |
| 20251126 | $3.60 | $3.60 | — | — |
| 20251125 | $3.40 | $3.40 | — | — |
| 20251124 | $3.47 | $3.47 | — | — |
| 20251121 | $3.42 | $3.10 | — | — |
| 20251120 | $3.50 | $3.17 | — | — |
| 20251119 | $3.55 | $3.27 | — | — |
| 20251118 | $3.67 | $3.42 | — | — |
| 20251117 | $6.28 | $3.42 | 112.2% | 9% |
| 20251114 | $3.77 | $3.52 | — | — |
| 20251113 | $3.75 | $3.55 | — | — |
| 20251112 | $3.75 | $3.88 | — | — |
| 20251111 | $3.77 | $3.90 | — | — |
| 20251110 | $3.72 | $3.88 | — | — |
| 20251107 | $3.70 | $3.47 | — | — |
| 20251106 | $2.98 | $2.60 | 132.5% | 11% |
| 20251105 | $3.97 | $3.97 | — | — |
| 20251104 | $2.90 | $2.90 | 140.1% | 12% |
| 20251103 | $3.88 | $3.88 | — | — |
| 20251031 | $3.33 | $3.33 | 142.6% | 13% |
| 20251030 | $3.80 | $3.80 | — | — |
| 20251029 | $3.83 | $3.83 | — | — |
| 20251028 | $3.80 | $3.80 | — | — |
| 20251027 | $3.83 | $3.83 | — | — |
| 20251024 | $3.88 | $3.88 | — | — |
| 20251023 | $3.52 | $3.52 | — | — |
| 20251022 | $1.27 | $1.27 | — | — |
| 20251021 | $2.38 | $2.38 | — | — |
| 20251020 | $3.22 | $3.22 | — | — |
| 20251017 | $3.15 | $2.23 | — | — |
| 20251016 | $2.12 | $5.45 | 93.3% | 6% |
| 20251015 | $5.17 | $2.45 | — | — |
| 20251014 | $3.12 | $2.95 | — | — |
| 20251013 | $2.98 | $5.23 | — | — |
| 20251010 | $5.65 | $2.95 | 239.3% | 26% |
| 20251009 | $2.17 | $1.60 | 164.5% | 16% |
| 20251008 | $2.33 | $2.20 | 189.0% | 19% |
| 20251007 | $3.08 | $2.83 | 217.9% | 23% |
| 20251006 | $5.83 | $2.65 | 175.0% | 17% |
| 20251003 | $1.25 | $1.25 | 103.2% | 8% |
| 20251002 | $1.40 | $1.40 | 158.5% | 15% |
| 20251001 | $1.95 | $1.95 | 148.3% | 14% |
More on ELP
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.