ELPC · Expected Move
Companhia Paranaense de Energia - COPEL American Depositary Shares (each representing four (4) Common Shares)
The expected move for ELPC 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).
ELPC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current ELPC Expected Move
30-Day Straddle
$5.38
7-Day Straddle
$5.38
Avg IV
11.3%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to ELPC'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.
ELPC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260716 | $5.38 | $5.38 | 11.3% | 100% |
| 20260715 | $2.80 | $2.80 | 9.0% | 79% |
| 20260714 | $2.82 | $2.82 | 7.3% | 61% |
| 20260713 | $2.82 | $2.82 | 6.1% | 48% |
| 20260710 | $2.88 | $2.88 | 4.9% | 36% |
| 20260709 | $2.80 | $2.80 | 4.5% | 31% |
| 20260708 | $2.80 | $2.80 | 4.6% | 33% |
| 20260707 | $2.82 | $2.82 | 4.5% | 31% |
| 20260706 | $2.82 | $2.82 | 4.2% | 28% |
| 20260702 | $5.42 | $5.42 | 3.7% | 22% |
| 20260701 | $2.82 | $2.82 | 3.4% | 20% |
| 20260630 | $2.85 | $2.85 | 3.4% | 20% |
| 20260629 | $2.90 | $2.90 | 3.3% | 19% |
| 20260626 | $4.80 | $4.80 | 299.1% | 15% |
| 20260625 | $2.92 | $2.92 | 3.1% | 16% |
| 20260624 | $2.90 | $2.90 | 289.0% | 14% |
| 20260623 | $2.90 | $2.90 | 285.2% | 14% |
| 20260622 | $5.53 | $5.53 | 275.6% | 13% |
| 20260618 | $6.32 | $6.32 | 254.2% | 10% |
| 20260617 | $5.53 | $5.53 | 237.8% | 9% |
| 20260616 | $2.92 | $2.92 | 254.6% | 10% |
| 20260615 | $3.35 | $3.35 | 245.1% | 9% |
| 20260613 | $2.95 | $2.95 | 238.7% | 9% |
| 20260612 | $2.95 | $2.95 | 238.4% | 9% |
| 20260611 | $5.60 | $5.60 | 233.2% | 8% |
| 20260610 | $4.08 | $4.08 | 228.8% | 8% |
| 20260609 | $5.58 | $5.58 | 226.5% | 7% |
| 20260608 | $4.12 | $4.12 | 222.2% | 7% |
| 20260605 | $3.88 | $3.88 | 220.1% | 7% |
| 20260604 | $5.60 | $5.60 | 205.7% | 5% |
| 20260603 | $5.60 | $5.60 | 209.7% | 6% |
| 20260602 | $3.02 | $3.02 | 211.1% | 6% |
| 20260601 | $3.02 | $3.02 | 208.6% | 6% |
| 20260529 | $5.62 | $5.62 | 203.8% | 5% |
| 20260528 | $3.02 | $3.02 | 202.9% | 5% |
| 20260527 | $3.10 | $3.10 | 198.0% | 4% |
| 20260526 | $3.12 | $3.12 | 199.2% | 5% |
| 20260522 | $3.10 | $3.10 | 192.1% | 4% |
| 20260521 | $3.15 | $3.15 | 225.3% | 7% |
| 20260520 | $3.15 | $3.15 | 184.8% | 3% |
| 20260519 | $3.10 | $3.10 | 185.6% | 3% |
| 20260518 | $3.17 | $3.17 | 186.3% | 3% |
| 20260515 | $3.15 | $3.15 | 182.7% | 3% |
| 20260514 | $3.17 | $3.17 | 179.7% | 2% |
| 20260513 | $3.15 | $3.15 | 179.8% | 3% |
| 20260512 | $3.27 | $3.27 | 181.2% | 3% |
| 20260511 | $3.35 | $3.35 | 180.3% | 3% |
| 20260510 | $3.47 | $3.47 | 179.1% | 2% |
| 20260508 | $3.47 | $3.47 | 176.9% | 2% |
| 20260507 | $3.40 | $3.40 | 178.0% | 2% |
| 20260506 | $3.52 | $3.52 | 177.5% | 2% |
| 20260505 | $3.72 | $3.72 | 175.5% | 2% |
| 20260504 | $3.52 | $3.52 | 174.2% | 16% |
| 20260502 | $3.58 | $3.58 | 156.9% | 14% |
| 20260501 | $3.58 | $3.58 | 156.2% | 14% |
| 20260430 | $3.70 | $3.70 | 167.4% | 15% |
| 20260429 | $3.50 | $3.50 | 169.4% | 15% |
| 20260428 | $3.47 | $3.47 | 162.4% | 15% |
| 20260427 | $3.80 | $3.80 | 170.4% | 16% |
| 20260424 | $3.88 | $3.88 | 167.7% | 15% |
More on ELPC
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.