ELS · Expected Move
Equity Lifestyle Properties, Inc.
The expected move for ELS 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).
ELS 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 ELS Expected Move
30-Day Straddle
$3.10
7-Day Straddle
$3.10
30-Day ATM IV
24.3%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to ELS'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.
ELS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.10 | $3.10 | 24.3% | 40% |
| 20261020 | $4.33 | $4.33 | 31.0% | 93% |
| 20261019 | $3.52 | $3.52 | 23.9% | 37% |
| 20261016 | $3.95 | $2.20 | 25.3% | 48% |
| 20261015 | $3.95 | $1.15 | 26.1% | 54% |
| 20261014 | $3.17 | $1.43 | 21.6% | 18% |
| 20261013 | $3.10 | $1.38 | 21.8% | 19% |
| 20261012 | $4.12 | $2.83 | 26.5% | 57% |
| 20261009 | $3.30 | $2.05 | 30.3% | 87% |
| 20261008 | $3.88 | $3.15 | 24.2% | 39% |
| 20261007 | $4.10 | $3.23 | 27.8% | 68% |
| 20261006 | $3.77 | $2.85 | 25.1% | 46% |
| 20261005 | $4.03 | $3.12 | 24.8% | 44% |
| 20261002 | $2.88 | $2.88 | 26.3% | 55% |
| 20261001 | $3.30 | $3.30 | 24.8% | 44% |
| 20260930 | $2.27 | $2.27 | 22.9% | 28% |
| 20260929 | $2.17 | $2.17 | 24.4% | 40% |
| 20260928 | $1.85 | $1.85 | 23.2% | 31% |
| 20260925 | $2.02 | $2.02 | 21.2% | 15% |
| 20260924 | $2.20 | $2.20 | 21.2% | 15% |
| 20260923 | $2.47 | $2.47 | 20.8% | 11% |
| 20260922 | $2.30 | $2.30 | 19.9% | 5% |
| 20260921 | $2.92 | $2.92 | 24.1% | 38% |
| 20260918 | $3.55 | $3.15 | 26.4% | 57% |
| 20260917 | $3.17 | $2.12 | 21.7% | 16% |
| 20260916 | $3.25 | $3.38 | 22.8% | 23% |
| 20260915 | $3.12 | $2.10 | 21.8% | 16% |
| 20260914 | $3.55 | $2.10 | 24.1% | 32% |
| 20260911 | $3.42 | $2.27 | 23.8% | 30% |
| 20260910 | $3.70 | $3.05 | 25.7% | 43% |
| 20260909 | $4.00 | $2.75 | 26.0% | 44% |
| 20260908 | $4.20 | $3.60 | 26.9% | 50% |
| 20260904 | $4.22 | $5.03 | 26.7% | 49% |
| 20260903 | $5.00 | $3.30 | 27.3% | 53% |
| 20260902 | $3.42 | $3.42 | 31.8% | 83% |
| 20260901 | $2.75 | $2.75 | 23.2% | 26% |
| 20260831 | $3.53 | $3.53 | 23.2% | 26% |
| 20260828 | $2.05 | $2.05 | 21.7% | 16% |
| 20260827 | $3.85 | $3.85 | 27.6% | 55% |
| 20260826 | $2.42 | $2.42 | 20.8% | 10% |
| 20260825 | $2.80 | $2.80 | 21.3% | 13% |
| 20260824 | $3.05 | $3.05 | 21.6% | 15% |
| 20260821 | $3.50 | $0.82 | 19.3% | 0% |
| 20260820 | $3.08 | $0.88 | 20.8% | 7% |
| 20260819 | $3.30 | $1.23 | 21.8% | 13% |
| 20260818 | $3.60 | $1.12 | 24.4% | 31% |
| 20260817 | $3.17 | $1.20 | 23.1% | 23% |
| 20260814 | $3.00 | $1.62 | 19.8% | 0% |
| 20260813 | $3.88 | $1.67 | 23.9% | 25% |
| 20260812 | $3.98 | $1.98 | 24.0% | 25% |
| 20260811 | $4.10 | $2.02 | 24.5% | 29% |
| 20260810 | $3.75 | $2.05 | 23.0% | 18% |
| 20260807 | — | — | 23.8% | 24% |
| 20260806 | $5.10 | $2.48 | 27.7% | 52% |
| 20260805 | $2.55 | $2.55 | 23.8% | 24% |
| 20260804 | $2.78 | $2.78 | 27.5% | 50% |
| 20260803 | $2.98 | $2.98 | 25.9% | 39% |
| 20260731 | $2.97 | $2.97 | 24.4% | 28% |
| 20260730 | $2.25 | $2.25 | 22.1% | 12% |
| 20260729 | $3.90 | $3.90 | 24.3% | 28% |
More on ELS
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.