ELV · Expected Move
Elevance Health, Inc.
The expected move for ELV 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).
ELV 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 ELV Expected Move
30-Day Straddle
$30.70
7-Day Straddle
$30.70
30-Day ATM IV
29.6%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to ELV'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.
ELV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $30.70 | $30.70 | 29.6% | 13% |
| 20261020 | $39.50 | $39.50 | 38.8% | 65% |
| 20261019 | $38.75 | $38.75 | 38.3% | 62% |
| 20261016 | $40.20 | $3.60 | 38.0% | 61% |
| 20261015 | $37.95 | $6.10 | 35.6% | 47% |
| 20261014 | $41.65 | $9.20 | 38.1% | 61% |
| 20261013 | $40.85 | $11.55 | 36.9% | 54% |
| 20261012 | $40.75 | $15.05 | 37.0% | 55% |
| 20261009 | $40.85 | $14.90 | 36.1% | 50% |
| 20261008 | $42.40 | $17.15 | 38.5% | 63% |
| 20261007 | $41.70 | $19.35 | 36.8% | 53% |
| 20261006 | $41.30 | $20.20 | 37.3% | 56% |
| 20261005 | $41.10 | $22.65 | 37.0% | 55% |
| 20261002 | $21.40 | $21.40 | 34.4% | 40% |
| 20261001 | $25.10 | $25.10 | 36.4% | 51% |
| 20260930 | $24.15 | $24.15 | 35.9% | 48% |
| 20260929 | $23.10 | $23.10 | 34.6% | 41% |
| 20260928 | $24.30 | $24.30 | 34.3% | 39% |
| 20260925 | $25.45 | $25.45 | 33.3% | 34% |
| 20260924 | $22.45 | $22.45 | 31.2% | 22% |
| 20260923 | $24.65 | $24.65 | 31.5% | 23% |
| 20260922 | $25.40 | $25.40 | 31.9% | 26% |
| 20260921 | $28.05 | $28.05 | 33.3% | 34% |
| 20260918 | $27.55 | $6.68 | 30.3% | 17% |
| 20260917 | $27.65 | $9.90 | 29.8% | 14% |
| 20260916 | $31.10 | $8.00 | 32.4% | 28% |
| 20260915 | $30.45 | $11.65 | 31.0% | 20% |
| 20260914 | $31.50 | $11.80 | 31.2% | 22% |
| 20260911 | $30.30 | $14.00 | 29.4% | 12% |
| 20260910 | $33.20 | $15.20 | 31.7% | 25% |
| 20260909 | $33.25 | $15.35 | 32.4% | 29% |
| 20260908 | $32.10 | $14.80 | 31.1% | 21% |
| 20260904 | $32.15 | $16.50 | 28.1% | 4% |
| 20260903 | $35.10 | $17.58 | 28.8% | 8% |
| 20260902 | $17.73 | $17.73 | 28.4% | 6% |
| 20260901 | $21.15 | $21.15 | 30.7% | 19% |
| 20260831 | $16.95 | $16.95 | 28.5% | 6% |
| 20260828 | $20.20 | $20.20 | 27.4% | 0% |
| 20260827 | $20.45 | $20.45 | 28.2% | 2% |
| 20260826 | $22.50 | $22.50 | 29.1% | 8% |
| 20260825 | $21.35 | $21.35 | 28.4% | 3% |
| 20260824 | $24.40 | $24.40 | 29.7% | 11% |
| 20260821 | $25.10 | $5.95 | 28.7% | 5% |
| 20260820 | $26.50 | $7.75 | 29.7% | 11% |
| 20260819 | $26.40 | $8.00 | 29.2% | 8% |
| 20260818 | $29.35 | $11.70 | 31.7% | 23% |
| 20260817 | $29.05 | $12.25 | 31.7% | 23% |
| 20260814 | $29.05 | $11.70 | 29.3% | 9% |
| 20260813 | $31.60 | $14.90 | 31.4% | 20% |
| 20260812 | $30.70 | $16.35 | 30.5% | 15% |
| 20260811 | $31.90 | $16.60 | 31.9% | 23% |
| 20260810 | $32.45 | $16.90 | 31.2% | 19% |
| 20260807 | — | — | 30.9% | 17% |
| 20260806 | $34.95 | $21.80 | 33.2% | 31% |
| 20260805 | $21.25 | $21.25 | 32.4% | 26% |
| 20260804 | $22.10 | $22.10 | 32.6% | 27% |
| 20260803 | $21.75 | $21.75 | 33.0% | 29% |
| 20260731 | $22.85 | $22.85 | 33.1% | 30% |
| 20260730 | $24.55 | $24.55 | 32.9% | 29% |
| 20260729 | $25.05 | $25.05 | 32.6% | 27% |
More on ELV
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.