ESI · Expected Move
Element Solutions Inc.
The expected move for ESI 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).
ESI 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 ESI Expected Move
30-Day Straddle
$3.35
7-Day Straddle
$3.35
30-Day ATM IV
53.4%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to ESI'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.
ESI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $3.35 | $3.35 | 53.4% | 43% |
| 20261029 | $2.92 | $2.92 | 39.2% | 5% |
| 20261028 | $2.62 | $2.62 | 37.5% | 0% |
| 20261027 | $3.70 | $3.70 | 47.2% | 26% |
| 20261026 | $2.92 | $2.92 | 40.1% | 6% |
| 20261023 | $3.25 | $3.25 | 43.6% | 16% |
| 20261022 | $3.52 | $3.52 | 47.3% | 26% |
| 20261021 | $4.47 | $4.47 | 50.5% | 35% |
| 20261020 | $3.70 | $3.70 | 45.7% | 21% |
| 20261019 | $3.97 | $3.97 | 46.6% | 24% |
| 20261016 | $3.95 | $0.78 | 46.0% | 22% |
| 20261015 | $4.00 | $1.80 | 44.0% | 17% |
| 20261014 | $4.15 | $2.10 | 45.5% | 21% |
| 20261013 | $4.05 | $1.90 | 42.8% | 13% |
| 20261012 | $4.22 | $1.50 | 43.6% | 16% |
| 20261009 | $4.12 | $1.58 | 43.8% | 16% |
| 20261008 | $5.43 | $1.70 | 52.8% | 41% |
| 20261007 | $4.47 | $1.80 | 42.6% | 13% |
| 20261006 | $4.35 | $2.12 | 40.9% | 8% |
| 20261005 | $4.65 | $2.48 | 43.7% | 16% |
| 20261002 | $2.00 | $2.00 | 38.5% | 2% |
| 20261001 | $2.33 | $2.33 | 41.1% | 9% |
| 20260930 | $2.42 | $2.42 | 45.4% | 21% |
| 20260929 | $2.60 | $2.60 | 43.0% | 14% |
| 20260928 | $3.05 | $3.05 | 46.6% | 24% |
| 20260925 | $2.55 | $2.55 | 38.0% | 0% |
| 20260924 | $2.65 | $2.65 | 42.2% | 8% |
| 20260923 | $3.00 | $3.00 | — | — |
| 20260922 | $3.60 | $3.60 | 47.9% | 25% |
| 20260921 | $3.02 | $3.02 | 44.9% | 16% |
| 20260918 | $3.08 | $0.82 | 44.1% | 14% |
| 20260917 | $3.45 | $0.95 | 45.2% | 17% |
| 20260916 | $3.25 | $2.50 | 44.2% | 14% |
| 20260915 | $3.68 | $1.97 | 49.3% | 29% |
| 20260914 | $3.90 | $1.58 | 51.0% | 34% |
| 20260911 | $3.47 | $2.55 | 44.7% | 16% |
| 20260910 | $3.62 | $2.23 | 42.6% | 9% |
| 20260909 | $3.92 | $2.45 | 42.3% | 8% |
| 20260908 | $4.08 | $1.85 | 43.1% | 11% |
| 20260904 | $4.15 | $2.70 | 44.0% | 14% |
| 20260903 | $4.47 | $2.33 | 45.7% | 18% |
| 20260902 | $2.70 | $2.70 | 40.5% | 3% |
| 20260901 | $2.58 | $2.58 | 47.6% | 24% |
| 20260831 | $2.80 | $2.80 | 40.3% | 3% |
| 20260828 | $3.47 | $3.47 | 51.2% | 34% |
| 20260827 | $3.75 | $3.75 | 43.6% | 12% |
| 20260826 | $3.60 | $3.60 | 44.1% | 14% |
| 20260825 | $3.12 | $3.12 | 43.2% | 11% |
| 20260824 | $3.12 | $3.12 | 50.5% | 32% |
| 20260821 | $3.73 | $1.40 | 42.0% | 8% |
| 20260820 | $3.55 | $2.60 | 43.0% | 11% |
| 20260819 | $3.03 | $2.20 | 41.0% | 5% |
| 20260818 | $3.73 | $1.45 | 40.3% | 3% |
| 20260817 | $4.60 | $1.80 | 48.6% | 27% |
| 20260814 | $4.08 | $3.25 | 39.3% | 0% |
| 20260813 | $5.12 | $2.95 | 53.3% | 40% |
| 20260812 | $4.70 | $2.55 | 47.4% | 23% |
| 20260811 | $4.33 | $2.55 | 49.3% | 28% |
| 20260810 | $5.28 | $2.55 | 52.3% | 37% |
| 20260807 | — | — | 43.1% | 10% |
More on ESI
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.