ESLT (Elbit Systems Ltd)
Expected Move & Straddle Price History
The expected move for ESLT 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).
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.
Current ESLT Expected Move
30-Day Straddle
$62.15
7-Day Straddle
$24.65
Avg IV
0.4%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to ESLT'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.
ESLT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $62.15 | $24.65 | 0.4% | 2% |
| 20260910 | $65.80 | $29.70 | 0.4% | 4% |
| 20260909 | $66.40 | $32.35 | 0.4% | 4% |
| 20260908 | $66.30 | $33.15 | 0.4% | 5% |
| 20260904 | $62.80 | $34.45 | 0.4% | 1% |
| 20260903 | $63.40 | $34.35 | 0.4% | 0% |
| 20260902 | $37.55 | $37.55 | 0.8% | 56% |
| 20260901 | $38.90 | $38.90 | 0.8% | 50% |
| 20260831 | $35.60 | $35.60 | 0.8% | 50% |
| 20260828 | $38.00 | $38.00 | 0.7% | 40% |
| 20260827 | $45.35 | $45.35 | 0.7% | 39% |
| 20260826 | $43.75 | $43.75 | 0.7% | 34% |
| 20260825 | $53.70 | $53.70 | 0.7% | 34% |
| 20260824 | $54.25 | $54.25 | 0.7% | 31% |
| 20260821 | $59.90 | $5.70 | 0.7% | 29% |
| 20260820 | $60.55 | $15.35 | 0.7% | 29% |
| 20260819 | $63.20 | $21.45 | 0.6% | 27% |
| 20260818 | $65.30 | $21.60 | 0.6% | 24% |
| 20260817 | $66.90 | $27.90 | 0.6% | 21% |
| 20260814 | $68.40 | $31.70 | 0.6% | 20% |
| 20260813 | $70.90 | $34.50 | 0.6% | 19% |
| 20260812 | $74.60 | $37.10 | 0.6% | 20% |
| 20260811 | $76.10 | $39.30 | 0.6% | 18% |
| 20260810 | $101.30 | $68.85 | 0.6% | 23% |
| 20260806 | $109.20 | $75.50 | 0.6% | 20% |
| 20260805 | $77.25 | $77.25 | 0.9% | 68% |
| 20260804 | $77.90 | $77.90 | 0.8% | 55% |
| 20260803 | $78.25 | $78.25 | 0.8% | 55% |
| 20260731 | $79.10 | $79.10 | 0.8% | 45% |
| 20260730 | $79.95 | $79.95 | 0.7% | 37% |
| 20260729 | $83.25 | $83.25 | 0.7% | 35% |
| 20260728 | $85.10 | $85.10 | 0.7% | 42% |
| 20260727 | $85.05 | $85.05 | 0.7% | 40% |
| 20260724 | $86.15 | $86.15 | 0.7% | 36% |
| 20260723 | $87.10 | $87.10 | 0.7% | 33% |
| 20260722 | $85.90 | $85.90 | 0.7% | 29% |
| 20260721 | $86.80 | $86.80 | 0.6% | 15% |
| 20260720 | $85.15 | $85.15 | 0.7% | 28% |
| 20260716 | $85.95 | $13.75 | 0.6% | 23% |
| 20260715 | $87.15 | $16.30 | 0.6% | 20% |
| 20260714 | $89.10 | $22.95 | 0.6% | 21% |
| 20260713 | $89.40 | $27.70 | 0.6% | 17% |
| 20260710 | $92.90 | $33.00 | 0.6% | 16% |
| 20260709 | $96.85 | $34.30 | 0.6% | 18% |
| 20260708 | $100.90 | $37.70 | 0.6% | 20% |
| 20260707 | $102.50 | $44.25 | 0.6% | 18% |
| 20260706 | $107.40 | $46.35 | 0.6% | 14% |
| 20260702 | $52.45 | $52.45 | 0.5% | 10% |
| 20260701 | $52.05 | $52.05 | 0.5% | 6% |
| 20260630 | $52.85 | $52.85 | 0.5% | 7% |
| 20260629 | $52.00 | $52.00 | 0.5% | 10% |
| 20260626 | $53.35 | $53.35 | 0.6% | 12% |
| 20260625 | $57.00 | $57.00 | 0.5% | 10% |
| 20260624 | $63.30 | $63.30 | 0.5% | 3% |
| 20260623 | $68.25 | $68.25 | 0.5% | 3% |
| 20260622 | $73.50 | $73.50 | 0.5% | 5% |
| 20260618 | $79.90 | $8.72 | 0.5% | 2% |
| 20260617 | $83.45 | $17.30 | 0.5% | 1% |
| 20260616 | $84.15 | $26.85 | 0.5% | 0% |
| 20260615 | $85.40 | $30.00 | 0.5% | 0% |