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
$102.55
7-Day Straddle
$52.50
Avg IV
0.5%
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 |
|---|---|---|---|---|
| 20260609 | $102.55 | $52.50 | 0.5% | 2% |
| 20260608 | $107.05 | $55.55 | 0.5% | 2% |
| 20260605 | $108.15 | $61.50 | 0.5% | 0% |
| 20260604 | $111.55 | $63.90 | 0.5% | 0% |
| 20260603 | $113.20 | $68.70 | 0.5% | 3% |
| 20260602 | $73.95 | $73.95 | 1.1% | 92% |
| 20260601 | $77.95 | $77.95 | 1.1% | 87% |
| 20260529 | $79.25 | $79.25 | 1.0% | 80% |
| 20260528 | $82.00 | $82.00 | 0.8% | 41% |
| 20260527 | $74.95 | $74.95 | 0.7% | 33% |
| 20260526 | $78.05 | $78.05 | 1.0% | 70% |
| 20260522 | $83.75 | $83.75 | 0.8% | 42% |
| 20260521 | $85.55 | $85.55 | 0.7% | 27% |
| 20260520 | $88.70 | $88.70 | 0.8% | 53% |
| 20260519 | $90.70 | $90.70 | 0.8% | 49% |
| 20260518 | $91.30 | $91.30 | 0.8% | 45% |
| 20260515 | $93.90 | $7.70 | 0.7% | 30% |
| 20260514 | $97.15 | $18.40 | 0.8% | 45% |
| 20260513 | $97.70 | $25.20 | 0.8% | 40% |
| 20260512 | $100.10 | $27.50 | 0.8% | 46% |
| 20260511 | $103.15 | $35.95 | 0.7% | 34% |
| 20260510 | $102.25 | $40.25 | 0.8% | 55% |
| 20260508 | $102.25 | $40.25 | 0.7% | 46% |
| 20260507 | $103.55 | $42.25 | 0.6% | 37% |
| 20260506 | $110.10 | $47.15 | 0.7% | 47% |
| 20260505 | $115.65 | $50.30 | 0.7% | 42% |
| 20260504 | $118.00 | $56.80 | 0.8% | 49% |
| 20260502 | $59.45 | $59.45 | 0.6% | 36% |
| 20260501 | $57.75 | $57.75 | 0.6% | 31% |
| 20260430 | $63.20 | $63.20 | 0.6% | 28% |
| 20260429 | $65.65 | $65.65 | 0.6% | 31% |
| 20260428 | $68.50 | $68.50 | 0.6% | 28% |
| 20260427 | $70.20 | $70.20 | 0.6% | 31% |
| 20260424 | $75.25 | $75.25 | 0.6% | 26% |
| 20260423 | $80.15 | $80.15 | 0.6% | 26% |
| 20260422 | $81.20 | $81.20 | 0.5% | 24% |
| 20260421 | $81.35 | $81.35 | 0.5% | 24% |
| 20260420 | $81.90 | $81.90 | 0.5% | 22% |
| 20260417 | $83.50 | $7.75 | 0.5% | 20% |
| 20260416 | $86.00 | $17.25 | 0.5% | 20% |
| 20260415 | $94.55 | $30.55 | 0.5% | 22% |
| 20260414 | $99.20 | $36.30 | 0.5% | 21% |
| 20260413 | $106.10 | $41.85 | 0.5% | 23% |
| 20260410 | $107.35 | $48.15 | 0.5% | 17% |
| 20260409 | $110.65 | $53.75 | 0.5% | 14% |
| 20260408 | $111.40 | $58.00 | 0.5% | 17% |
| 20260407 | $117.90 | $64.20 | 0.5% | 19% |
| 20260406 | $117.65 | $66.45 | 0.5% | 18% |
| 20260402 | $119.75 | $69.40 | 0.5% | 16% |
| 20260401 | $71.60 | $71.60 | 0.7% | 32% |
| 20260331 | $74.55 | $74.55 | 0.7% | 33% |
| 20260330 | $78.05 | $78.05 | 0.7% | 31% |
| 20260327 | $85.75 | $85.75 | 0.6% | 25% |
| 20260326 | $86.35 | $86.35 | 0.6% | 25% |
| 20260325 | $87.10 | $87.10 | 0.6% | 21% |
| 20260324 | $87.35 | $87.35 | 0.6% | 21% |
| 20260323 | $90.75 | $90.75 | 0.5% | 20% |
| 20260320 | $98.00 | $15.68 | 0.6% | 26% |
| 20260319 | $98.10 | $21.20 | 0.6% | 24% |
| 20260318 | $103.45 | $33.80 | 0.6% | 22% |