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
$85.10
7-Day Straddle
$85.10
Avg IV
0.7%
IV Rank
42%
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 |
|---|---|---|---|---|
| 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% |
| 20260613 | $95.15 | $36.45 | 0.5% | 4% |
| 20260612 | $96.65 | $36.35 | 0.5% | 0% |
| 20260611 | $106.45 | $49.35 | 0.6% | 10% |
| 20260610 | $99.15 | $49.20 | 0.5% | 1% |
| 20260609 | $102.90 | $50.55 | 0.5% | 0% |
| 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% |