ESLT · Expected Move
Elbit Systems Ltd
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).
ESLT 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 ESLT Expected Move
30-Day Straddle
$75.50
7-Day Straddle
$75.50
30-Day ATM IV
44.6%
IV Rank
64%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $75.50 | $75.50 | 44.6% | 64% |
| 20261023 | $73.65 | $73.65 | 44.6% | 64% |
| 20261022 | $73.80 | $73.80 | 43.9% | 61% |
| 20261021 | $72.95 | $72.95 | 42.8% | 55% |
| 20261020 | $76.80 | $76.80 | 44.3% | 63% |
| 20261019 | $79.00 | $79.00 | 44.2% | 62% |
| 20261016 | $81.60 | $8.00 | 43.6% | 59% |
| 20261015 | $80.60 | $15.50 | 43.5% | 58% |
| 20261014 | $75.10 | $18.95 | 42.2% | 52% |
| 20261013 | $68.75 | $20.80 | 40.0% | 41% |
| 20261012 | $67.35 | $20.20 | 39.4% | 37% |
| 20261009 | $70.25 | $22.35 | 38.7% | 34% |
| 20261008 | $71.15 | $26.90 | 38.3% | 32% |
| 20261007 | $72.20 | $28.10 | 38.4% | 33% |
| 20261006 | $74.80 | $30.50 | 38.0% | 31% |
| 20261005 | $78.15 | $30.80 | 37.8% | 30% |
| 20261002 | $35.50 | $35.50 | 37.0% | 26% |
| 20261001 | $35.45 | $35.45 | 36.6% | 24% |
| 20260930 | $39.40 | $39.40 | 37.6% | 28% |
| 20260929 | $41.45 | $41.45 | 37.4% | 27% |
| 20260928 | $44.40 | $44.40 | 37.4% | 27% |
| 20260925 | $48.55 | $48.55 | 36.1% | 20% |
| 20260924 | $48.25 | $48.25 | 35.9% | 19% |
| 20260923 | $48.60 | $48.60 | 35.3% | 17% |
| 20260922 | $51.95 | $51.95 | 36.2% | 21% |
| 20260921 | $55.05 | $55.05 | 36.5% | 22% |
| 20260918 | $55.40 | $8.53 | 33.6% | 8% |
| 20260917 | $59.35 | $12.05 | 35.2% | 16% |
| 20260916 | $59.00 | $19.10 | 35.1% | 15% |
| 20260915 | $61.95 | $20.40 | 36.3% | 21% |
| 20260914 | $61.55 | $24.40 | 35.6% | 18% |
| 20260911 | $62.15 | $24.65 | 34.4% | 12% |
| 20260910 | $65.80 | $29.70 | 36.1% | 20% |
| 20260909 | $66.40 | $32.35 | 36.5% | 22% |
| 20260908 | $66.30 | $33.15 | 36.3% | 21% |
| 20260904 | $62.80 | $34.45 | 32.5% | 2% |
| 20260903 | $63.40 | $34.35 | 32.5% | 2% |
| 20260902 | $37.55 | $37.55 | 33.8% | 9% |
| 20260901 | $38.90 | $38.90 | 34.0% | 10% |
| 20260831 | $35.60 | $35.60 | 32.9% | 4% |
| 20260828 | $38.00 | $38.00 | 32.1% | 0% |
| 20260827 | $45.35 | $45.35 | 33.9% | 6% |
| 20260826 | $43.75 | $43.75 | 32.7% | 0% |
| 20260825 | $53.70 | $53.70 | 37.1% | 12% |
| 20260824 | $54.25 | $54.25 | 36.7% | 10% |
| 20260821 | $59.90 | $5.70 | 36.6% | 9% |
| 20260820 | $60.55 | $15.35 | 36.2% | 7% |
| 20260819 | $63.20 | $21.45 | 36.7% | 9% |
| 20260818 | $65.30 | $21.60 | 35.3% | 2% |
| 20260817 | $66.90 | $27.90 | 36.2% | 7% |
| 20260814 | $68.40 | $31.70 | 35.1% | 0% |
| 20260813 | $70.90 | $34.50 | 36.5% | 0% |
| 20260812 | $74.60 | $37.10 | 37.8% | 0% |
| 20260811 | $76.10 | $39.30 | 37.9% | 0% |
| 20260810 | $101.30 | $68.85 | 47.4% | 54% |
| 20260807 | — | — | 46.3% | 37% |
| 20260806 | $109.20 | $75.50 | 47.8% | 51% |
| 20260805 | $77.25 | $77.25 | 47.9% | 52% |
| 20260804 | $77.90 | $77.90 | 49.0% | 62% |
| 20260803 | $78.25 | $78.25 | 49.3% | 64% |
More on ESLT
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.