ESTC · Expected Move

Elastic N.V.

The expected move for ESTC 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).

ESTC straddle price & implied vol

60 sessions

Bars: 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 ESTC Expected Move
30-Day Straddle
$16.30
7-Day Straddle
$16.30
30-Day ATM IV
72.0%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to ESTC'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.
ESTC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $16.30 $16.30 72.0% 64%
20261022 $16.05 $16.05 71.4% 62%
20261021 $15.50 $15.50 68.2% 55%
20261020 $15.50 $15.50 69.8% 58%
20261019 $15.95 $15.95 71.3% 62%
20261016 $15.00 $1.60 65.8% 49%
20261015 $15.35 $3.65 63.6% 43%
20261014 $15.00 $3.40 63.5% 43%
20261013 $15.20 $4.08 62.2% 40%
20261012 $14.95 $3.50 60.0% 35%
20261009 $15.75 $4.58 57.3% 28%
20261008 $16.30 $5.05 61.3% 38%
20261007 $16.25 $5.45 61.0% 37%
20261006 $18.10 $5.88 65.5% 39%
20261005 $16.45 $5.85 59.1% 27%
20261002 $6.20 $6.20 55.7% 20%
20261001 $8.12 $8.12 60.4% 29%
20260930 $7.95 $7.95 58.9% 26%
20260929 $7.95 $7.95 61.6% 32%
20260928 $7.78 $7.78 58.0% 25%
20260925 $8.55 $8.55 55.6% 20%
20260924 $8.85 $8.85 55.5% 20%
20260923 $9.15 $9.15 55.1% 19%
20260922 $9.05 $9.05 54.7% 18%
20260921 $9.50 $9.50 54.3% 17%
20260918 $8.90 $2.30 46.0% 1%
20260917 $9.75 $3.17 48.6% 6%
20260916 $10.20 $3.80 52.7% 14%
20260915 $10.30 $3.60 52.2% 13%
20260914 $10.25 $4.55 51.2% 11%
20260911 $10.35 $5.08 49.5% 8%
20260910 $10.90 $5.58 51.3% 11%
20260909 $11.45 $6.40 51.6% 12%
20260908 $11.90 $6.45 52.2% 13%
20260904 $11.90 $7.22 47.7% 4%
20260903 $12.75 $8.10 49.1% 7%
20260902 $7.55 $7.55 48.8% 6%
20260901 $8.20 $8.20 49.2% 7%
20260831 $8.35 $8.35 45.6% 0%
20260828 $9.15 $9.15 47.6% 0%
20260827 $16.50 $16.50 87.1% 77%
20260826 $13.70 $13.70 79.9% 59%
20260825 $12.75 $12.75 73.9% 43%
20260824 $14.70 $14.70 78.2% 54%
20260821 $14.80 $1.42 77.0% 51%
20260820 $15.90 $2.62 81.6% 63%
20260819 $16.40 $3.90 79.7% 58%
20260818 $16.80 $3.12 85.7% 74%
20260817 $15.10 $4.35 76.0% 49%
20260814 $16.75 $5.85 77.7% 53%
20260813 $17.15 $5.97 78.5% 55%
20260812 $15.30 $6.57 75.8% 48%
20260811 $15.25 $5.60 75.6% 48%
20260810 $15.40 $5.95 74.5% 45%
20260807 — — 74.5% 45%
20260806 $15.05 $7.47 74.7% 45%
20260805 $7.05 $7.05 73.3% 42%
20260804 $7.12 $7.12 74.5% 45%
20260803 $7.65 $7.65 72.6% 40%
20260731 $7.67 $7.67 68.4% 30%

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.