IEP · Expected Move
Icahn Enterprises L.P
The expected move for IEP 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).
IEP 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 IEP Expected Move
30-Day Straddle
$0.80
7-Day Straddle
$0.80
30-Day ATM IV
47.4%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to IEP'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.
IEP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.80 | $0.80 | 47.4% | 28% |
| 20261021 | $0.73 | $0.73 | 54.8% | 35% |
| 20261020 | $0.82 | $0.82 | 60.0% | 40% |
| 20261019 | $0.88 | $0.88 | 63.1% | 44% |
| 20261016 | $1.10 | $0.35 | 57.2% | 38% |
| 20261015 | $1.07 | $0.38 | 52.4% | 33% |
| 20261014 | $1.12 | $0.43 | — | — |
| 20261013 | $1.05 | $0.33 | 48.0% | 28% |
| 20261012 | $1.05 | $0.43 | 47.7% | 28% |
| 20261009 | $1.15 | $0.45 | 48.0% | 28% |
| 20261008 | $1.02 | $0.43 | 36.5% | 17% |
| 20261007 | $1.15 | $0.45 | 49.2% | 29% |
| 20261006 | $1.18 | $0.45 | 118.4% | 100% |
| 20261005 | $1.10 | $0.40 | 52.8% | 63% |
| 20261002 | $0.45 | $0.45 | 69.7% | 96% |
| 20261001 | $0.38 | $0.38 | 43.7% | 46% |
| 20260930 | $0.40 | $0.40 | 44.3% | 47% |
| 20260929 | $0.40 | $0.40 | 40.9% | 40% |
| 20260928 | $0.38 | $0.38 | 39.9% | 38% |
| 20260925 | $0.32 | $0.32 | 29.6% | 18% |
| 20260924 | $0.32 | $0.32 | 28.7% | 16% |
| 20260923 | $0.40 | $0.40 | 33.9% | 27% |
| 20260922 | $0.42 | $0.42 | 31.4% | 22% |
| 20260921 | $0.40 | $0.40 | 31.2% | 21% |
| 20260918 | $0.40 | $0.70 | 20.7% | 1% |
| 20260917 | $2.75 | $0.60 | — | — |
| 20260916 | $0.50 | $0.68 | 28.4% | 16% |
| 20260915 | $0.45 | $0.62 | 25.7% | 11% |
| 20260914 | $0.50 | $1.05 | 28.1% | 15% |
| 20260911 | $0.50 | $0.60 | 29.3% | 18% |
| 20260910 | $0.57 | $3.20 | 26.5% | 12% |
| 20260909 | $0.70 | $3.20 | 33.1% | 25% |
| 20260908 | $0.47 | $3.15 | 26.0% | 11% |
| 20260904 | $0.53 | $0.72 | 30.5% | 20% |
| 20260903 | $0.57 | $0.62 | 24.7% | 8% |
| 20260902 | $3.23 | $3.23 | 22.7% | 5% |
| 20260901 | $0.75 | $0.75 | 20.6% | 1% |
| 20260831 | $0.78 | $0.78 | 34.8% | 28% |
| 20260828 | $3.15 | $3.15 | 21.0% | 1% |
| 20260827 | $1.95 | $1.95 | 21.6% | 3% |
| 20260826 | $0.72 | $0.72 | 34.2% | 27% |
| 20260825 | $0.72 | $0.72 | 29.8% | 19% |
| 20260824 | $2.00 | $2.00 | 21.7% | 3% |
| 20260821 | $0.80 | $0.15 | 23.0% | 5% |
| 20260820 | $0.73 | $0.33 | 25.1% | 9% |
| 20260819 | $0.70 | $0.42 | 40.9% | 40% |
| 20260818 | $0.75 | $0.17 | — | — |
| 20260817 | $0.57 | $0.20 | — | — |
| 20260814 | $0.65 | $0.45 | 69.0% | 95% |
| 20260813 | $0.55 | $0.70 | 25.1% | 9% |
| 20260812 | $0.60 | $0.62 | 33.5% | 26% |
| 20260811 | $0.50 | $0.97 | — | — |
| 20260810 | $0.67 | $0.67 | 44.6% | 47% |
| 20260807 | — | — | 45.0% | 48% |
| 20260806 | $0.70 | $3.52 | — | — |
| 20260805 | $0.57 | $0.57 | 31.9% | 23% |
| 20260804 | $0.97 | $0.97 | 42.6% | 44% |
| 20260803 | $0.88 | $0.88 | 32.2% | 23% |
| 20260731 | $0.85 | $0.85 | 44.6% | 47% |
| 20260730 | $0.65 | $0.65 | 34.8% | 28% |
More on IEP
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.