The Estee Lauder Companies Inc EL 112.04 6.65 6.31%
Expected move
November 04, 2026 close · $112.12| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.7% ±$1.93 | $110.19 – $114.05 | $109.81 – $114.43 | $107.98 – $116.26 |
| 2 sessions | ±2.4% ±$2.68 | $109.44 – $114.80 | $108.87 – $115.37 | $106.33 – $117.91 |
| 3 sessions | ±3.0% ±$3.39 | $108.73 – $115.51 | $108.08 – $116.16 | $104.91 – $119.33 |
| 1 week | ±3.9% ±$4.32 | $107.80 – $116.44 | $106.84 – $117.40 | $102.93 – $121.31 |
| 2 weeks | ±5.2% ±$5.85 | $106.27 – $117.97 | $104.88 – $119.36 | $99.63 – $124.61 |
| 3 weeks | ±6.4% ±$7.14 | $104.98 – $119.26 | $103.24 – $121.00 | $97.02 – $127.22 |
| 1 month | ±7.5% ±$8.42 | $103.70 – $120.54 | $101.60 – $122.64 | $94.26 – $129.98 |
Earnings: priced against what happened
Average implied move
±10.48%
Average actual move
8.38%
Beyond the implied move
2 / 5
Median IV change
-44.31%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| November 02, 2026 | ±10.30% | -4.08% | 0.40× | — |
| August 19, 2026 | ±9.43% | +16.30% | 1.73× | — |
| August 20, 2025 | ±11.04% | -3.67% | 0.33× | 71.9% → 38.1% |
| May 01, 2025 | ±11.22% | -1.78% | 0.16× | 81.2% → 47.4% |
| February 04, 2025 | ±10.39% | -16.07% | 1.55× | — |