Closed
⌘K
Sign in Sign up

Elanco Animal Health Incorporated Common ELAN 25.74 2.06 8.7%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $25.66
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$0.50 $25.17 – $26.16 $25.07 – $26.26 $24.61 – $26.72
2 sessions ±2.7% ±$0.69 $24.98 – $26.35 $24.83 – $26.50 $24.19 – $27.14
3 sessions ±3.4% ±$0.87 $24.80 – $26.53 $24.64 – $26.69 $23.83 – $27.50
1 week ±4.3% ±$1.10 $24.57 – $26.76 $24.32 – $27.01 $23.33 – $28.00
2 weeks ±6.0% ±$1.54 $24.13 – $27.20 $23.76 – $27.57 $22.38 – $28.95
3 weeks ±7.4% ±$1.91 $23.76 – $27.57 $23.29 – $28.04 $21.64 – $29.69
1 month ±8.8% ±$2.28 $23.39 – $27.94 $22.83 – $28.50 $20.85 – $30.48
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±11.64%
Average actual move
16.01%
Beyond the implied move
2 / 2
Median IV change
-32.49%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±11.09% +13.88% 1.25× —
August 07, 2025 ±12.19% +18.14% 1.49× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →