ELV
Q2 2026 Earnings
Reports in
-3days
Wed, Jul 15 · Before open
Options-implied move
±1.7%
$363.88 · $376.12 · via ATM straddle
ATM IV
37.1%
Δ term slope -0.8 v/30d
IV-based EM
±1.9%
σ 37% · 1d
ATM Straddle
$6.13
Strike $370.00
IV Rank
26%
52w 28–49%
Expected move
Probability density around spot
Log-normal model with ATM IV 37.1% over 1 days. Range $363.88–$376.12.
$359.22 · -2.9%Spot $370.00$380.78 · +2.9%
Spot
−1.7%
+1.7%
Straddle bandIV bandLog-normal density
Hover for probability · click to pinTerm structure
Implied range across expiries
Spot × (1 ± EM) at each expiry. Hover an expiry for details.
3 expiries
Historical
Realized moves · last 8 quarters
Close-to-close moves; implied range pending historical option chains.
EPS beat 8/8
EPS surprisevs sell-side consensus
Realized (up)Realized (down)
ATM greeks
Greeks by expiry
ATM call · delta hedge ratios, sensitivity to vol and time.
| Expiry | DTE | ATM IV | Δ Delta | Γ Gamma | 𝜈 Vega | Θ Theta | Straddle |
|---|---|---|---|---|---|---|---|
Jul 17Earnings K $370 | 1d | 37.11% | 0.658 | 0.0504 | 0.07 | -0.87 | $6.13 |
Aug 21 K $380 | 36d | 33.17% | 0.454 | 0.0101 | 0.46 | -0.21 | $31.64 |
Sep 18 K $380 | 64d | 32.76% | 0.466 | 0.0074 | 0.62 | -0.15 | $41.35 |
Options data · as of 2026-07-16Method: options math baseline