Elbit Systems Ltd (ESLT) Expected Move

Tracking the ESLT expected move helps you see how far Elbit Systems Ltd's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Elbit Systems Ltd's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the ESLT expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For ESLT, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The ESLT expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Elbit Systems Ltd is unlikely to go.

Elbit Systems Ltd. develops and supplies a portfolio of airborne, land, and naval systems and products for the defense, homeland security, and commercial aviation applications primarily in Israel. The company offers military aircraft and helicopter systems; commercial aviation systems and aerostructures; unmanned aircraft systems; electro-optic, night vision, and countermeasures systems; naval systems; land vehicle systems; munitions, such as precision munitions for land, air, and sea applications; command, control, communications, computer, intelligence, surveillance and reconnaissance, and cyber systems; electronic warfare and signal intelligence systems; and other commercial activities.

It also manufactures and sells data links and radio communication systems and equipment, and cyber intelligence, autonomous, and homeland security solutions; laser systems and products; guided rocket systems; and armored vehicle and other platforms survivability and protection systems, as well as provides various training and support services. The company markets its systems and products as a prime contractor or subcontractor to various governments and companies. It also has operations in the United States, Europe, Latin America, the Asia-Pacific, and internationally. The company was incorporated in 1966 and is based in Haifa, Israel.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the ESLT expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Elbit Systems Ltd expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about ESLT.