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The Estee Lauder Companies Inc EL 109.23 0.42 0.39%

Previous-day view · Fri Oct 30 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

October 30, 2026 close · $107.99
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±8.5% ±$9.16 $98.83 – $117.15 $96.52 – $119.46 $88.03 – $127.95
2 sessions Earnings ±9.1% ±$9.78 $98.21 – $117.77 $95.81 – $120.17 $86.79 – $129.19
3 sessions Earnings ±9.6% ±$10.35 $97.64 – $118.34 $95.26 – $120.72 $85.79 – $130.19
1 week Earnings ±10.0% ±$10.84 $97.15 – $118.83 $94.53 – $121.45 $85.21 – $130.77
2 weeks Earnings ±10.8% ±$11.71 $96.28 – $119.70 $93.53 – $122.45 $83.31 – $132.67
3 weeks Earnings ±11.5% ±$12.45 $95.54 – $120.44 $92.57 – $123.41 $81.81 – $134.17
1 month Earnings ±12.3% ±$13.27 $94.72 – $121.26 $91.52 – $124.46 $80.09 – $135.89
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. EL reports in 1 session; only the horizons marked Earnings include its jump. 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
±10.26%
Average actual move
11.74%
Beyond the implied move
3 / 5
Median IV change
-44.31%
Reaction session Implied Actual Used ATM IV before → after
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× —
October 31, 2024 ±9.24% -20.90% 2.26× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →