ESLT Moves

Elbit Systems Ltd ESLT 651.31 -52.15 -7.41%

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Expected move

November 05, 2026 close · $652.71

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.9% ±$12.40	$640.30 – $665.11	$637.82 – $667.59	$626.14 – $679.27
2 sessions	±2.6% ±$17.24	$635.47 – $669.94	$631.88 – $673.53	$615.63 – $689.78
3 sessions	±3.3% ±$21.66	$631.04 – $674.37	$626.86 – $678.55	$606.56 – $698.85
1 week	±4.2% ±$27.54	$625.16 – $680.25	$619.03 – $686.38	$594.03 – $711.38
2 weeks Earnings	±9.2% ±$59.72	$592.98 – $712.43	$578.95 – $726.46	$526.80 – $778.61
3 weeks Earnings	±10.2% ±$66.25	$586.46 – $718.95	$570.66 – $734.75	$513.48 – $791.93
1 month Earnings	±11.2% ±$73.10	$579.60 – $725.81	$561.98 – $743.43	$498.99 – $806.42

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ESLT reports in 8 sessions; 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

±7.11%

Average actual move

10.12%

Beyond the implied move

3 / 4

Median IV change

-4.06%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 11, 2026	±8.13%	-8.27%	1.02×	—
March 17, 2026	±8.52%	+15.99%	1.88×	—
August 13, 2025	±7.26%	+5.60%	0.77×	—
March 18, 2025	±4.52%	+10.63%	2.35×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →