ThetaOwl

EL

Estee Lauder Companies, Inc. (TConsumer Defensive
$69.12
Neutral
Mkt Cap: $25.00B|Float: 246.2M|SI: 3.7%|DTC: 2.2
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
64.4%
52W Range
$48-$121
ATR(14)
$4.33
Exp. Move
±2.9%
P/C Ratio
0.90
Earnings
May 1
GEX Positive
DEX Long
Net Put Premium
IV High
Max Pain Below
Exp. Move Moderate

EL Key Options Data

IV Rank
100%
Total GEX
$0.00B
Total DEX
$6.3M
Max Pain
$67.00
Expected Move
±2.9%
Put/Call OI
0.90
Net Premium
$-14.2M
Spot Price
$69.12

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-108±$2.03±2.9%$67.10$71.15
2026-04-1715±$6.80±9.8%$62.32$75.92
2026-04-2422±$4.30±6.2%$64.82$73.42
2026-05-0129±$4.45±6.4%$64.67$73.57
2026-05-0836±$3.75±5.4%$65.37$72.87
2026-05-1543±$12.30±17.8%$56.82$81.42

Explore EL options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.