The Estée Lauder Companies Inc. (EL)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of Oct 19, 21:54 UTC · Figures derived from the full chain (978 contracts, 14 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±12.1% (range 93.03–118.53) by Nov 20, 2026. ATM straddle: 12.75 @ strike 106 · ATM IV: 51.0%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 95.20 | -10% | 73.3% | 26.7% |
| 100.49 | -5% | 60.4% | 39.6% |
| 105.78 | +0% | 47.0% | 53.0% |
| 111.07 | +5% | 34.5% | 65.5% |
| 116.36 | +10% | 24.0% | 76.0% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±3.5% | 41.1% | 2,413 |
| Oct 30, 2026 | 11 | ±5.3% | 38.1% | 2,350 |
| Nov 06, 2026 | 18 | ±10.9% | 61.3% | 461 |
| Nov 13, 2026 | 25 | ±12.1% | 58.1% | 174 |
| Nov 20, 2026 | 32 | ±12.1% | 51.0% | 6,429 |
| Nov 27, 2026 | 39 | ±12.9% | 49.4% | 56 |
| Dec 18, 2026 | 60 | ±14.0% | 43.6% | 13.0K |
| Jan 15, 2027 | 88 | ±15.4% | 39.3% | 50.2K |
| Mar 19, 2027 | 151 | ±21.2% | 41.8% | 72.6K |
| Apr 16, 2027 | 179 | ±23.6% | 42.7% | 996 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 110 C · 2,718100 C · 2,47275 P · 1,501105 C · 1,106115 C · 1,106
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 121 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 59.5% of the time.
Past earnings reactions
Avg |reaction| 7.9% · median 6.0% (21 reports). Two-session close-to-close window; definition
About The Estée Lauder Companies Inc.
The Estée Lauder Companies Inc. is a global entity dedicated to the development, marketing, and sale of a diverse range of premium beauty and personal care items worldwide. Its extensive product catalog encompasses numerous offerings across four primary categories. For skin care, it provides moisturizers, serums, cleansers, toners, body treatments, exfoliants, acne and oil control solutions, facial masks, specialized cleansing devices, and sun protection. In makeup, consumers can find lipsticks, glosses, mascaras, foundations, eyeshadows, nail polishes, powders, compacts, brushes, and various other cosmetic tools. The fragrance segment includes eau de parfum sprays, colognes, scented lotions, powders, creams, candles, and soaps. Lastly, its hair care selection features shampoos, conditioners, styling aids, treatments, finishing sprays, and hair color products. Beyond these, the company also offers ancillary products and services. Estée Lauder boasts an impressive portfolio of owned brands, such as Clinique, M·A·C, Aveda, La Mer, Jo Malone London, and The Ordinary, among many others. Furthermore, it operates under license agreements for notable fashion labels including Tommy Hilfige
Consumer Defensive · Household & Personal Products · NYSE · Profile: Financial Modeling Prep
EL news
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The six months subsequent to midterm elections have seen strong gains, historically
MarketWatch · Oct 19, 21:00 UTC ↗Retiring abroad? Don’t cut these financial ties to the U.S.
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WMT · IV 28.5%KO · IV 21.6%PEP · IV 21.1%COST · IV 19.0%PG · IV 21.8%CELH · IV 62.1%