EIX options: IV rank, expected move and trade screens
Edison International · Utilities
As of the close on . In the app, data is refreshed intraday.
EIX closed at $53.89 on Oct 2, 2026 with 30-day implied volatility of 39.6%. That is in the upper half of its one-year range (IV rank 56), so premiums are somewhat richer than usual for EIX. Measured by IV percentile, IV is higher than 92% of the past year's readings. Options expiring Oct 16 (14 days out) price a one standard deviation move of about $3.79, or 7.0%.
The price is below both its 50-day (-17.0%) and 200-day (-20.9%) moving averages. It is trading within 4.7% of its 52-week low. The 14-day RSI of 37.5 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.11, about 3.9% of the price, a measure of a typical day's range.
Option volume at the close (10.3K contracts) was 1.0x its average, close to normal. A beta of 0.07 means EIX has tended to move about 0.1 times as much as the broad market. None of our preset screens found trades on EIX at the close.
EIX stats at the close
- Price
- $53.89
- Market cap $20.7B
- Implied volatility
- 39.6%
- 30-day, at the money
- IV rank
- 56
- IV sits 56% of the way from its one-year low to its one-year high.
- IV percentile
- 92
- IV is higher than 92% of the past year's readings.
- ATR (14-day)
- $2.11
- 3.9% of the price on a typical day
- RSI (14-day)
- 37.5
- Between 30 and 70, neutral
- 52-week range
- -33.0% from high
- +4.7% from the 52-week low
- Moving averages
- -17.0% vs 50-day
- -20.9% vs the 200-day
- Beta
- 0.07
- Sensitivity to the broad market
- Option volume
- 1.0x avg
- 10.3K contracts vs 9.9K average
EIX expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 16, 202614 days | 35.9% | ±$3.79 (7.0%) | $50.10 to $57.68 | $3.18 |
| Nov 20, 202649 days | 40.8% | ±$8.06 (15.0%) | $45.83 to $61.95 | $6.50 |
| Jan 15, 2027105 days | 40.5% | ±$11.69 (21.7%) | $42.20 to $65.58 | $9.35 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
EIX options FAQ
- What is EIX's IV rank?
- At the close on Oct 2, 2026, EIX's IV rank was 56 with 30-day implied volatility of 39.6%. IV sits 56% of the way from its one-year low to its one-year high. Its IV percentile was 92: IV is higher than 92% of the past year's readings.
- What is the expected move for EIX?
- Based on the close on Oct 2, 2026, options expiring Oct 16, 2026 priced a one standard deviation move of $3.79 (7.0%), a range of $50.10 to $57.68. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is EIX option volume above average?
- On Oct 2, 2026, EIX option volume was 1.0x its average, close to normal.
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