ETN options: IV rank, expected move and trade screens
Eaton Corp plc · Industrials
As of the close on . In the app, stock prices are live and options data is refreshed intraday.
ETN closed at $393.72 on Oct 29, 2026 with 30-day implied volatility of 43.3%. That is in the upper half of its one-year range (IV rank 61), so premiums are somewhat richer than usual for ETN. Measured by IV percentile, IV is higher than 83% of the past year's readings. Options expiring Nov 27 (29 days out) price a one standard deviation move of about $48.33, or 12.3%.
The price is below both its 50-day (-4.6%) and 200-day (-0.6%) moving averages. It is 14.4% below its 52-week high and 24.7% above its 52-week low. The 14-day RSI of 45.5 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $15.26, about 3.9% of the price, a measure of a typical day's range.
Option volume at the close (2.67K contracts) was 0.2x its average, much quieter than usual. A beta of 1.85 means ETN has tended to move about 1.9 times as much as the broad market. None of our preset screens found trades on ETN at the close.
ETN stats at the close
- Price
- $393.72
- Market cap $153B
- Implied volatility
- 43.3%
- 30-day, at the money
- IV rank
- 61
- IV sits 61% of the way from its one-year low to its one-year high.
- IV percentile
- 83
- IV is higher than 83% of the past year's readings.
- ATR (14-day)
- $15.26
- 3.9% of the price on a typical day
- RSI (14-day)
- 45.5
- Between 30 and 70, neutral
- 52-week range
- -14.4% from high
- +24.7% from the 52-week low
- Moving averages
- -4.6% vs 50-day
- -0.6% vs the 200-day
- Beta
- 1.85
- Sensitivity to the broad market
- Option volume
- 0.2x avg
- 2.67K contracts vs 14.6K average
ETN 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 |
|---|---|---|---|---|
| Nov 6, 20268 days | 59.2% | ±$34.51 (8.8%) | $359.21 to $428.23 | $27.50 |
| Nov 27, 202629 days | 43.6% | ±$48.33 (12.3%) | $345.39 to $442.05 | $38.45 |
| Dec 18, 202650 days | 42.0% | ±$61.20 (15.5%) | $332.52 to $454.92 | $48.65 |
| Jan 15, 202778 days | 40.5% | ±$73.75 (18.7%) | $319.97 to $467.47 | $58.50 |
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
ETN options FAQ
- What is ETN's IV rank?
- At the close on Oct 29, 2026, ETN's IV rank was 61 with 30-day implied volatility of 43.3%. IV sits 61% of the way from its one-year low to its one-year high. Its IV percentile was 83: IV is higher than 83% of the past year's readings.
- What is the expected move for ETN?
- Based on the close on Oct 29, 2026, options expiring Nov 27, 2026 priced a one standard deviation move of $48.33 (12.3%), a range of $345.39 to $442.05. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is ETN option volume above average?
- On Oct 29, 2026, ETN option volume was 0.2x its average, much quieter than usual.
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