Consumer Staples

Estee Lauder Companies Inc (EL) options and signal

Figures as of 28 Sep 2026

EL is Estee Lauder Companies Inc, a Consumer Staples name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

Figure	Value	Date
IV rank	96 of 100	28 Sep
At the money IV	46.8%	28 Sep
Priced move to 30 Oct	14.5% down, 14.5% up	28 Sep
Call wall and put wall	105 and 80	28 Sep
Signal and the desk's view	No signal, view bearish	25 Sep
Last close	95.57	28 Sep
Next report	2 Nov 2026	28 Sep

Options Snapshot

EL's IV rank is 96 of 100 on 28 Sep 2026.

Figure	Value
IV rank	96 of 100
At the money IV	46.8%, near month, 32 days
Put/call ratio, open interest	0.36
Call open interest, strikes captured near the price	101,000 contracts
Put open interest, strikes captured near the price	36,200 contracts
Cost to trade at the money	Wide, 59.7% of the option's mid price

IV rank is where the at the money IV sits among EL's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, EL options priced a move of 14.5 percent down and 14.5 percent up by 30 Oct 2026.

Expiry	Days	Down	Up	Range
2 Oct 2026	4	5.5%	5.2%	90.29 to 100.51
9 Oct 2026	11	7.2%	8.7%	88.65 to 103.86
23 Oct 2026	25	13.0%	11.0%	83.17 to 106.07
30 Oct 2026	32	14.5%	14.5%	81.67 to 109.47
20 Nov 2026	53	20.0%	18.8%	76.47 to 113.57
18 Dec 2026	81	20.6%	21.8%	75.87 to 116.37
19 Mar 2027	172	28.8%	31.5%	68.07 to 125.67

The range is one standard deviation either side of the close of 95.57, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, EL's call wall is the 105 strike and its put wall is the 80 strike.

Figure	Value
Call wall, most open call gamma	105
Put wall, most open put gamma	80
Net dollar gamma, calls minus puts	$8.34 million
Total dollar gamma, both sides	$16.99 million
Close	95.57

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, EL's at the money IV is 46.8 percent against 20 day realized volatility of 33.4 percent.

Figure	Value
At the money IV	46.8%
Realized volatility, 20 trading days	33.4%
Realized volatility, 60 trading days	43.9%
IV against its own weekly record	High, in the top fifth
Weekly readings on record	865, from 8 Jan 2010
Weeks the price moved more than the one week priced move	33.3% of 252 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Weather

On 28 Sep 2026, EL's at the money IV runs from 49.5 percent at 4 days to 44.3 percent at 172 days.

Days to expiry	At the money IV
4	49.5%
11	44.9%
18	41.1%
25	44.8%
39	52.8%
53	49.9%
81	44.9%
172	44.3%

Near expiries price more volatility than far ones, an inverted term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 32 day expiry, EL's IV ten percent below the price sits 11.1 points above at the money IV.

Strike area	Implied volatility	Against at the money
10% below the price	57.9%	+11.1 points
At the money	46.8%	0.0 points
10% above the price	45.8%	-1.0 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, EL's surface spans 10 expiries out to 172 days, with IV from 39.2 to 61.7 percent near the price.

Figure	Value
Expiries captured	10
Nearest expiry	2 Oct 2026, 4 days
Farthest expiry	19 Mar 2027, 172 days
Points within 10% of the price, 7 days out or more	100
Lowest IV among them	39.2%
Highest IV among them	61.7%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, EL has 10 captured expiries, from 2 Oct 2026 to 19 Mar 2027.

Expiry	Days	At the money IV	Call open interest	Put open interest
2 Oct 2026	4	49.5%	1,141	348
9 Oct 2026	11	44.9%	185	209
16 Oct 2026	18	41.1%	8,975	2,700
23 Oct 2026	25	44.8%	286	173
30 Oct 2026	32	46.8%	148	37
6 Nov 2026	39	52.8%	19	48
20 Nov 2026	53	49.9%	824	264
18 Dec 2026	81	44.9%	6,318	5,469
15 Jan 2027	109	43.2%	20,160	20,591
19 Mar 2027	172	44.3%	62,819	6,313

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, EL's largest open interest sits at the 105 strike, with 31,600 contracts across the captured expiries.

Strike	Call open interest	Put open interest	Total
105	29,786	1,814	31,600
80	14,063	6,745	20,808
130	15,554	103	15,657
110	12,859	749	13,608
100	6,264	2,605	8,869
75	1,742	6,149	7,891

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, EL's at the money IV moved from 42.5 percent to 46.8 percent.

Figure	25 Sep	28 Sep	Change
At the money IV	42.5%	46.8%	+4.3 points
Open interest, strikes captured near the price	138,296	137,027	-1,269
Put/call ratio, open interest	0.37	0.36	-0.01

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 4,768 EL option contracts traded, 0.7 times its own recent average.

Figure	Value
Calls traded	2,834
Puts traded	1,934
Against its recent average	0.7 times
Busier than	1 of its last 20 trading days
Open interest, whole chain	157,325 contracts
Volume to open interest	0.03
Unusual volume flag	No

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 33 trading days of EL's option positioning, from 11 Aug 2026 to 28 Sep 2026.

Date	Close	Net dollar gamma	Top call strike	Top put strike
11 Aug 2026	87.78	$2.91 million	105	80
21 Sep 2026	96.34	$7.09 million	105	80
28 Sep 2026	95.57	$8.34 million	105	80

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of EL was bearish, paper trading.

Figure	Value
Side	Bearish at 45 trading days, no signal
Level above the close	95.92, the swing high of 11 Sep 2026, a close past it runs against the view
Level below the close	93.00, the swing low of 18 Sep 2026
The chart	Sits against the view
Strategy family	Bear call spread (sell a call spread above the price)
Price target	None. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Rank by Timeframe

On 25 Sep 2026 EL sat at the 16th percentile of the model's 45 trading day ranking, paper trading.

Timeframe	Percentile	Side
10 trading days	55 of 100	Neutral
20 trading days	61 of 100	Neutral
45 trading days	16 of 100	Bearish

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026, 1 of 3 timeframes put EL on the bearish side, paper trading.

Group	Timeframes	Side	On that side
Near	10 day, 20 day	Neutral	0 of 2
Long	45 day	Bearish	1 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Signal History

On 25 Sep 2026 EL had carried no signal for at least 18 trading days, paper trading.

Trading day	Signal	45 day percentile
25 Sep 2026	None	16 of 100
24 Sep 2026	None	31 of 100
23 Sep 2026	None	38 of 100
22 Sep 2026	None	55 of 100
21 Sep 2026	None	14 of 100
18 Sep 2026	None	42 of 100
17 Sep 2026	None	31 of 100
16 Sep 2026	None	33 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Sector Split

On 25 Sep 2026, 9 of 50 Consumer Staples names were bullish and 22 were bearish, paper trading.

Sector	Names	Bullish	Bearish	Neutral
Consumer Staples	50	9	22	19

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Price Chart

EL closed at 95.57 on 28 Sep 2026.

Figure	Value
Last close	95.57
Change over 5 trading days	-0.8%
Change over 21 trading days	-10.0%
Change over 63 trading days	+20.4%
Change over 252 trading days	+13.8%
52 week high	121.64
52 week low	66.22
20 day moving average	98.02
50 day moving average	92.94
200 day moving average	92.36
RSI, 14 days	49

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Earnings Radar

EL reports next on 2 Nov 2026, a date confirmed by the company.

Figure	Value
Next report	2 Nov 2026, before the open
Date	Confirmed by the company
Move after the report of 19 Aug 2026	+16.3%
Move after the report of 20 May 2026	+0.9%
Move after the report of 19 Feb 2026	+2.2%
Move after the report of 19 Nov 2025	+0.8%

Earnings calendar as of 28 Sep 2026. Current on every plan.

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Short Volume

On 25 Sep 2026, 39.4 percent of EL's reported volume at the covered venues was marked short.

Figure	Value
Short sale share, 25 Sep	39.4%
Five day average	36.3%
52 week median	44.8%

Short sale volume counts trades marked short at the covered venues, mostly off exchange. It is not the same as short interest.

Short volume as of 25 Sep 2026. Current on every plan.

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Seasonality

In the 23 Septembers on record, EL's average change was minus 1.0 percent, and it rose in 52.2 percent of them.

Month	Average change	Middle change	Share of years up	Years
September	-1.0%	+0.3%	52.2%	23
October	-0.7%	+0.6%	60.9%	23
November	+2.9%	+2.4%	69.6%	23

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Headlines

The desk's news feeds carried 1 headline naming EL in the 3 days to 28 Sep 2026.

Figure	Value
Headlines in the window	1
Latest	27 Sep 2026

The titles are in the Headlines window, with the time each was published.

Headlines as of 28 Sep 2026. Current on every plan.

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Questions

What is EL's IV rank?: EL's IV rank is 96 of 100 on 28 Sep 2026.
What move are EL options pricing?: On 28 Sep 2026, EL options priced a move of 14.5 percent down and 14.5 percent up by 30 Oct 2026.
Where are EL's call wall and put wall?: On 28 Sep 2026, EL's call wall is the 105 strike and its put wall is the 80 strike.
What was the desk's latest view of EL on the Free plan?: On 25 Sep 2026 the desk's view of EL was bearish, paper trading.
When does EL report earnings next?: EL reports next on 2 Nov 2026, a date confirmed by the company.

More Consumer Staples names

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