CAAS · Expected Move

China Automotive Systems, Inc. Ordinary Share

The expected move for CAAS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

CAAS straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current CAAS Expected Move
30-Day Straddle
$1.10
7-Day Straddle
$1.10
30-Day ATM IV
86.3%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to CAAS's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CAAS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $1.10 $1.10 86.3% 40%
20261026 $1.25 $1.25 84.5% 38%
20261023 $1.25 $1.25 93.9% 48%
20261022 $1.23 $1.23 90.7% 45%
20261021 $1.10 $1.10 98.6% 53%
20261020 $1.20 $1.20 88.3% 42%
20261019 $1.00 $1.00 101.3% 56%
20261016 $1.10 $1.20 76.0% 29%
20261015 $1.10 $1.15 92.0% 46%
20261014 $0.90 $1.02 79.3% 32%
20261013 $0.90 $1.02 81.9% 35%
20261012 $0.95 $1.17 92.6% 47%
20261009 $1.12 $1.20 106.3% 62%
20261008 $1.10 $0.95 104.7% 60%
20261007 $1.05 $1.12 101.8% 57%
20261006 $1.02 $0.62 84.2% 38%
20261005 $1.15 $0.88 90.2% 44%
20261002 $0.75 $0.75 84.7% 38%
20261001 $0.78 $0.78 99.0% 54%
20260930 $1.25 $1.25 83.1% 36%
20260929 $0.75 $0.75 84.5% 38%
20260928 $0.65 $0.65 84.2% 38%
20260925 $1.08 $1.08 78.5% 31%
20260924 $0.75 $0.75 88.0% 42%
20260923 $0.68 $0.68 79.8% 33%
20260922 $0.95 $0.95 80.5% 33%
20260921 $1.10 $1.10 82.0% 35%
20260918 $0.82 $0.22 72.1% 24%
20260917 $0.75 $0.17 81.8% 35%
20260916 $1.05 $0.55 79.6% 33%
20260915 $0.95 $0.65 81.0% 34%
20260914 $0.90 $0.65 75.3% 28%
20260911 $1.10 $0.40 70.2% 22%
20260910 $1.07 $0.77 78.5% 31%
20260909 $1.12 $0.40 75.6% 28%
20260908 $1.20 $0.47 76.7% 15%
20260904 $1.05 $0.95 84.1% 19%
20260903 $1.25 $0.88 72.2% 12%
20260902 $0.78 $0.78 81.9% 18%
20260901 $0.88 $0.88 74.1% 13%
20260831 $0.80 $0.80 109.0% 33%
20260828 $0.68 $0.68 75.2% 14%
20260827 $1.02 $1.02 86.7% 20%
20260826 $0.65 $0.65 77.7% 15%
20260825 $0.88 $0.88 85.6% 20%
20260824 $0.75 $0.75 50.0% 0%
20260821 $0.68 $0.62 66.1% 9%
20260820 $0.77 $0.45 62.5% 7%
20260819 $0.68 $0.70 — —
20260818 $0.80 $0.95 58.5% 4%
20260817 $1.00 $0.60 50.7% 0%
20260814 $0.78 $0.70 58.3% 0%
20260813 $0.75 $0.60 59.3% 0%
20260812 $0.98 $0.93 60.4% 0%
20260811 $0.98 $1.02 59.7% 0%
20260810 $1.07 $0.88 105.0% 20%
20260806 $1.35 $1.18 75.3% 4%
20260805 $1.30 $1.30 99.5% 17%
20260804 $1.30 $1.30 93.7% 14%
20260803 $0.85 $0.85 82.1% 8%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.