CACC · Expected Move

Credit Acceptance Corp

The expected move for CACC 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).

CACC 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 CACC Expected Move
30-Day Straddle
$21.30
7-Day Straddle
$21.30
30-Day ATM IV
32.0%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to CACC'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.
CACC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $21.30 $21.30 32.0% 19%
20261021 $23.30 $23.30 30.9% 18%
20261020 $39.20 $39.20 31.6% 19%
20261019 $37.50 $37.50 29.5% 15%
20261016 $24.30 $7.50 30.0% 16%
20261015 $19.90 $29.10 30.6% 17%
20261014 $36.80 $23.40 27.2% 12%
20261013 $20.00 $8.90 27.1% 13%
20261012 $0.00 $0.00 30.7% 18%
20261009 $0.00 $0.00 32.4% 21%
20261008 $21.90 $41.70 32.2% 21%
20261007 $0.00 $0.00 31.9% 20%
20261006 $0.00 $17.10 32.4% 21%
20261005 $12.10 $19.00 32.4% 21%
20261002 $0.00 $0.00 34.0% 24%
20261001 $0.00 $0.00 40.6% 34%
20260930 $19.10 $19.10 32.9% 22%
20260929 $16.60 $16.60 34.4% 24%
20260928 $0.00 $0.00 39.2% 32%
20260925 $10.30 $10.30 34.4% 24%
20260924 $12.00 $12.00 34.4% 24%
20260923 $47.30 $47.30 37.1% 28%
20260922 $9.90 $9.90 34.8% 25%
20260921 $9.70 $9.70 34.1% 24%
20260918 $0.00 $0.00 31.8% 20%
20260917 $0.00 $0.00 24.0% 8%
20260916 $0.00 $0.00 23.9% 8%
20260915 $0.00 $0.00 25.7% 11%
20260914 $0.00 $0.00 25.5% 10%
20260911 $0.00 $0.00 22.9% 6%
20260910 $0.00 $0.00 24.1% 8%
20260909 $0.00 $0.00 25.3% 10%
20260908 $0.00 $0.00 24.9% 9%
20260904 $0.00 $0.00 24.0% 8%
20260903 $0.00 $0.00 26.7% 12%
20260902 $0.00 $0.00 29.7% 17%
20260901 $0.00 $0.00 35.3% 26%
20260831 $0.00 $0.00 37.3% 29%
20260828 $0.00 $0.00 22.8% 6%
20260827 $0.00 $0.00 21.6% 4%
20260826 $0.00 $0.00 22.7% 6%
20260825 $0.00 $0.00 23.8% 8%
20260824 $0.00 $0.00 22.8% 6%
20260821 $0.00 $0.00 21.3% 4%
20260820 $0.00 $20.80 22.8% 6%
20260819 $0.00 $0.00 20.7% 3%
20260818 $24.50 $24.50 23.9% 8%
20260817 $0.00 $0.00 23.2% 7%
20260814 $0.00 $0.00 53.7% 54%
20260813 $27.00 $27.00 53.9% 55%
20260812 $29.20 $29.20 52.4% 52%
20260811 $0.00 $0.00 49.9% 48%
20260810 $39.70 $39.70 47.3% 44%
20260807 — — 38.8% 31%
20260806 $45.70 $45.70 47.2% 44%
20260805 $25.50 $25.50 44.8% 40%
20260804 $14.10 $14.10 37.6% 29%
20260803 $0.00 $0.00 40.6% 34%
20260731 $25.40 $25.40 36.5% 27%
20260730 $39.70 $39.70 36.2% 27%

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.