CAE · Expected Move
CAE Inc. Common Shares
The expected move for CAE 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).
CAE straddle price & implied vol
60 sessionsBars: 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 CAE Expected Move
30-Day Straddle
$3.08
7-Day Straddle
$1.98
30-Day ATM IV
42.7%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to CAE'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.
CAE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261006 | $3.08 | $1.98 | 42.7% | 49% |
| 20261005 | $2.75 | $1.98 | 38.2% | 34% |
| 20261002 | $1.43 | $1.43 | 48.9% | 71% |
| 20261001 | $1.50 | $1.50 | 37.6% | 30% |
| 20260930 | $1.55 | $1.55 | 39.5% | 36% |
| 20260929 | $2.02 | $2.02 | 41.4% | 42% |
| 20260928 | $1.53 | $1.53 | 40.0% | 38% |
| 20260925 | $1.77 | $1.77 | 37.7% | 30% |
| 20260924 | $2.02 | $2.02 | 42.7% | 46% |
| 20260923 | $1.75 | $1.75 | 40.4% | 39% |
| 20260922 | $1.70 | $1.70 | 37.7% | 30% |
| 20260921 | $1.85 | $1.85 | 39.6% | 36% |
| 20260918 | $2.33 | $1.77 | 43.2% | 48% |
| 20260917 | $2.38 | $0.85 | 46.9% | 58% |
| 20260916 | $2.23 | $0.85 | 41.9% | 43% |
| 20260915 | $2.25 | $1.82 | 36.2% | 25% |
| 20260914 | $2.23 | $1.22 | 45.9% | 55% |
| 20260911 | $2.55 | $1.30 | 46.5% | 36% |
| 20260910 | $2.75 | $2.48 | 37.6% | 18% |
| 20260909 | $2.35 | $1.65 | 41.6% | 24% |
| 20260908 | $2.25 | $1.20 | 39.5% | 21% |
| 20260904 | $2.33 | $3.20 | 40.9% | 23% |
| 20260903 | $2.88 | $1.38 | 39.5% | 21% |
| 20260902 | $1.85 | $1.85 | 39.1% | 20% |
| 20260901 | $2.52 | $2.52 | 40.9% | 23% |
| 20260831 | $1.73 | $1.73 | 36.1% | 14% |
| 20260828 | $1.60 | $1.60 | 39.2% | 20% |
| 20260827 | $1.55 | $1.55 | 33.1% | 9% |
| 20260826 | $1.43 | $1.43 | 35.7% | 14% |
| 20260825 | $1.30 | $1.30 | 34.3% | 11% |
| 20260824 | $1.83 | $1.83 | 36.7% | 15% |
| 20260821 | $2.20 | $0.50 | 42.7% | 27% |
| 20260820 | $1.55 | $0.55 | 28.4% | 0% |
| 20260819 | $2.00 | $1.43 | 34.8% | 6% |
| 20260818 | $2.30 | $1.88 | — | — |
| 20260817 | $2.88 | $2.60 | 34.8% | 6% |
| 20260814 | $2.80 | $1.65 | 35.7% | 8% |
| 20260813 | $2.42 | $1.57 | 32.7% | 2% |
| 20260812 | $3.02 | $2.78 | 34.1% | 5% |
| 20260811 | $4.67 | $3.75 | 46.3% | 29% |
| 20260810 | $3.47 | $3.02 | 43.4% | 23% |
| 20260807 | — | — | 53.3% | 44% |
| 20260806 | $3.23 | $2.90 | 43.4% | 25% |
| 20260805 | $2.70 | $2.70 | 50.6% | 39% |
| 20260804 | $3.15 | $3.15 | 46.1% | 30% |
| 20260803 | $3.45 | $3.45 | 57.0% | 51% |
| 20260731 | $2.38 | $2.38 | 41.3% | 21% |
| 20260730 | $1.90 | $1.90 | 39.6% | 18% |
| 20260729 | $3.43 | $3.43 | 54.6% | 47% |
| 20260728 | $3.77 | $3.77 | 57.2% | 52% |
| 20260727 | $3.30 | $3.30 | 55.8% | 49% |
| 20260724 | $2.77 | $2.77 | 48.7% | 35% |
| 20260723 | $2.88 | $2.88 | 50.7% | 39% |
| 20260722 | $2.40 | $2.40 | 43.6% | 25% |
| 20260721 | $2.35 | $2.35 | 41.5% | 21% |
| 20260720 | $2.12 | $2.12 | 37.4% | 13% |
| 20260716 | $2.92 | $2.62 | 45.8% | 30% |
| 20260715 | $2.67 | $1.27 | 39.4% | 17% |
| 20260714 | $2.12 | $0.95 | 33.5% | 6% |
| 20260713 | $2.67 | $0.93 | 41.5% | 21% |
More on CAE
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.