CAE (CAE Inc. Common Shares)
Expected Move & Straddle Price History
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).
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.
Current CAE Expected Move
30-Day Straddle
$2.40
7-Day Straddle
$2.73
Avg IV
0.8%
IV Rank
55%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260821 | $2.40 | $2.73 | 0.8% | 55% |
| 20260820 | $1.55 | $0.55 | 0.7% | 40% |
| 20260819 | $2.00 | $1.43 | 0.7% | 43% |
| 20260818 | $2.30 | $1.88 | 0.7% | 43% |
| 20260817 | $2.88 | $2.60 | 0.5% | 26% |
| 20260814 | $2.80 | $1.65 | 0.7% | 41% |
| 20260813 | $2.42 | $1.57 | 0.6% | 35% |
| 20260812 | $3.02 | $2.78 | 0.7% | 47% |
| 20260811 | $4.67 | $3.75 | 0.6% | 39% |
| 20260810 | $3.47 | $3.02 | 0.6% | 37% |
| 20260806 | $3.23 | $2.90 | 0.6% | 39% |
| 20260805 | $2.70 | $2.70 | 1.0% | 88% |
| 20260804 | $3.15 | $3.15 | 0.9% | 65% |
| 20260803 | $3.45 | $3.45 | 0.9% | 72% |
| 20260731 | $2.38 | $2.38 | 0.8% | 58% |
| 20260730 | $1.90 | $1.90 | 0.8% | 56% |
| 20260729 | $3.43 | $3.43 | 0.9% | 75% |
| 20260728 | $3.77 | $3.77 | 0.7% | 47% |
| 20260727 | $3.30 | $3.30 | 0.8% | 54% |
| 20260724 | $2.77 | $2.77 | 0.5% | 20% |
| 20260723 | $2.88 | $2.88 | 0.6% | 28% |
| 20260722 | $2.40 | $2.40 | 0.8% | 58% |
| 20260721 | $2.35 | $2.35 | 0.7% | 41% |
| 20260720 | $2.12 | $2.12 | 0.6% | 36% |
| 20260716 | $2.92 | $2.62 | 0.3% | 0% |
| 20260715 | $2.67 | $1.27 | 0.5% | 16% |
| 20260714 | $2.12 | $0.95 | 0.6% | 30% |
| 20260713 | $2.67 | $0.93 | 0.7% | 42% |
| 20260710 | $2.45 | $1.30 | 0.6% | 29% |
| 20260709 | $3.90 | $1.07 | 0.6% | 24% |
| 20260708 | $2.27 | $1.42 | 0.5% | 20% |
| 20260707 | $2.70 | $1.80 | 0.6% | 31% |
| 20260706 | $3.33 | $1.82 | 0.4% | 3% |
| 20260702 | $1.20 | $1.20 | 0.7% | 46% |
| 20260701 | $1.25 | $1.25 | 0.6% | 32% |
| 20260630 | $1.17 | $1.17 | 0.8% | 55% |
| 20260629 | $1.55 | $1.55 | 0.8% | 54% |
| 20260626 | $1.52 | $1.52 | 0.6% | 29% |
| 20260625 | $1.55 | $1.55 | 0.8% | 48% |
| 20260624 | $1.77 | $1.77 | 0.7% | 36% |
| 20260623 | $2.25 | $2.25 | 0.6% | 21% |
| 20260622 | $1.70 | $1.70 | 0.6% | 22% |
| 20260618 | $2.20 | $0.53 | 0.7% | 39% |
| 20260617 | $3.48 | $1.85 | 0.7% | 41% |
| 20260616 | $2.12 | $1.18 | 0.4% | 0% |
| 20260615 | $1.83 | $1.12 | 0.7% | 39% |
| 20260613 | $2.80 | $1.07 | 0.6% | 23% |
| 20260612 | $2.80 | $1.07 | 0.6% | 22% |
| 20260611 | $3.30 | $1.40 | 0.6% | 25% |
| 20260610 | $3.33 | $2.35 | 0.6% | 32% |
| 20260609 | $3.08 | $1.45 | 0.5% | 18% |
| 20260608 | $2.58 | $2.45 | 0.6% | 27% |
| 20260605 | $2.85 | $2.23 | 0.6% | 22% |
| 20260604 | $3.17 | $2.10 | 0.5% | 15% |
| 20260603 | $3.38 | $1.67 | 0.5% | 16% |
| 20260602 | $1.90 | $1.90 | 1.1% | 93% |
| 20260601 | $2.05 | $2.05 | 1.0% | 81% |
| 20260529 | $2.05 | $2.05 | 0.9% | 67% |
| 20260528 | $1.82 | $1.82 | 0.9% | 66% |
| 20260527 | $2.52 | $2.52 | 0.9% | 66% |