CAIE · Expected Move
Calamos Autocallable Income ETF · ETF
The expected move for CAIE 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).
CAIE 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 CAIE Expected Move
30-Day Straddle
$1.27
7-Day Straddle
$1.27
30-Day ATM IV
13.0%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to CAIE'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.
CAIE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.27 | $1.27 | 13.0% | 23% |
| 20261021 | $0.95 | $0.95 | 12.3% | 19% |
| 20261020 | $1.00 | $1.00 | 12.4% | 19% |
| 20261019 | $1.77 | $1.77 | 21.0% | 75% |
| 20261016 | $1.32 | $0.85 | 19.0% | 62% |
| 20261015 | $0.85 | $0.65 | 13.5% | 26% |
| 20261014 | $1.10 | $0.82 | 16.6% | 46% |
| 20261013 | $1.25 | $0.57 | 17.6% | 53% |
| 20261012 | $0.95 | $0.35 | 13.2% | 22% |
| 20261009 | $1.10 | $0.57 | 15.9% | 38% |
| 20261008 | $1.23 | $0.70 | 18.3% | 52% |
| 20261007 | $0.98 | $1.15 | 12.1% | 15% |
| 20261006 | $1.23 | $0.62 | 14.8% | 32% |
| 20261005 | $1.18 | $0.60 | 15.3% | 35% |
| 20261002 | $0.47 | $0.47 | 18.4% | 53% |
| 20261001 | $1.38 | $1.38 | 14.9% | 32% |
| 20260930 | $1.27 | $1.27 | 18.7% | 55% |
| 20260929 | $1.05 | $1.05 | 17.1% | 45% |
| 20260928 | $0.62 | $0.62 | 13.5% | 24% |
| 20260925 | $0.60 | $0.60 | 11.6% | 12% |
| 20260924 | $0.62 | $0.62 | 13.4% | 23% |
| 20260923 | $0.88 | $0.88 | 14.2% | 28% |
| 20260922 | $0.60 | $0.60 | 9.5% | 0% |
| 20260921 | $0.90 | $0.90 | 16.2% | 32% |
| 20260918 | $1.18 | $0.70 | 20.9% | 63% |
| 20260917 | $1.53 | $0.55 | 20.8% | 63% |
| 20260916 | $1.07 | $0.82 | 17.1% | 38% |
| 20260915 | $1.10 | $0.95 | 17.9% | 44% |
| 20260914 | $0.92 | $0.68 | 17.3% | 39% |
| 20260911 | $1.20 | $0.33 | 19.9% | 57% |
| 20260910 | $1.38 | $1.00 | 18.3% | 46% |
| 20260909 | $1.10 | $0.57 | 19.0% | 51% |
| 20260908 | $1.33 | $0.53 | 15.6% | 28% |
| 20260904 | $1.43 | $0.70 | 16.0% | 31% |
| 20260903 | $1.05 | $0.75 | 14.7% | 22% |
| 20260902 | $0.78 | $0.78 | 15.7% | 29% |
| 20260901 | $0.53 | $0.53 | 18.4% | 47% |
| 20260831 | $0.95 | $0.95 | 20.2% | 59% |
| 20260828 | $0.53 | $0.53 | 12.6% | 8% |
| 20260827 | $0.50 | $0.50 | 14.3% | 19% |
| 20260826 | $0.95 | $0.95 | 19.4% | 53% |
| 20260825 | $0.75 | $0.75 | 20.7% | 62% |
| 20260824 | $0.65 | $0.65 | 18.0% | 44% |
| 20260821 | $0.78 | $0.93 | 15.4% | 27% |
| 20260820 | $0.93 | $0.28 | 17.7% | 42% |
| 20260819 | $1.27 | $0.28 | 17.0% | 37% |
| 20260818 | $0.70 | $0.35 | 12.2% | 5% |
| 20260817 | $0.92 | $0.70 | 17.5% | 41% |
| 20260814 | $1.25 | $0.57 | 14.0% | 17% |
| 20260813 | $1.05 | $0.57 | 14.8% | 23% |
| 20260812 | $1.00 | $5.38 | 12.2% | 5% |
| 20260811 | $1.30 | $0.45 | 15.5% | 27% |
| 20260810 | $0.83 | $0.40 | 11.5% | 0% |
| 20260807 | — | — | 12.5% | 2% |
| 20260806 | $1.38 | $0.55 | 15.8% | 25% |
| 20260805 | $0.57 | $0.57 | 12.7% | 4% |
| 20260804 | $0.57 | $0.57 | 12.9% | 5% |
| 20260803 | $0.57 | $0.57 | 13.8% | 11% |
| 20260731 | $1.07 | $1.07 | 21.7% | 66% |
| 20260730 | $0.88 | $0.88 | 23.7% | 80% |
More on CAIE
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.