CAL (Caleres Inc)

Expected Move & Straddle Price History

The expected move for CAL 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 CAL Expected Move
30-Day Straddle
$2.70
7-Day Straddle
$1.10
Avg IV
1.1%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to CAL'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.
CAL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260810 $2.70 $1.10 1.1% 18%
20260806 $2.85 $1.52 0.9% 0%
20260805 $1.47 $1.47 1.7% 72%
20260804 $1.65 $1.65 0.9% 2%
20260803 $1.82 $1.82 1.3% 36%
20260731 $1.60 $1.60 1.2% 33%
20260730 $1.67 $1.67 1.3% 42%
20260729 $1.90 $1.90 1.8% 87%
20260728 $1.93 $1.93 1.1% 22%
20260727 $1.73 $1.73 1.5% 53%
20260724 $1.80 $1.80 1.1% 23%
20260723 $1.88 $1.88 1.3% 39%
20260722 $1.68 $1.68 1.1% 22%
20260721 $1.77 $1.77 1.1% 18%
20260720 $1.80 $1.80 1.3% 38%
20260716 $1.90 $0.75 1.0% 16%
20260715 $2.00 $1.02 1.1% 16%
20260714 $2.12 $1.27 1.4% 45%
20260713 $1.95 $0.90 1.2% 27%
20260710 $2.03 $0.97 1.0% 16%
20260709 $2.05 $1.25 1.1% 19%
20260708 $2.17 $1.40 1.0% 12%
20260707 $2.12 $1.18 1.0% 16%
20260706 $2.20 $1.40 1.0% 14%
20260702 $1.32 $1.32 2.0% 100%
20260701 $1.30 $1.30 1.2% 34%
20260630 $1.32 $1.32 1.8% 89%
20260629 $1.48 $1.48 1.7% 77%
20260626 $1.55 $1.55 1.3% 36%
20260625 $1.50 $1.50 1.6% 73%
20260624 $1.67 $1.67 1.2% 30%
20260623 $1.48 $1.48 1.6% 72%
20260622 $1.68 $1.68 1.6% 69%
20260618 $1.93 $0.73 1.0% 12%
20260617 $1.55 $0.57 1.4% 50%
20260616 $2.05 $1.43 1.4% 49%
20260615 $1.88 $1.00 1.4% 51%
20260613 $2.12 $0.85 1.4% 46%
20260612 $2.22 $0.85 1.4% 46%
20260611 $2.33 $1.25 0.9% 5%
20260610 $2.38 $1.40 1.1% 19%
20260609 $2.50 $1.75 1.0% 14%
20260608 $2.42 $1.48 0.9% 2%
20260605 $2.10 $1.25 1.1% 23%
20260604 $2.42 $1.98 0.9% 0%
20260603 $3.15 $2.33 1.2% 27%
20260602 $2.55 $2.55 1.3% 42%
20260601 $2.62 $2.62 1.5% 62%
20260529 $2.48 $2.48 1.6% 63%
20260528 $2.50 $2.50 1.5% 59%
20260527 $2.53 $2.53 1.5% 56%
20260526 $2.55 $2.55 1.1% 22%
20260510 $2.85 $1.35 1.0% 12%
20260508 $2.85 $1.35 1.0% 10%
20260507 $2.75 $1.25 1.1% 15%
20260506 $2.92 $1.73 1.4% 42%
20260505 $2.90 $1.55 1.0% 8%
20260504 $2.70 $1.27 0.9% 0%
20260502 $1.60 $1.60 1.7% 73%
20260501 $1.60 $1.60 1.6% 69%