CAL · Expected Move
Caleres Inc
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).
CAL straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current CAL Expected Move
30-Day Straddle
$1.12
7-Day Straddle
$1.12
Avg IV
166.8%
IV Rank
75%
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
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.12 | $1.12 | 166.8% | 75% |
| 20261001 | $1.20 | $1.20 | 105.4% | 22% |
| 20260930 | $1.25 | $1.25 | 169.9% | 78% |
| 20260929 | $1.35 | $1.35 | 147.0% | 58% |
| 20260928 | $1.35 | $1.35 | 143.9% | 55% |
| 20260925 | $1.40 | $1.40 | 91.1% | 10% |
| 20260924 | $1.38 | $1.38 | 101.2% | 19% |
| 20260923 | $1.32 | $1.32 | 153.4% | 64% |
| 20260922 | $1.50 | $1.50 | 112.8% | 29% |
| 20260921 | $1.55 | $1.55 | 102.1% | 20% |
| 20260918 | $1.65 | $0.85 | 154.2% | 64% |
| 20260917 | $1.65 | $0.60 | 129.5% | 43% |
| 20260916 | $1.60 | $0.75 | 148.9% | 60% |
| 20260915 | $1.65 | $0.65 | 133.5% | 46% |
| 20260914 | $1.85 | $0.75 | 138.1% | 50% |
| 20260911 | $1.90 | $0.85 | 79.4% | 0% |
| 20260910 | $1.85 | $1.07 | 92.2% | 5% |
| 20260909 | $1.85 | $1.08 | 138.6% | 48% |
| 20260908 | $2.33 | $1.77 | 129.4% | 39% |
| 20260904 | $2.42 | $1.82 | 98.3% | 11% |
| 20260903 | $2.55 | $1.90 | 92.6% | 6% |
| 20260902 | $1.80 | $1.80 | 171.4% | 78% |
| 20260901 | $1.97 | $1.97 | 175.5% | 81% |
| 20260831 | $1.93 | $1.93 | 135.2% | 45% |
| 20260828 | $2.02 | $2.02 | 160.1% | 67% |
| 20260827 | $2.02 | $2.02 | 156.2% | 64% |
| 20260826 | $2.15 | $2.15 | 130.1% | 40% |
| 20260825 | $2.33 | $2.33 | 147.2% | 56% |
| 20260824 | $2.42 | $2.42 | 110.1% | 22% |
| 20260821 | $2.42 | $0.95 | 104.7% | 17% |
| 20260820 | $2.30 | $0.62 | 142.3% | 51% |
| 20260819 | $2.62 | $1.30 | 114.1% | 25% |
| 20260818 | $2.17 | $0.90 | 144.0% | 53% |
| 20260817 | $2.38 | $1.00 | 95.8% | 9% |
| 20260814 | $2.40 | $1.15 | 110.9% | 22% |
| 20260813 | $2.73 | $1.48 | 123.6% | 34% |
| 20260812 | $2.73 | $1.45 | 134.9% | 44% |
| 20260811 | $2.60 | $1.32 | 101.6% | 14% |
| 20260810 | $2.70 | $1.10 | 105.9% | 18% |
| 20260806 | $2.85 | $1.52 | 86.3% | 0% |
| 20260805 | $1.47 | $1.47 | 165.5% | 72% |
| 20260804 | $1.65 | $1.65 | 89.2% | 2% |
| 20260803 | $1.82 | $1.82 | 126.6% | 36% |
| 20260731 | $1.60 | $1.60 | 123.5% | 33% |
| 20260730 | $1.67 | $1.67 | 133.4% | 42% |
| 20260729 | $1.90 | $1.90 | 181.8% | 87% |
| 20260728 | $1.93 | $1.93 | 111.2% | 22% |
| 20260727 | $1.73 | $1.73 | 145.2% | 53% |
| 20260724 | $1.80 | $1.80 | 112.5% | 23% |
| 20260723 | $1.88 | $1.88 | 130.2% | 39% |
| 20260722 | $1.68 | $1.68 | 110.8% | 22% |
| 20260721 | $1.77 | $1.77 | 107.0% | 18% |
| 20260720 | $1.80 | $1.80 | 128.4% | 38% |
| 20260716 | $1.90 | $0.75 | 105.0% | 16% |
| 20260715 | $2.00 | $1.02 | 105.1% | 16% |
| 20260714 | $2.12 | $1.27 | 136.4% | 45% |
| 20260713 | $1.95 | $0.90 | 116.8% | 27% |
| 20260710 | $2.03 | $0.97 | 105.0% | 16% |
| 20260709 | $2.05 | $1.25 | 108.3% | 19% |
More on CAL
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.