CALC (CalciMedica, Inc. Common Stock)

Expected Move & Straddle Price History

The expected move for CALC 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 CALC Expected Move
30-Day Straddle
$2.62
7-Day Straddle
$2.62
Avg IV
3.7%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to CALC'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.
CALC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260609 $2.62 $2.62 3.7% 70%
20260608 $2.68 $2.68 3.5% 67%
20260605 $0.70 $0.70 3.5% 66%
20260604 $0.35 $0.35 3.4% 65%
20260603 $0.30 $0.30 3.3% 64%
20260602 $0.38 $0.38 3.6% 69%
20260601 $2.68 $2.68 3.4% 65%
20260529 $2.75 $2.75 3.5% 67%
20260528 $2.62 $2.62 3.5% 67%
20260527 $2.73 $2.73 3.5% 66%
20260526 $2.58 $2.58 3.8% 72%
20260510 $0.75 $0.75 2.4% 47%
20260508 $0.75 $0.75 2.3% 43%
20260507 $0.62 $0.62 2.4% 46%
20260506 $0.62 $0.62 2.9% 55%
20260505 $0.57 $0.57 2.4% 45%
20260504 $0.60 $0.60 2.4% 45%
20260502 $0.60 $0.60 1.5% 29%
20260501 $0.60 $0.60 1.5% 29%
20260430 $0.57 $0.57 1.5% 28%
20260429 $0.60 $0.60 1.8% 35%
20260428 $0.60 $0.60 1.5% 28%
20260427 $0.60 $0.60 1.4% 28%
20260424 $0.62 $0.62 1.6% 30%
20260423 $0.75 $0.75 1.5% 29%
20260422 $0.70 $0.70 2.7% 51%
20260421 $0.38 $0.38 2.9% 55%
20260420 $0.40 $0.40 3.0% 57%
20260417 $0.43 $0.43 0.0% 0%
20260416 $0.48 $0.48 3.3% 63%
20260415 $0.35 $0.35 2.9% 56%
20260414 $0.33 $0.33 2.0% 38%
20260413 $0.60 $0.60 2.8% 53%
20260410 $0.50 $0.50 1.3% 26%
20260409 $0.75 $0.75 1.6% 30%
20260408 $0.75 $0.75 1.2% 23%
20260407 $0.65 $0.65 1.4% 26%
20260406 $2.48 $2.48 0.8% 15%
20260402 $0.50 $0.50 2.2% 42%
20260401 $0.88 $0.88 1.2% 24%
20260331 $0.60 $0.60 1.1% 21%
20260330 $0.65 $0.65 0.5% 10%
20260327 $2.83 $2.83 0.5% 9%
20260326 $2.60 $2.60 0.9% 17%
20260325 $0.65 $0.65 1.2% 22%
20260324 $0.53 $0.53 0.6% 12%
20260323 $1.25 $1.25 0.6% 12%
20260320 $2.95 $0.43 0.6% 11%
20260319 $2.95 $0.78 0.6% 11%
20260318 $0.60 $0.48 0.6% 11%
20260317 $2.55 $2.83 1.1% 20%
20260316 $0.65 $0.50 0.7% 13%
20260313 $0.68 $0.85 1.0% 20%
20260312 $0.62 $0.57 0.6% 10%
20260311 $3.02 $2.95 0.4% 7%
20260310 $0.62 $2.95 0.4% 9%
20260309 $0.65 $3.00 0.7% 13%
20260308 $0.68 $0.88 0.7% 14%
20260306 $0.68 $0.88 0.7% 13%
20260305 $0.65 $0.57 0.8% 15%