CALC · Expected Move
CalciMedica, Inc. Common Stock
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).
CALC 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 CALC Expected Move
30-Day Straddle
$2.48
7-Day Straddle
$2.48
30-Day ATM IV
—
IV Rank
—
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260716 | $2.48 | $2.48 | — | — |
| 20260715 | $2.83 | $2.83 | — | — |
| 20260714 | $2.48 | $2.48 | — | — |
| 20260713 | $2.53 | $2.53 | — | — |
| 20260710 | $0.15 | $0.15 | 225.4% | 31% |
| 20260709 | $2.50 | $2.50 | 211.6% | 27% |
| 20260708 | $2.48 | $2.48 | 198.9% | 22% |
| 20260707 | $0.22 | $0.22 | 189.8% | 19% |
| 20260706 | $0.15 | $0.15 | 312.0% | 60% |
| 20260702 | $0.30 | $0.30 | 252.5% | 40% |
| 20260701 | $0.35 | $0.35 | 267.6% | 45% |
| 20260630 | $0.38 | $0.38 | — | — |
| 20260629 | $0.30 | $0.30 | 340.2% | 70% |
| 20260626 | $2.65 | $2.65 | 362.0% | 77% |
| 20260625 | $2.62 | $2.62 | — | — |
| 20260624 | $2.55 | $2.55 | — | — |
| 20260623 | $2.58 | $2.58 | 248.6% | — |
| 20260622 | $2.60 | $2.60 | — | — |
| 20260618 | $1.35 | $1.35 | — | — |
| 20260617 | $0.47 | $0.47 | 233.4% | — |
| 20260616 | $0.60 | $0.60 | 289.5% | — |
| 20260615 | $0.47 | $0.47 | 178.9% | — |
| 20260613 | $2.90 | $2.90 | — | — |
| 20260612 | $2.90 | $2.90 | 430.6% | — |
| 20260611 | $2.70 | $2.70 | 287.7% | — |
| 20260610 | $2.65 | $2.65 | — | — |
| 20260609 | $2.62 | $2.62 | 272.7% | — |
| 20260608 | $2.68 | $2.68 | 287.3% | — |
| 20260605 | $0.70 | $0.70 | — | — |
| 20260604 | $0.35 | $0.35 | 240.3% | — |
| 20260603 | $0.30 | $0.30 | 216.1% | — |
| 20260602 | $0.38 | $0.38 | 248.5% | — |
| 20260601 | $2.68 | $2.68 | — | — |
| 20260529 | $2.75 | $2.75 | 300.4% | — |
| 20260528 | $2.62 | $2.62 | 241.1% | — |
| 20260527 | $2.73 | $2.73 | — | — |
| 20260526 | $2.58 | $2.58 | — | — |
| 20260510 | $0.75 | $0.75 | — | — |
| 20260508 | $0.75 | $0.75 | — | — |
| 20260507 | $0.62 | $0.62 | — | — |
| 20260506 | $0.62 | $0.62 | — | — |
| 20260505 | $0.57 | $0.57 | — | — |
| 20260504 | $0.60 | $0.60 | — | — |
| 20260502 | $0.60 | $0.60 | — | — |
| 20260501 | $0.60 | $0.60 | — | — |
| 20260430 | $0.57 | $0.57 | — | — |
| 20260429 | $0.60 | $0.60 | — | — |
| 20260428 | $0.60 | $0.60 | — | — |
| 20260427 | $0.60 | $0.60 | — | — |
| 20260424 | $0.62 | $0.62 | — | — |
| 20260423 | $0.75 | $0.75 | — | — |
| 20260422 | $0.70 | $0.70 | — | — |
| 20260421 | $0.38 | $0.38 | — | — |
| 20260420 | $0.40 | $0.40 | — | — |
| 20260417 | $0.43 | $0.43 | — | — |
| 20260416 | $0.48 | $0.48 | — | — |
| 20260415 | $0.35 | $0.35 | — | — |
| 20260414 | $0.33 | $0.33 | — | — |
| 20260413 | $0.60 | $0.60 | — | — |
| 20260410 | $0.50 | $0.50 | — | — |
More on CALC
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.