CALM (Cal-Maine Foods Inc)
Expected Move & Straddle Price History
The expected move for CALM 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 CALM Expected Move
30-Day Straddle
$4.08
7-Day Straddle
$4.08
Avg IV
0.8%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to CALM'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.
CALM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260630 | $4.08 | $4.08 | 0.8% | 76% |
| 20260629 | $4.00 | $4.00 | 0.7% | 61% |
| 20260626 | $4.80 | $4.80 | 0.7% | 56% |
| 20260625 | $5.50 | $5.50 | 0.7% | 49% |
| 20260624 | $5.00 | $5.00 | 0.7% | 49% |
| 20260623 | $5.00 | $5.00 | 0.7% | 47% |
| 20260622 | $5.15 | $5.15 | 0.6% | 38% |
| 20260618 | $5.70 | $2.47 | 0.6% | 39% |
| 20260617 | $5.38 | $1.88 | 0.5% | 29% |
| 20260616 | $5.42 | $2.10 | 0.7% | 47% |
| 20260615 | $5.75 | $2.23 | 0.5% | 29% |
| 20260613 | $6.25 | $3.23 | 0.5% | 26% |
| 20260612 | $7.22 | $3.78 | 0.7% | 50% |
| 20260611 | $6.45 | $2.92 | 0.6% | 37% |
| 20260610 | $5.62 | $3.35 | 0.5% | 22% |
| 20260609 | $6.72 | $4.08 | 0.5% | 22% |
| 20260608 | $6.95 | $4.10 | 0.5% | 24% |
| 20260605 | $7.25 | $4.08 | 0.5% | 28% |
| 20260604 | $6.88 | $3.67 | 0.6% | 33% |
| 20260603 | $6.85 | $3.88 | 0.5% | 26% |
| 20260602 | $4.22 | $4.22 | 0.8% | 65% |
| 20260601 | $4.47 | $4.47 | 0.7% | 62% |
| 20260529 | $4.60 | $4.60 | 0.7% | 53% |
| 20260528 | $4.97 | $4.97 | 0.5% | 20% |
| 20260527 | $5.07 | $5.07 | 0.5% | 25% |
| 20260526 | $5.28 | $5.28 | 0.5% | 19% |
| 20260510 | $6.70 | $3.00 | 0.6% | 34% |
| 20260508 | $6.70 | $3.00 | 0.5% | 23% |
| 20260507 | $6.80 | $3.12 | 0.6% | 30% |
| 20260506 | $6.95 | $3.47 | 0.5% | 26% |
| 20260505 | $7.23 | $3.92 | 0.4% | 3% |
| 20260504 | $6.82 | $3.35 | 0.4% | 6% |
| 20260502 | $4.03 | $4.03 | 1.0% | 100% |
| 20260501 | $4.03 | $4.03 | 0.9% | 99% |
| 20260430 | $4.60 | $4.60 | 0.8% | 80% |
| 20260429 | $4.65 | $4.65 | 0.7% | 51% |
| 20260428 | $5.10 | $5.10 | 0.9% | 92% |
| 20260427 | $4.92 | $4.92 | 1.0% | 100% |
| 20260424 | $5.05 | $5.05 | 0.9% | 90% |
| 20260423 | $5.33 | $5.33 | 0.8% | 82% |
| 20260422 | $5.47 | $5.47 | 0.6% | 37% |
| 20260421 | $5.67 | $5.67 | 0.8% | 76% |
| 20260420 | $5.25 | $5.25 | 0.6% | 36% |
| 20260417 | $6.05 | $1.98 | 0.6% | 34% |
| 20260416 | $6.12 | $1.93 | 0.5% | 18% |
| 20260415 | $6.90 | $2.08 | 0.6% | 41% |
| 20260414 | $6.03 | $2.15 | 0.6% | 36% |
| 20260413 | $6.22 | $3.03 | 0.7% | 60% |
| 20260410 | $6.57 | $3.02 | 0.7% | 54% |
| 20260409 | $6.95 | $3.73 | 0.6% | 42% |
| 20260408 | $7.28 | $4.17 | 0.7% | 50% |
| 20260407 | $7.60 | $4.60 | 0.6% | 42% |
| 20260406 | $7.90 | $4.67 | 0.7% | 50% |
| 20260402 | $8.35 | $4.90 | 0.6% | 38% |
| 20260401 | $5.28 | $5.28 | 0.7% | 55% |
| 20260331 | $6.72 | $6.72 | 0.6% | 35% |
| 20260330 | $6.78 | $6.78 | 0.5% | 26% |
| 20260327 | $7.50 | $7.50 | 0.5% | 24% |
| 20260326 | $7.47 | $7.47 | 0.7% | 58% |
| 20260325 | $7.32 | $7.32 | 0.4% | 14% |