CALM · Expected Move
Cal-Maine Foods Inc
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).
CALM 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 CALM Expected Move
30-Day Straddle
$5.97
7-Day Straddle
$2.88
30-Day ATM IV
32.0%
IV Rank
22%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $5.97 | $2.88 | 32.0% | 22% |
| 20261002 | $3.33 | $3.33 | 31.2% | 18% |
| 20261001 | $3.22 | $3.22 | 31.5% | 20% |
| 20260930 | $4.10 | $4.10 | 32.9% | 27% |
| 20260929 | $5.15 | $5.15 | 42.2% | 79% |
| 20260928 | $5.68 | $5.68 | 41.9% | 78% |
| 20260925 | $5.65 | $5.65 | 41.5% | 75% |
| 20260924 | $6.18 | $6.18 | 42.5% | 81% |
| 20260923 | $5.72 | $5.72 | 37.4% | 53% |
| 20260922 | $6.50 | $6.50 | 41.1% | 73% |
| 20260921 | $6.22 | $6.22 | 38.5% | 58% |
| 20260918 | $5.17 | $2.40 | 35.5% | 42% |
| 20260917 | $6.10 | $2.17 | 37.4% | 53% |
| 20260916 | $6.45 | $2.25 | 38.2% | 57% |
| 20260915 | $6.12 | $2.62 | 36.5% | 48% |
| 20260914 | $6.30 | $3.12 | 35.8% | 43% |
| 20260911 | $6.30 | $2.62 | 34.5% | 36% |
| 20260910 | $7.45 | $3.45 | 41.1% | 73% |
| 20260909 | $7.40 | $3.53 | 39.5% | 64% |
| 20260908 | $8.07 | $3.77 | 41.7% | 76% |
| 20260904 | $7.32 | $4.25 | 36.5% | 48% |
| 20260903 | $7.85 | $4.17 | 36.2% | 46% |
| 20260902 | $4.35 | $4.35 | 39.2% | 63% |
| 20260901 | $4.50 | $4.50 | 36.6% | 48% |
| 20260831 | $4.70 | $4.70 | 39.1% | 62% |
| 20260828 | $5.62 | $5.62 | 36.9% | 50% |
| 20260827 | $6.30 | $6.30 | 39.3% | 63% |
| 20260826 | $5.80 | $5.80 | 34.9% | 38% |
| 20260825 | $5.57 | $5.57 | 33.1% | 29% |
| 20260824 | $6.12 | $6.12 | 36.8% | 49% |
| 20260821 | $5.60 | $2.55 | 31.4% | 19% |
| 20260820 | $5.80 | $2.83 | 32.5% | 25% |
| 20260819 | $6.78 | $1.45 | 35.9% | 44% |
| 20260818 | $5.97 | $3.30 | 31.0% | 17% |
| 20260817 | $5.28 | $2.30 | 28.0% | 0% |
| 20260814 | $6.08 | $3.05 | 30.1% | 6% |
| 20260813 | $6.83 | $3.83 | 30.9% | 10% |
| 20260812 | $7.22 | $4.03 | 33.7% | 27% |
| 20260811 | $7.67 | $3.97 | 33.2% | 24% |
| 20260810 | $7.70 | $4.90 | 34.4% | 31% |
| 20260807 | — | — | 35.0% | 34% |
| 20260806 | $8.70 | $4.90 | 37.0% | 46% |
| 20260805 | $5.00 | $5.00 | 36.3% | 42% |
| 20260804 | $5.65 | $5.65 | 37.2% | 47% |
| 20260803 | $6.42 | $6.42 | 38.1% | 53% |
| 20260731 | $6.18 | $6.18 | 34.9% | 34% |
| 20260730 | $5.70 | $5.70 | 32.3% | 18% |
| 20260729 | $6.25 | $6.25 | 33.2% | 24% |
| 20260728 | $5.95 | $5.95 | 31.3% | 13% |
| 20260727 | $6.45 | $6.45 | 34.1% | 29% |
| 20260724 | $7.50 | $7.50 | 37.0% | 46% |
| 20260723 | $5.97 | $5.97 | 30.7% | 9% |
| 20260722 | $6.50 | $6.50 | 30.9% | 11% |
| 20260721 | $8.43 | $8.43 | 39.5% | 61% |
| 20260720 | $8.70 | $8.70 | 42.5% | 79% |
| 20260716 | $9.65 | $2.55 | 41.3% | 71% |
| 20260715 | $9.25 | $2.55 | 42.5% | 78% |
| 20260714 | $8.65 | $2.67 | 40.3% | 66% |
| 20260713 | $10.25 | $2.95 | 45.9% | 99% |
| 20260710 | $9.55 | $2.92 | 39.3% | 60% |
More on CALM
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.