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
$5.97
7-Day Straddle
$3.30
Avg IV
0.6%
IV Rank
33%
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 |
|---|---|---|---|---|
| 20260818 | $5.97 | $3.30 | 0.6% | 33% |
| 20260817 | $5.28 | $2.30 | 0.6% | 29% |
| 20260814 | $6.08 | $3.05 | 0.5% | 25% |
| 20260813 | $6.83 | $3.83 | 0.6% | 34% |
| 20260812 | $7.22 | $4.03 | 0.5% | 23% |
| 20260811 | $7.67 | $3.97 | 0.6% | 28% |
| 20260810 | $7.70 | $4.90 | 0.6% | 33% |
| 20260806 | $8.70 | $4.90 | 0.6% | 35% |
| 20260805 | $5.00 | $5.00 | 0.7% | 61% |
| 20260804 | $5.65 | $5.65 | 0.7% | 52% |
| 20260803 | $6.42 | $6.42 | 0.6% | 30% |
| 20260731 | $6.18 | $6.18 | 0.6% | 35% |
| 20260730 | $5.70 | $5.70 | 0.7% | 48% |
| 20260729 | $6.25 | $6.25 | 0.8% | 63% |
| 20260728 | $5.95 | $5.95 | 0.6% | 28% |
| 20260727 | $6.45 | $6.45 | 0.7% | 51% |
| 20260724 | $7.50 | $7.50 | 0.6% | 46% |
| 20260723 | $5.97 | $5.97 | 0.5% | 24% |
| 20260722 | $6.50 | $6.50 | 0.6% | 30% |
| 20260721 | $8.43 | $8.43 | 0.6% | 39% |
| 20260720 | $8.70 | $8.70 | 0.6% | 38% |
| 20260716 | $9.65 | $2.55 | 0.6% | 31% |
| 20260715 | $9.25 | $2.55 | 0.6% | 35% |
| 20260714 | $8.65 | $2.67 | 0.6% | 31% |
| 20260713 | $10.25 | $2.95 | 0.5% | 27% |
| 20260710 | $9.55 | $2.92 | 0.5% | 18% |
| 20260709 | $8.85 | $3.08 | 0.5% | 18% |
| 20260708 | $9.20 | $3.20 | 0.5% | 27% |
| 20260707 | $8.30 | $4.82 | 0.5% | 21% |
| 20260706 | $9.35 | $3.73 | 0.5% | 26% |
| 20260702 | $4.30 | $4.30 | 0.8% | 72% |
| 20260701 | $4.15 | $4.15 | 0.9% | 92% |
| 20260630 | $4.12 | $4.12 | 0.8% | 70% |
| 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% |