CASS (Cass Information Systems Inc)

Expected Move & Straddle Price History

The expected move for CASS 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 CASS Expected Move
30-Day Straddle
$5.10
7-Day Straddle
$5.05
Avg IV
0.4%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to CASS'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.
CASS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $5.10 $5.05 0.4% 4%
20260903 $5.20 $5.05 0.4% 7%
20260902 $5.00 $5.00 1.0% 72%
20260901 $5.05 $5.05 1.3% 99%
20260831 $5.50 $5.50 1.1% 81%
20260828 $5.67 $5.67 0.7% 34%
20260827 $5.53 $5.53 0.9% 52%
20260826 $5.67 $5.67 0.9% 57%
20260825 $5.88 $5.88 0.9% 51%
20260824 $6.28 $6.28 0.9% 57%
20260821 $5.55 $5.10 0.8% 47%
20260820 $5.15 $5.00 0.6% 19%
20260819 $6.00 $5.55 0.9% 56%
20260818 $5.75 $2.95 0.9% 56%
20260817 $6.40 $5.95 0.9% 53%
20260814 $5.30 $3.00 0.8% 45%
20260813 $5.35 $3.05 0.7% 36%
20260812 $6.00 $3.15 0.8% 42%
20260811 $6.30 $5.95 0.8% 47%
20260810 $5.50 $4.00 0.6% 28%
20260806 $5.25 $3.07 0.7% 32%
20260805 $5.30 $5.30 0.8% 48%
20260804 $5.50 $5.50 0.7% 36%
20260803 $5.25 $5.25 0.9% 54%
20260731 $5.15 $5.15 0.8% 48%
20260730 $5.05 $5.05 0.7% 34%
20260729 $5.00 $5.00 0.8% 43%
20260728 $5.30 $5.30 0.7% 34%
20260727 $5.00 $5.00 0.8% 46%
20260724 $5.05 $5.05 0.7% 38%
20260723 $5.05 $5.05 0.5% 11%
20260722 $5.30 $5.30 0.6% 22%
20260721 $5.10 $5.10 0.6% 25%
20260720 $5.17 $5.17 0.7% 34%
20260716 $3.92 $4.90 0.5% 8%
20260715 $6.40 $5.35 0.6% 24%
20260714 $5.45 $3.62 0.5% 12%
20260713 $5.95 $5.45 0.6% 20%
20260710 $5.55 $5.05 0.4% 0%
20260709 $5.45 $5.10 0.5% 6%
20260708 $5.50 $5.25 0.7% 26%
20260707 $6.00 $5.25 0.5% 10%
20260706 $6.00 $5.25 0.5% 13%
20260702 $4.80 $4.80 0.8% 41%
20260701 $5.53 $5.53 0.6% 18%
20260630 $5.05 $5.05 0.7% 37%
20260629 $5.00 $5.00 0.9% 50%
20260626 $5.05 $5.05 0.5% 11%
20260625 $5.05 $5.05 0.6% 25%
20260624 $5.10 $5.10 0.7% 30%
20260623 $5.05 $5.05 0.6% 21%
20260622 $5.05 $5.05 0.7% 29%
20260618 $4.85 $3.90 0.6% 15%
20260617 $5.05 $5.05 0.5% 4%
20260616 $5.10 $5.00 0.7% 29%
20260615 $5.30 $5.00 0.6% 24%
20260613 $5.00 $5.00 0.6% 19%
20260612 $5.00 $5.00 0.6% 18%
20260611 $5.00 $5.00 0.6% 15%
20260610 $5.10 $5.00 0.6% 24%