CATO · Expected Move

CATO CORP

The expected move for CATO 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).

CATO straddle price & implied vol

60 sessions

Bars: 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 CATO Expected Move
30-Day Straddle
$7.97
7-Day Straddle
$15.00
30-Day ATM IV
141.7%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to CATO'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.
CATO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $7.97 $15.00 141.7% 21%
20261106 $5.22 $7.83 — —
20261105 $1.00 $3.00 135.2% 19%
20261104 $7.90 $7.90 129.5% 18%
20261103 $12.75 $12.75 105.5% 11%
20261102 $12.70 $12.70 130.7% 19%
20261030 $0.85 $0.85 101.6% 12%
20261029 $10.00 $10.00 111.5% 14%
20261028 $10.25 $10.25 123.5% 17%
20261027 $12.65 $12.65 122.6% 17%
20261026 $0.85 $0.85 96.3% 10%
20261023 $5.28 $5.28 — —
20261022 $0.57 $0.57 96.4% 10%
20261021 $1.00 $1.00 80.8% 6%
20261020 $0.72 $0.72 79.8% 6%
20261019 $0.48 $0.48 78.6% 6%
20261016 $2.95 $0.53 — —
20261015 $0.47 $0.30 75.6% 5%
20261014 $15.00 $0.62 124.5% 18%
20261013 $2.85 $2.95 122.8% 17%
20261012 $0.80 $0.33 120.9% 17%
20261009 $0.75 $0.65 126.0% 18%
20261008 $0.75 $0.65 126.7% 18%
20261007 $15.00 $0.65 125.9% 18%
20261006 $0.80 $0.65 124.9% 18%
20261005 $0.75 $0.65 124.1% 18%
20261002 $0.68 $0.68 121.3% 17%
20261001 $0.70 $0.70 161.8% 27%
20260930 $0.60 $0.60 — —
20260929 $7.83 $7.83 — —
20260928 $0.68 $0.68 136.3% 21%
20260925 $0.65 $0.65 126.5% 18%
20260924 $7.88 $7.88 100.0% 11%
20260923 $7.75 $7.75 113.0% 15%
20260922 $2.75 $2.75 98.1% 11%
20260921 $2.98 $2.98 — —
20260918 $7.92 $7.83 109.4% 14%
20260917 $2.95 $0.50 — —
20260916 $15.00 $0.80 105.5% 13%
20260915 $1.02 $0.88 104.1% 12%
20260914 $0.85 $0.72 80.2% 6%
20260911 $0.88 $0.62 63.0% 2%
20260910 $7.67 $0.43 195.2% 36%
20260909 $0.75 $2.88 — —
20260908 $0.65 $0.47 105.1% 13%
20260904 $0.80 $0.53 114.4% 15%
20260903 $3.00 $0.72 114.7% 15%
20260902 $0.35 $0.35 85.1% 8%
20260901 $5.00 $5.00 98.5% 11%
20260831 $0.60 $0.60 118.8% 16%
20260828 $2.58 $2.58 115.6% 15%
20260827 $0.50 $0.50 90.6% 9%
20260826 $7.95 $7.95 89.4% 9%
20260825 $0.80 $0.80 88.0% 8%
20260824 $2.95 $2.95 81.9% 7%
20260821 $0.90 $0.62 91.1% 9%
20260820 $1.48 $0.72 153.3% 25%
20260819 $3.83 $1.35 — —
20260818 $1.35 $1.05 136.5% 21%
20260817 $1.30 $0.85 123.3% 17%

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.