CBOE (Cboe Global Markets, Inc.)

Expected Move & Straddle Price History

The expected move for CBOE 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 CBOE Expected Move
30-Day Straddle
$21.75
7-Day Straddle
$14.85
Avg IV
0.5%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to CBOE'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.
CBOE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260616 $21.75 $14.85 0.5% 59%
20260615 $22.65 $8.32 0.4% 48%
20260613 $20.85 $9.70 0.5% 60%
20260612 $20.85 $9.40 0.5% 57%
20260611 $22.00 $12.30 0.5% 58%
20260610 $23.15 $13.75 0.5% 66%
20260609 $22.60 $13.70 0.5% 65%
20260608 $23.95 $10.75 0.5% 64%
20260605 $21.45 $12.45 0.5% 68%
20260604 $21.60 $13.05 0.5% 66%
20260603 $22.95 $15.60 0.5% 63%
20260602 $24.75 $17.15 0.5% 72%
20260601 $21.90 $10.88 0.5% 52%
20260529 $18.75 $8.55 0.4% 30%
20260528 $19.95 $9.53 0.5% 71%
20260527 $21.15 $11.30 0.3% 26%
20260526 $22.30 $13.40 0.4% 38%
20260522 $20.50 $8.15 0.5% 55%
20260521 $20.40 $9.20 0.5% 64%
20260520 $22.25 $12.30 0.5% 67%
20260519 $22.50 $12.60 0.5% 54%
20260518 $23.80 $9.93 0.5% 67%
20260515 $20.55 $9.25 0.3% 19%
20260514 $21.20 $8.68 0.3% 18%
20260513 $22.60 $12.45 0.2% 9%
20260512 $21.35 $12.00 0.3% 24%
20260511 $21.35 $7.92 0.3% 11%
20260510 $21.35 $8.35 0.3% 17%
20260508 $18.25 $8.35 0.5% 69%
20260507 $18.20 $9.35 0.4% 51%
20260506 $19.00 $10.25 0.3% 30%
20260505 $19.90 $11.65 0.5% 62%
20260504 $20.45 $8.15 0.3% 14%
20260502 $17.15 $9.28 0.5% 70%
20260501 $16.85 $8.25 0.5% 61%
20260430 $17.85 $11.80 0.5% 60%
20260429 $18.95 $12.40 0.3% 22%
20260428 $19.00 $12.45 0.5% 39%
20260427 $18.65 $10.85 0.5% 37%
20260424 $17.80 $10.85 0.3% 12%
20260423 $18.55 $11.90 0.5% 44%
20260422 $18.50 $11.85 0.5% 38%
20260421 $18.60 $12.90 0.5% 39%
20260420 $18.65 $6.88 0.5% 37%
20260417 $16.85 $6.85 0.5% 41%
20260416 $17.55 $8.70 0.4% 25%
20260415 $18.05 $8.75 0.3% 18%
20260414 $16.70 $8.80 0.5% 38%
20260413 $18.35 $6.60 0.4% 32%
20260410 $17.55 $7.80 0.3% 10%
20260409 $17.35 $8.70 0.5% 37%
20260408 $18.30 $9.05 0.3% 8%
20260407 $18.95 $11.10 0.5% 38%
20260406 $19.05 $6.50 0.3% 12%
20260402 $17.85 $7.67 0.3% 16%
20260401 $18.05 $8.55 0.4% 33%
20260331 $19.00 $9.30 0.4% 27%
20260330 $20.35 $6.22 0.3% 20%
20260327 $18.15 $8.32 0.5% 39%
20260326 $17.15 $8.40 0.4% 34%