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
$24.70
7-Day Straddle
$15.45
Avg IV
0.5%
IV Rank
70%
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
20260915 $24.70 $15.45 0.5% 70%
20260914 $25.35 $9.85 0.5% 64%
20260911 $22.25 $12.55 0.5% 55%
20260910 $23.55 $12.95 0.4% 44%
20260909 $24.15 $13.30 0.4% 49%
20260908 $24.40 $15.40 0.5% 51%
20260904 $22.45 $11.55 0.5% 53%
20260903 $23.35 $12.55 0.4% 40%
20260902 $22.90 $12.05 0.4% 48%
20260901 $23.55 $13.65 0.4% 42%
20260831 $24.10 $10.47 0.5% 55%
20260828 $21.15 $8.85 0.4% 30%
20260827 $23.15 $12.20 0.4% 29%
20260826 $23.65 $13.65 0.5% 50%
20260825 $24.35 $14.30 0.4% 38%
20260824 $24.60 $10.85 0.4% 45%
20260821 $22.75 $11.50 0.6% 83%
20260820 $23.30 $13.45 0.6% 77%
20260819 $24.05 $14.25 0.6% 84%
20260818 $22.75 $13.50 0.6% 73%
20260817 $23.00 $8.70 0.5% 54%
20260814 $21.70 $10.35 0.4% 40%
20260813 $21.80 $12.35 0.5% 53%
20260812 $22.00 $12.80 0.4% 33%
20260811 $22.20 $13.25 0.4% 43%
20260810 $23.65 $8.77 0.4% 44%
20260806 $23.05 $13.40 0.5% 56%
20260805 $24.15 $14.05 0.5% 56%
20260804 $25.50 $16.05 0.5% 59%
20260803 $26.60 $10.85 0.5% 60%
20260731 $24.50 $11.90 0.5% 56%
20260730 $27.55 $18.10 0.5% 65%
20260729 $28.35 $19.50 0.5% 66%
20260728 $28.50 $18.75 0.5% 67%
20260727 $28.10 $14.30 0.5% 56%
20260724 $25.20 $15.45 0.5% 68%
20260723 $25.80 $16.35 0.5% 66%
20260722 $25.45 $15.90 0.5% 61%
20260721 $26.70 $17.80 0.5% 59%
20260720 $27.40 $10.35 0.5% 61%
20260716 $25.50 $12.70 0.5% 64%
20260715 $25.95 $14.75 0.5% 60%
20260714 $26.95 $14.65 0.5% 61%
20260713 $27.60 $10.40 0.5% 57%
20260710 $23.20 $10.30 0.5% 59%
20260709 $24.60 $11.95 0.5% 60%
20260708 $25.75 $13.70 0.5% 62%
20260707 $24.60 $14.30 0.5% 59%
20260706 $25.00 $9.75 0.5% 65%
20260702 $22.50 $11.50 0.5% 69%
20260701 $23.25 $13.10 0.6% 77%
20260630 $24.55 $14.30 0.6% 86%
20260629 $24.10 $8.28 0.6% 81%
20260626 $20.85 $10.25 0.6% 72%
20260625 $22.80 $12.45 0.6% 83%
20260624 $24.25 $14.90 0.7% 97%
20260623 $23.80 $15.70 0.5% 71%
20260622 $23.70 $10.95 0.5% 70%
20260618 $23.45 $12.75 0.5% 59%
20260617 $24.80 $18.10 0.7% 100%