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
$24.50
7-Day Straddle
$11.90
Avg IV
0.5%
IV Rank
56%
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
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%
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%