CBOE · Expected Move
Cboe Global Markets, Inc.
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).
CBOE straddle price & implied vol
60 sessionsBars: 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 CBOE Expected Move
30-Day Straddle
$28.95
7-Day Straddle
$15.75
30-Day ATM IV
38.9%
IV Rank
58%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $28.95 | $15.75 | 38.9% | 58% |
| 20261029 | $28.30 | $17.65 | 39.8% | 65% |
| 20261028 | $27.95 | $19.15 | 38.2% | 53% |
| 20261027 | $28.70 | $19.70 | 38.2% | 53% |
| 20261026 | $29.50 | $16.05 | 37.8% | 49% |
| 20261023 | $29.05 | $18.00 | 38.4% | 55% |
| 20261022 | $29.35 | $18.65 | 39.5% | 63% |
| 20261021 | $28.70 | $19.25 | 39.5% | 63% |
| 20261020 | $28.75 | $19.20 | 39.6% | 63% |
| 20261019 | $29.35 | $10.30 | 40.3% | 69% |
| 20261016 | $28.55 | $13.10 | 40.6% | 71% |
| 20261015 | $29.35 | $15.50 | 41.8% | 80% |
| 20261014 | $30.35 | $17.60 | 44.3% | 100% |
| 20261013 | $28.65 | $16.85 | 41.8% | 84% |
| 20261012 | $29.30 | $13.90 | 41.5% | 82% |
| 20261009 | $27.45 | $12.80 | 40.4% | 73% |
| 20261008 | $27.55 | $14.65 | 41.6% | 83% |
| 20261007 | $26.30 | $12.90 | 40.7% | 83% |
| 20261006 | $26.55 | $14.05 | 41.1% | 85% |
| 20261005 | $28.10 | $12.85 | 42.4% | 93% |
| 20261002 | $24.70 | $11.80 | 41.0% | 85% |
| 20261001 | $26.45 | $13.25 | 41.7% | 89% |
| 20260930 | $27.10 | $14.60 | 43.2% | 97% |
| 20260929 | $25.15 | $14.15 | 40.9% | 84% |
| 20260928 | $22.80 | $10.25 | 37.4% | 66% |
| 20260925 | $19.90 | $10.55 | 35.2% | 53% |
| 20260924 | $21.40 | $11.35 | 35.9% | 57% |
| 20260923 | $20.85 | $12.50 | 33.8% | 46% |
| 20260922 | $21.65 | $12.45 | 34.3% | 48% |
| 20260921 | $22.05 | $8.85 | 34.4% | 49% |
| 20260918 | $20.75 | $9.85 | 33.7% | 45% |
| 20260917 | $21.05 | $11.40 | 34.4% | 53% |
| 20260916 | $24.05 | $14.25 | 39.0% | 76% |
| 20260915 | $24.70 | $15.45 | 39.6% | 79% |
| 20260914 | $25.35 | $9.85 | 36.9% | 66% |
| 20260911 | $22.25 | $12.55 | 36.0% | 61% |
| 20260910 | $23.55 | $12.95 | 36.0% | 61% |
| 20260909 | $24.15 | $13.30 | 35.8% | 60% |
| 20260908 | $24.40 | $15.40 | 35.8% | 60% |
| 20260904 | $22.45 | $11.55 | 34.0% | 51% |
| 20260903 | $23.35 | $12.55 | 34.8% | 55% |
| 20260902 | $22.90 | $12.05 | 34.1% | 52% |
| 20260901 | $23.55 | $13.65 | 32.6% | 44% |
| 20260831 | $24.10 | $10.47 | 33.9% | 51% |
| 20260828 | $21.15 | $8.85 | 31.4% | 38% |
| 20260827 | $23.15 | $12.20 | 32.9% | 46% |
| 20260826 | $23.65 | $13.65 | 32.9% | 46% |
| 20260825 | $24.35 | $14.30 | 33.8% | 51% |
| 20260824 | $24.60 | $10.85 | 33.8% | 50% |
| 20260821 | $22.75 | $11.50 | 34.4% | 53% |
| 20260820 | $23.30 | $13.45 | 34.7% | 55% |
| 20260819 | $24.05 | $14.25 | 36.8% | 65% |
| 20260818 | $22.75 | $13.50 | 33.6% | 49% |
| 20260817 | $23.00 | $8.70 | 32.4% | 43% |
| 20260814 | $21.70 | $10.35 | 32.9% | 46% |
| 20260813 | $21.80 | $12.35 | 33.0% | 46% |
| 20260812 | $22.00 | $12.80 | 33.0% | 46% |
| 20260811 | $22.20 | $13.25 | 33.9% | 51% |
| 20260810 | $23.65 | $8.77 | 34.6% | 54% |
| 20260807 | — | — | 34.1% | 52% |
More on CBOE
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