CBRS · Expected Move

Cerebras Systems Inc. Class A Common Stock

The expected move for CBRS 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).

CBRS straddle price & implied vol

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current CBRS Expected Move
30-Day Straddle
$23.60
7-Day Straddle
$12.05
Avg IV
71.5%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to CBRS'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.
CBRS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $23.60 $12.05 71.5% 5%
20261001 $26.35 $13.85 75.7% 11%
20260930 $27.05 $16.70 73.6% 8%
20260929 $33.30 $20.00 78.9% 17%
20260928 $33.80 $14.45 75.6% 11%
20260925 $32.10 $17.90 76.9% 13%
20260924 $33.70 $17.30 73.9% 9%
20260923 $33.55 $18.40 71.4% 4%
20260922 $36.10 $19.75 68.6% 0%
20260921 $34.90 $13.70 69.1% 0%
20260918 $30.65 $14.10 89.3% 32%
20260917 $31.25 $15.20 87.9% 30%
20260916 $29.70 $16.55 85.5% 26%
20260915 $28.80 $17.00 86.0% 27%
20260914 $30.10 $11.35 89.5% 33%
20260911 $29.00 $13.45 69.3% 0%
20260910 $30.20 $15.95 73.7% 0%
20260909 $33.50 $18.70 74.5% 0%
20260908 $33.25 $19.95 77.9% 6%
20260904 $33.70 $15.85 74.3% 0%
20260903 $29.15 $14.40 75.2% 0%
20260902 $27.90 $16.00 77.3% 0%
20260901 $29.05 $16.25 80.5% 1%
20260831 $32.30 $11.70 79.8% 0%
20260828 $28.35 $12.90 89.0% 0%
20260827 $34.05 $19.35 91.5% 0%
20260826 $35.10 $21.00 95.2% 5%
20260825 $35.50 $21.65 98.8% 15%
20260824 $37.45 $14.85 101.4% 21%
20260821 $38.25 $18.60 98.1% 13%
20260820 $42.85 $23.60 97.9% 12%
20260819 $48.85 $26.35 93.3% 0%
20260818 $48.65 $30.25 100.9% 3%
20260817 $58.15 $25.50 102.1% 7%
20260814 $45.35 $21.60 100.0% 0%
20260813 $49.35 $26.65 102.1% 0%
20260812 $68.20 $45.05 108.4% 8%
20260811 $59.00 $38.40 106.4% 0%
20260810 $62.80 $32.50 111.7% 19%
20260806 $58.40 $37.75 121.4% 60%
20260805 $58.70 $38.20 122.2% 63%
20260804 $64.00 $45.00 123.8% 70%
20260803 $63.25 $24.95 123.9% 71%
20260731 $53.40 $24.90 124.3% 72%
20260730 $55.30 $28.15 125.0% 75%
20260729 $49.00 $26.10 131.0% 100%
20260728 $56.65 $32.10 126.6% 96%
20260727 $55.15 $21.70 126.8% 97%
20260724 $55.55 $26.10 124.1% 84%
20260723 $62.15 $34.10 126.8% 97%
20260722 $57.50 $34.55 121.2% 69%
20260721 $54.70 $32.60 117.9% 53%
20260720 $45.75 $18.40 112.5% 26%
20260716 $44.25 $23.45 114.1% 34%
20260715 $46.75 $24.90 115.1% 39%
20260714 $51.70 $29.25 110.3% 16%
20260713 $51.30 $20.20 111.1% 20%
20260710 $51.70 $23.60 107.1% 0%
20260709 $46.85 $24.70 110.4% 13%

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.