CBSH · Expected Move

Commerce Bancshares Inc

The expected move for CBSH 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).

CBSH straddle price & implied vol

60 sessions

Bars: 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 CBSH Expected Move
30-Day Straddle
$3.27
7-Day Straddle
$3.12
30-Day ATM IV
28.5%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to CBSH'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.
CBSH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $3.27 $3.12 28.5% 42%
20261015 $4.10 $3.30 29.1% 45%
20261014 $5.28 $3.03 36.7% 79%
20261013 $3.90 $3.38 28.4% 42%
20261012 $4.67 $4.90 34.6% 69%
20261009 $4.38 $2.90 28.9% 44%
20261008 $4.72 $4.90 33.2% 63%
20261007 $5.33 $5.00 35.8% 74%
20261006 $5.38 $4.97 41.5% 100%
20261005 $5.55 $5.00 36.6% 80%
20261002 $5.03 $5.03 40.9% 99%
20261001 $5.00 $5.00 34.6% 71%
20260930 $5.00 $5.00 33.5% 66%
20260929 $3.60 $3.60 41.0% 100%
20260928 $4.95 $4.95 39.4% 93%
20260925 $4.95 $4.95 25.6% 30%
20260924 $5.07 $5.07 29.1% 46%
20260923 $4.80 $4.80 26.7% 35%
20260922 $3.33 $3.33 25.3% 28%
20260921 $3.72 $3.72 25.1% 16%
20260918 $5.25 $5.10 22.2% 8%
20260917 $5.95 $5.30 19.2% 0%
20260916 $4.53 $5.30 22.6% 9%
20260915 $5.00 $4.75 23.9% 13%
20260914 $4.88 $4.95 21.4% 6%
20260911 $5.25 $4.72 31.8% 34%
20260910 $5.17 $4.90 36.4% 46%
20260909 $3.80 $5.00 23.5% 12%
20260908 $4.80 $4.45 25.3% 17%
20260904 $5.20 $5.05 23.5% 12%
20260903 $4.75 $5.05 25.6% 17%
20260902 $4.35 $4.35 23.8% 13%
20260901 $4.53 $4.53 22.5% 9%
20260831 $5.15 $5.15 25.0% 16%
20260828 $4.85 $4.85 22.3% 9%
20260827 $5.05 $5.05 23.4% 12%
20260826 $5.22 $5.22 24.9% 16%
20260825 $5.00 $5.00 23.4% 12%
20260824 $5.10 $5.10 24.8% 15%
20260821 $5.05 $4.80 24.8% 15%
20260820 $4.45 $4.10 22.5% 9%
20260819 $4.85 $2.73 33.7% 39%
20260818 $4.95 $3.60 30.3% 30%
20260817 $4.95 $3.47 28.0% 24%
20260814 $4.30 $3.58 28.6% 25%
20260813 $4.80 $3.65 19.0% 0%
20260812 $5.05 $4.80 22.7% 0%
20260811 $5.10 $3.22 32.6% 29%
20260810 $5.25 $3.80 31.1% 24%
20260807 — — 32.7% 29%
20260806 $5.70 $4.80 32.8% 29%
20260805 $3.65 $3.65 29.4% 19%
20260804 $2.62 $2.62 28.2% 16%
20260803 $3.60 $3.60 30.8% 23%
20260731 $4.95 $4.95 28.9% 18%
20260730 $3.80 $3.80 31.7% 26%
20260729 $3.80 $3.80 30.2% 21%
20260728 $3.77 $3.77 30.5% 22%
20260727 $4.95 $4.95 29.2% 18%
20260724 $3.85 $3.85 29.0% 18%

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.