CBU · Expected Move
Community Financial System, Inc.
The expected move for CBU 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).
CBU 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 CBU Expected Move
30-Day Straddle
$5.75
7-Day Straddle
$5.75
30-Day ATM IV
28.9%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to CBU'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.
CBU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.75 | $5.75 | 28.9% | 62% |
| 20261021 | $4.95 | $4.95 | 27.3% | 51% |
| 20261020 | $5.10 | $5.10 | 30.0% | 70% |
| 20261019 | $4.95 | $4.95 | 30.2% | 72% |
| 20261016 | $4.95 | $4.90 | 27.5% | 52% |
| 20261015 | $4.90 | $4.90 | 29.1% | 64% |
| 20261014 | $5.35 | $4.90 | 30.4% | 73% |
| 20261013 | $5.00 | $4.20 | 33.1% | 92% |
| 20261012 | $4.90 | $4.90 | 33.0% | 92% |
| 20261009 | $5.00 | $4.90 | 26.5% | 45% |
| 20261008 | $4.90 | $5.00 | 30.4% | 73% |
| 20261007 | $4.97 | $4.90 | 27.4% | 51% |
| 20261006 | $4.97 | $4.90 | 26.1% | 43% |
| 20261005 | $5.00 | $4.90 | 24.2% | 28% |
| 20261002 | $4.90 | $4.90 | 25.4% | 37% |
| 20261001 | $4.90 | $4.90 | 26.7% | 47% |
| 20260930 | $4.90 | $4.90 | 26.9% | 48% |
| 20260929 | $5.05 | $5.05 | 29.0% | 63% |
| 20260928 | $4.80 | $4.80 | 25.2% | 36% |
| 20260925 | $4.80 | $4.80 | 30.4% | 73% |
| 20260924 | $4.80 | $4.80 | 22.0% | 13% |
| 20260923 | $4.80 | $4.80 | 22.9% | 20% |
| 20260922 | $4.95 | $4.95 | 24.2% | 29% |
| 20260921 | $5.05 | $5.05 | 23.2% | 21% |
| 20260918 | $5.15 | $4.80 | 24.5% | 31% |
| 20260917 | $5.90 | $4.95 | 20.2% | 0% |
| 20260916 | $5.40 | $5.15 | 25.1% | 20% |
| 20260915 | $5.45 | $4.80 | 25.6% | 24% |
| 20260914 | $5.35 | $4.95 | 25.0% | 19% |
| 20260911 | $5.90 | $5.40 | 24.9% | 18% |
| 20260910 | $5.70 | $5.20 | 25.4% | 22% |
| 20260909 | $5.65 | $4.95 | 27.7% | 43% |
| 20260908 | $5.45 | $4.95 | 28.3% | 48% |
| 20260904 | $4.95 | $4.80 | 24.0% | 10% |
| 20260903 | $5.40 | $4.95 | 25.2% | 21% |
| 20260902 | $4.95 | $4.95 | 25.5% | 23% |
| 20260901 | $4.95 | $4.95 | 25.9% | 27% |
| 20260831 | $5.45 | $5.45 | 28.2% | 31% |
| 20260828 | $5.05 | $5.05 | 25.0% | 12% |
| 20260827 | $4.08 | $4.08 | 27.4% | 26% |
| 20260826 | $4.15 | $4.15 | 30.1% | 41% |
| 20260825 | $5.17 | $5.17 | 28.2% | 31% |
| 20260824 | $4.40 | $4.40 | 23.4% | 3% |
| 20260821 | $4.15 | $4.80 | 22.9% | 0% |
| 20260820 | $4.80 | $4.10 | 26.4% | 20% |
| 20260819 | $5.47 | $4.80 | 30.4% | 43% |
| 20260818 | $4.80 | $4.80 | 30.5% | 43% |
| 20260817 | $4.95 | $4.80 | 32.8% | 57% |
| 20260814 | $5.53 | $4.80 | 32.8% | 56% |
| 20260813 | $5.05 | $4.95 | 31.6% | 50% |
| 20260812 | $5.00 | $4.80 | 30.2% | 41% |
| 20260811 | $5.67 | $4.80 | 33.4% | 60% |
| 20260810 | $5.15 | $4.80 | 30.3% | 42% |
| 20260807 | — | — | 27.7% | 27% |
| 20260806 | $5.90 | $5.15 | 27.2% | 21% |
| 20260805 | $4.95 | $4.95 | 26.9% | 20% |
| 20260804 | $5.30 | $5.30 | 28.5% | 28% |
| 20260803 | $4.95 | $4.95 | 30.3% | 37% |
| 20260731 | $4.80 | $4.80 | 33.1% | 30% |
| 20260730 | $5.30 | $5.30 | 32.1% | 27% |
More on CBU
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.