CCAP · Expected Move
Crescent Capital BDC, Inc. Common stock
The expected move for CCAP 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).
CCAP 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 CCAP Expected Move
30-Day Straddle
$1.40
7-Day Straddle
$0.93
30-Day ATM IV
73.7%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to CCAP'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.
CCAP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $1.40 | $0.93 | 73.7% | 47% |
| 20261112 | $4.90 | $1.70 | 44.8% | 20% |
| 20261111 | $1.73 | $1.32 | 60.7% | 35% |
| 20261110 | $1.27 | $0.90 | 42.1% | 17% |
| 20261109 | $0.95 | $1.15 | 61.0% | 35% |
| 20261106 | $1.07 | $8.18 | 53.8% | 28% |
| 20261105 | $1.05 | $0.70 | 74.5% | 48% |
| 20261104 | $0.68 | $0.68 | 40.7% | 16% |
| 20261103 | $3.30 | $3.30 | 78.9% | 52% |
| 20261102 | $0.77 | $0.77 | 46.8% | 22% |
| 20261030 | $3.38 | $3.38 | 74.8% | 49% |
| 20261029 | $0.90 | $0.90 | 48.1% | 23% |
| 20261028 | $3.58 | $3.58 | 72.8% | 47% |
| 20261027 | $0.97 | $0.97 | 100.8% | 74% |
| 20261026 | $1.68 | $1.68 | 62.3% | 36% |
| 20261023 | $1.32 | $1.32 | 73.9% | 48% |
| 20261022 | $8.88 | $8.88 | 45.3% | 20% |
| 20261021 | $1.57 | $1.57 | 72.8% | 47% |
| 20261020 | $1.62 | $1.62 | 69.9% | 44% |
| 20261019 | $1.45 | $1.45 | 69.3% | 43% |
| 20261016 | $1.10 | $1.38 | — | — |
| 20261015 | $1.05 | $1.20 | 28.3% | 4% |
| 20261014 | $1.12 | $1.38 | 81.4% | 55% |
| 20261013 | $0.70 | $8.22 | 55.2% | 30% |
| 20261012 | $1.45 | $1.23 | 27.5% | 3% |
| 20261009 | $1.23 | $8.80 | 128.3% | 100% |
| 20261008 | $1.35 | $1.18 | 41.1% | 23% |
| 20261007 | $1.43 | $1.18 | 46.2% | 30% |
| 20261006 | $1.40 | $1.00 | 34.4% | 14% |
| 20261005 | $1.45 | $1.10 | 38.5% | 10% |
| 20261002 | $1.25 | $1.25 | 52.1% | 20% |
| 20261001 | $8.50 | $8.50 | 37.6% | 9% |
| 20260930 | $8.45 | $8.45 | 51.6% | 19% |
| 20260929 | $1.32 | $1.32 | 45.6% | 15% |
| 20260928 | $8.28 | $8.28 | 43.2% | 13% |
| 20260925 | $0.80 | $0.80 | 32.2% | 6% |
| 20260924 | $1.43 | $1.43 | 59.6% | 25% |
| 20260923 | $0.77 | $0.77 | 42.3% | 13% |
| 20260922 | $0.65 | $0.65 | 35.1% | 8% |
| 20260921 | $0.62 | $0.62 | 32.2% | 5% |
| 20260918 | $1.10 | $0.47 | 39.8% | 11% |
| 20260917 | $1.30 | $0.42 | 30.3% | 4% |
| 20260916 | $1.10 | $0.32 | — | — |
| 20260915 | $1.25 | $0.32 | 37.7% | 9% |
| 20260914 | $0.80 | $0.45 | 30.3% | 4% |
| 20260911 | $0.93 | $0.75 | 37.5% | 9% |
| 20260910 | $1.55 | $0.42 | 43.0% | 13% |
| 20260909 | $0.75 | $0.35 | 29.0% | 3% |
| 20260908 | $0.80 | $0.62 | 28.0% | 3% |
| 20260904 | $0.93 | $0.62 | 31.5% | 5% |
| 20260903 | $1.35 | $0.95 | 47.2% | 16% |
| 20260902 | $0.70 | $0.70 | 36.2% | 8% |
| 20260901 | $0.97 | $0.97 | 42.6% | 13% |
| 20260831 | $0.90 | $0.90 | 24.4% | 0% |
| 20260828 | $1.20 | $1.20 | 43.7% | 10% |
| 20260827 | $1.25 | $1.25 | 41.3% | 9% |
| 20260826 | $1.43 | $1.43 | — | — |
| 20260825 | $0.93 | $0.93 | 39.6% | 7% |
| 20260824 | $1.03 | $1.03 | 29.5% | 0% |
| 20260821 | $1.48 | $0.70 | 49.3% | 14% |
More on CCAP
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.