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: average implied volatility (right axis).
Current CCAP Expected Move
30-Day Straddle
$1.32
7-Day Straddle
$1.32
Avg IV
183.6%
IV Rank
70%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $1.32 | $1.32 | 183.6% | 70% |
| 20260928 | $8.28 | $8.28 | 128.2% | 45% |
| 20260925 | $0.80 | $0.80 | 128.7% | 45% |
| 20260924 | $1.43 | $1.43 | 110.6% | 37% |
| 20260923 | $0.77 | $0.77 | 109.8% | 37% |
| 20260922 | $0.65 | $0.65 | 142.7% | 51% |
| 20260921 | $0.62 | $0.62 | 103.3% | 34% |
| 20260918 | $1.10 | $0.47 | 79.4% | 23% |
| 20260917 | $1.30 | $0.42 | 104.5% | 34% |
| 20260916 | $1.10 | $0.32 | 92.2% | 29% |
| 20260915 | $1.25 | $0.32 | 95.7% | 30% |
| 20260914 | $0.80 | $0.45 | 123.5% | 43% |
| 20260911 | $0.93 | $0.75 | 118.9% | 41% |
| 20260910 | $1.55 | $0.42 | 87.4% | 27% |
| 20260909 | $0.75 | $0.35 | 107.5% | 36% |
| 20260908 | $0.80 | $0.62 | 104.4% | 34% |
| 20260904 | $0.93 | $0.62 | 101.8% | 33% |
| 20260903 | $1.35 | $0.95 | 99.3% | 32% |
| 20260902 | $0.70 | $0.70 | 158.0% | 58% |
| 20260901 | $0.97 | $0.97 | 192.8% | 73% |
| 20260831 | $0.90 | $0.90 | 93.2% | 29% |
| 20260828 | $1.20 | $1.20 | 197.0% | 75% |
| 20260827 | $1.25 | $1.25 | 61.6% | 15% |
| 20260826 | $1.43 | $1.43 | 152.2% | 55% |
| 20260825 | $0.93 | $0.93 | 137.6% | 49% |
| 20260824 | $1.03 | $1.03 | 80.8% | 23% |
| 20260821 | $1.48 | $0.70 | 146.0% | 52% |
| 20260820 | $1.10 | $1.02 | 156.9% | 57% |
| 20260819 | $1.43 | $8.50 | 117.4% | 40% |
| 20260818 | $1.48 | $8.50 | 36.4% | 4% |
| 20260817 | $1.65 | $1.17 | 136.4% | 48% |
| 20260814 | $1.93 | $2.20 | 152.0% | 55% |
| 20260813 | $1.02 | $0.95 | 28.6% | 0% |
| 20260812 | $2.00 | $1.73 | 142.7% | 51% |
| 20260811 | $1.27 | $2.77 | 39.1% | 4% |
| 20260810 | $1.45 | $2.23 | 75.5% | 21% |
| 20260806 | $1.55 | $9.50 | 104.0% | 33% |
| 20260805 | $2.85 | $2.85 | 250.5% | 99% |
| 20260804 | $1.40 | $1.40 | 183.8% | 69% |
| 20260803 | $1.12 | $1.12 | 190.7% | 72% |
| 20260731 | $1.30 | $1.30 | 152.2% | 55% |
| 20260730 | $1.38 | $1.38 | 185.9% | 70% |
| 20260729 | $1.35 | $1.35 | 170.6% | 63% |
| 20260728 | $1.43 | $1.43 | 185.6% | 70% |
| 20260727 | $1.43 | $1.43 | 149.8% | 54% |
| 20260724 | $1.35 | $1.35 | 140.5% | 50% |
| 20260723 | $1.12 | $1.12 | 139.0% | 49% |
| 20260722 | $1.60 | $1.60 | 156.0% | 57% |
| 20260721 | $1.07 | $1.07 | 130.6% | 45% |
| 20260720 | $1.15 | $1.15 | 117.4% | 39% |
| 20260716 | $1.07 | $1.77 | 46.2% | 7% |
| 20260715 | $1.45 | $1.35 | 91.4% | 28% |
| 20260714 | $2.20 | $1.93 | 65.2% | 16% |
| 20260713 | $1.40 | $1.38 | 127.9% | 44% |
| 20260710 | $1.12 | $1.82 | 32.2% | 1% |
| 20260709 | $1.40 | $1.25 | 118.2% | 40% |
| 20260708 | $1.45 | $2.10 | 102.0% | 32% |
| 20260707 | $1.48 | $1.27 | 41.6% | 5% |
| 20260706 | $2.20 | $1.45 | 129.9% | 45% |
| 20260702 | $1.30 | $1.30 | 145.5% | 52% |
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.