CCOI · Expected Move

Cogent Communications Holdings, Inc.

The expected move for CCOI 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).

CCOI 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 CCOI Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$1.43
30-Day ATM IV
156.8%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to CCOI'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.
CCOI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $1.88 $1.43 156.8% 64%
20261106 $1.88 $1.38 — —
20261105 $1.80 $1.20 138.2% 49%
20261104 $2.12 $2.12 161.4% 68%
20261103 $1.98 $1.98 199.6% 100%
20261102 $2.23 $2.23 178.1% 100%
20261030 $2.30 $2.30 148.6% 98%
20261029 $2.25 $2.25 140.3% 86%
20261028 $1.88 $1.88 113.3% 48%
20261027 $2.22 $2.22 141.0% 87%
20261026 $2.38 $2.38 146.3% 94%
20261023 $2.38 $2.38 142.5% 89%
20261022 $2.42 $2.42 144.3% 92%
20261021 $2.45 $2.45 144.8% 92%
20261020 $2.38 $2.38 134.1% 77%
20261019 $1.88 $1.88 108.0% 41%
20261016 $3.05 $0.50 150.2% 100%
20261015 $2.42 $1.50 117.0% 65%
20261014 $2.65 $1.55 131.8% 90%
20261013 $2.42 $1.60 109.2% 51%
20261012 $2.55 $1.22 114.3% 60%
20261009 $3.20 $2.48 137.4% 100%
20261008 $2.90 $1.23 109.4% 59%
20261007 $3.02 $1.27 109.6% 59%
20261006 $2.58 $1.45 98.2% 37%
20261005 $2.88 $1.72 103.4% 47%
20261002 $1.45 $1.45 100.9% 42%
20261001 $1.25 $1.25 99.2% 41%
20260930 $1.15 $1.15 99.6% 42%
20260929 $1.23 $1.23 107.4% 57%
20260928 $1.32 $1.32 114.5% 70%
20260925 $1.40 $1.40 98.2% 40%
20260924 $1.30 $1.30 92.4% 29%
20260923 $1.55 $1.55 102.7% 48%
20260922 $1.75 $1.75 95.8% 35%
20260921 $1.83 $1.83 96.3% 36%
20260918 $1.98 $1.25 95.9% 35%
20260917 $2.15 $1.03 88.1% 21%
20260916 $2.05 $1.55 95.0% 34%
20260915 $2.15 $1.07 93.5% 31%
20260914 $2.17 $1.07 93.8% 31%
20260911 $2.17 $1.25 93.2% 30%
20260910 $2.38 $1.32 94.1% 32%
20260909 $2.33 $1.38 114.3% 70%
20260908 $2.38 $1.45 117.1% 75%
20260904 $2.30 $1.38 86.1% 17%
20260903 $2.45 $1.42 90.3% 25%
20260902 $1.52 $1.52 91.0% 26%
20260901 $1.75 $1.75 102.2% 47%
20260831 $1.43 $1.43 87.8% 20%
20260828 $1.70 $1.70 94.2% 32%
20260827 $1.68 $1.68 90.8% 26%
20260826 $1.73 $1.73 88.0% 20%
20260825 $1.75 $1.75 89.6% 23%
20260824 $1.92 $1.92 93.2% 30%
20260821 $1.93 $1.23 94.5% 33%
20260820 $2.00 $0.68 90.0% 24%
20260819 $2.17 $0.75 93.7% 31%
20260818 $2.20 $1.78 93.7% 31%
20260817 $2.45 $1.32 91.0% 26%

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.