CCOR · Expected Move
Core Alternative Capital · ETF
The expected move for CCOR 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).
CCOR 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 CCOR Expected Move
30-Day Straddle
$1.67
7-Day Straddle
$3.05
30-Day ATM IV
30.1%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to CCOR'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.
CCOR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $1.67 | $3.05 | 30.1% | 21% |
| 20261008 | $1.65 | $1.32 | 35.5% | 28% |
| 20261007 | $1.68 | $1.32 | 36.0% | 29% |
| 20261006 | $1.60 | $1.32 | 37.4% | 31% |
| 20261005 | $1.57 | $1.30 | 40.2% | 35% |
| 20261002 | $1.30 | $1.30 | 46.5% | 44% |
| 20261001 | $1.35 | $1.35 | 50.4% | 49% |
| 20260930 | $1.38 | $1.38 | 53.4% | 53% |
| 20260929 | $1.35 | $1.35 | 42.7% | 38% |
| 20260928 | $3.10 | $3.10 | 48.1% | 46% |
| 20260925 | $1.48 | $1.48 | 33.4% | 25% |
| 20260924 | $1.50 | $1.50 | 44.6% | 41% |
| 20260923 | $1.40 | $1.40 | 43.8% | 40% |
| 20260922 | $1.38 | $1.38 | 40.1% | 35% |
| 20260921 | $1.38 | $1.38 | 32.3% | 24% |
| 20260918 | $1.50 | $3.30 | 41.8% | 37% |
| 20260917 | $1.50 | $1.32 | 27.2% | 16% |
| 20260916 | $1.50 | $1.40 | 26.3% | 15% |
| 20260915 | $1.52 | $1.35 | 28.2% | 18% |
| 20260914 | $3.23 | $1.35 | 27.5% | 17% |
| 20260911 | $1.57 | $1.40 | 30.4% | 21% |
| 20260910 | $1.62 | $1.43 | 29.9% | 20% |
| 20260909 | $1.65 | $1.45 | 27.4% | 17% |
| 20260908 | $1.58 | $1.40 | 25.7% | 14% |
| 20260904 | $1.68 | $1.48 | 25.2% | 14% |
| 20260903 | $1.75 | $1.50 | 19.3% | 5% |
| 20260902 | $1.55 | $1.55 | 16.1% | 1% |
| 20260901 | $1.52 | $1.52 | 20.6% | 7% |
| 20260831 | $1.52 | $1.52 | 17.9% | 3% |
| 20260828 | $1.60 | $1.60 | 23.2% | 11% |
| 20260827 | $1.62 | $1.62 | 24.0% | 12% |
| 20260826 | $1.65 | $1.65 | 16.3% | 1% |
| 20260825 | $1.65 | $1.65 | 21.5% | 8% |
| 20260824 | $3.40 | $3.40 | 22.9% | 10% |
| 20260821 | $1.62 | $3.42 | 22.2% | 9% |
| 20260820 | $1.62 | $1.45 | 15.5% | 0% |
| 20260819 | $1.57 | $1.35 | 21.3% | 7% |
| 20260818 | $1.65 | $1.50 | 16.3% | 0% |
| 20260817 | $1.62 | $1.45 | 23.2% | 2% |
| 20260814 | $1.70 | $1.45 | 21.6% | 0% |
| 20260813 | $1.65 | $1.45 | 24.7% | 5% |
| 20260812 | $1.73 | $1.48 | 21.6% | 0% |
| 20260811 | $1.65 | $1.45 | 31.6% | 11% |
| 20260810 | $2.05 | $1.70 | 36.1% | 18% |
| 20260807 | — | — | 32.0% | 12% |
| 20260806 | $2.12 | $1.83 | 34.0% | 15% |
| 20260805 | $1.73 | $1.73 | 33.0% | 13% |
| 20260804 | $1.73 | $1.73 | 33.1% | 13% |
| 20260803 | $1.82 | $1.82 | 34.8% | 16% |
| 20260731 | $1.80 | $1.80 | 48.8% | 39% |
| 20260730 | $1.88 | $1.88 | 49.0% | 39% |
| 20260729 | $1.77 | $1.77 | 34.1% | 15% |
| 20260728 | $1.75 | $1.75 | 36.8% | 22% |
| 20260727 | $1.93 | $1.93 | 52.3% | 47% |
| 20260724 | $1.82 | $1.82 | 53.8% | 49% |
| 20260723 | $1.80 | $1.80 | 54.1% | 50% |
| 20260722 | $1.80 | $1.80 | 54.7% | 51% |
| 20260721 | $1.82 | $1.82 | 53.9% | 50% |
| 20260720 | $1.88 | $1.88 | 52.8% | 48% |
| 20260716 | $1.85 | $1.50 | 49.4% | 43% |
More on CCOR
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.