CCRN · Expected Move

Cross Country Healthcare Inc

The expected move for CCRN 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).

CCRN 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 CCRN Expected Move
30-Day Straddle
$0.65
7-Day Straddle
$0.65
30-Day ATM IV
141.4%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to CCRN'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.
CCRN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260720 $0.65 $0.65 141.4% 35%
20260716 $7.65 $7.70 136.1% 33%
20260715 $2.65 $2.73 139.7% 34%
20260714 $7.97 $0.57 — —
20260713 $3.00 $2.58 67.9% 12%
20260710 $0.78 $2.58 114.9% 27%
20260709 $2.98 $2.58 164.2% 42%
20260708 $0.55 $2.95 141.3% 35%
20260707 $3.08 $2.98 139.2% 34%
20260706 $4.95 $2.98 123.5% 29%
20260702 $0.55 $0.55 116.3% 27%
20260701 $2.60 $2.60 144.4% 36%
20260630 $2.60 $2.60 148.3% 37%
20260629 $2.60 $2.60 148.2% 37%
20260626 $3.17 $3.17 131.4% 32%
20260625 $0.95 $0.95 55.9% 8%
20260624 $9.90 $9.90 — —
20260623 $4.90 $4.90 44.2% 5%
20260622 $2.98 $2.98 79.5% 16%
20260618 $0.60 $2.65 29.1% 0%
20260617 $15.00 $15.00 88.8% 16%
20260616 $2.82 $15.00 79.6% 13%
20260615 $0.97 $0.25 75.7% 12%
20260613 $7.97 $7.70 — —
20260612 $8.00 $7.70 83.9% 14%
20260611 $9.90 $0.22 170.8% 42%
20260610 $4.95 $0.20 149.4% 35%
20260609 $15.00 $7.58 147.6% 35%
20260608 $4.80 $2.90 147.5% 35%
20260605 $0.95 $2.70 157.2% 38%
20260604 $4.80 $2.58 137.4% 31%
20260603 $4.80 $4.30 75.3% 11%
20260602 $2.12 $2.12 75.0% 11%
20260601 $2.52 $2.52 134.7% 31%
20260529 $2.57 $2.57 78.7% 13%
20260528 $4.80 $4.80 115.1% 24%
20260527 $9.90 $9.90 75.4% 11%
20260526 $4.80 $4.80 96.5% 18%
20260522 $9.90 $9.90 — —
20260521 $4.80 $4.80 95.2% 18%
20260520 $4.80 $4.80 96.2% 18%
20260519 $2.58 $2.58 70.1% 10%
20260518 $5.00 $5.00 94.2% 18%
20260515 $10.00 $15.00 — —
20260514 $5.00 $0.42 87.2% 15%
20260513 $5.00 $2.42 88.2% 16%
20260512 $7.67 $2.42 — —
20260511 $2.70 $4.90 86.7% 15%
20260510 $7.70 $8.12 — —
20260508 $7.70 $8.12 — —
20260507 $0.35 $7.85 — —
20260506 $4.50 $2.95 238.0% 64%
20260505 $1.27 $4.82 350.2% 100%
20260504 $3.05 $3.08 — —
20260502 $2.85 $2.85 — —
20260501 $2.85 $2.85 — —
20260430 $2.85 $2.85 55.9% 8%
20260429 $2.85 $2.85 — —
20260428 $1.32 $1.32 103.8% 32%
20260427 $3.02 $3.02 140.0% 50%

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.