CDEI · Expected Move
Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF · ETF
The expected move for CDEI 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).
CDEI 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 CDEI Expected Move
30-Day Straddle
$7.10
7-Day Straddle
$7.10
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to CDEI'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.
CDEI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260708 | $7.10 | $7.10 | — | — |
| 20260707 | $7.10 | $7.10 | — | — |
| 20260706 | $7.10 | $7.10 | — | — |
| 20260702 | $7.10 | $7.10 | — | — |
| 20260701 | $7.10 | $7.10 | — | — |
| 20260630 | $7.10 | $7.10 | — | — |
| 20260629 | $7.10 | $7.10 | — | — |
| 20260626 | $7.10 | $7.10 | — | — |
| 20260625 | $7.10 | $7.10 | — | — |
| 20260624 | $7.10 | $7.10 | — | — |
| 20260623 | $7.10 | $7.10 | — | — |
| 20260622 | $7.10 | $7.10 | — | — |
| 20260618 | $4.58 | $4.58 | — | — |
| 20260617 | $4.58 | $4.58 | — | — |
| 20260616 | $4.58 | $4.58 | — | — |
| 20260615 | $4.58 | $4.58 | — | — |
| 20260613 | $4.58 | $4.58 | — | — |
| 20260612 | $4.58 | $4.58 | — | — |
| 20260611 | $4.58 | $4.58 | 70.7% | 100% |
| 20260610 | $4.58 | $4.58 | 68.1% | 100% |
| 20260609 | $4.58 | $4.58 | 63.2% | 100% |
| 20260608 | $4.58 | $4.58 | 58.3% | 100% |
| 20260605 | $4.58 | $4.58 | 51.9% | 100% |
| 20260604 | $4.58 | $4.58 | 41.3% | 84% |
| 20260603 | $4.58 | $4.58 | 45.7% | 100% |
| 20260602 | $4.58 | $4.58 | 39.8% | 98% |
| 20260601 | $4.58 | $4.58 | 37.4% | 88% |
| 20260529 | $4.58 | $4.58 | 35.9% | 81% |
| 20260528 | $4.58 | $4.58 | 36.5% | 85% |
| 20260527 | $4.58 | $4.58 | 37.4% | 88% |
| 20260526 | $4.58 | $4.58 | 35.9% | 82% |
| 20260522 | $4.58 | $4.58 | 33.8% | 74% |
| 20260521 | $4.58 | $4.58 | 34.7% | 78% |
| 20260520 | $4.58 | $4.58 | 34.9% | 79% |
| 20260519 | $4.58 | $4.58 | 34.7% | 79% |
| 20260518 | $4.58 | $4.58 | 34.5% | 78% |
| 20260515 | $4.58 | $3.45 | 32.6% | 70% |
| 20260514 | $4.58 | $3.45 | 30.6% | 62% |
| 20260513 | $4.58 | $3.45 | 31.5% | 66% |
| 20260512 | $4.58 | $3.45 | 31.7% | 67% |
| 20260511 | $4.58 | $3.45 | 31.4% | 66% |
| 20260510 | $4.58 | $3.45 | — | — |
| 20260508 | $4.58 | $3.45 | 32.9% | 72% |
| 20260507 | $4.58 | $3.45 | 31.9% | 68% |
| 20260506 | $4.58 | $3.45 | 32.4% | 70% |
| 20260505 | $4.33 | $3.08 | 22.3% | 30% |
| 20260504 | $4.22 | $3.12 | 26.0% | 45% |
| 20260502 | $3.12 | $3.12 | — | — |
| 20260501 | $3.12 | $3.12 | 23.7% | 36% |
| 20260430 | $3.12 | $3.12 | 24.7% | 40% |
| 20260429 | $3.15 | $3.15 | 21.6% | 28% |
| 20260428 | $3.15 | $3.15 | 22.3% | 30% |
| 20260427 | $3.15 | $3.15 | 22.3% | 30% |
| 20260424 | $3.12 | $3.12 | 21.1% | 26% |
| 20260423 | $3.05 | $3.05 | 19.5% | 19% |
| 20260422 | $3.25 | $3.25 | 18.5% | 15% |
| 20260421 | $3.25 | $3.25 | 20.9% | 25% |
| 20260420 | $3.40 | $3.40 | 21.1% | 26% |
| 20260417 | $3.30 | $1.45 | 18.5% | 15% |
| 20260416 | $3.35 | $1.83 | 19.2% | 18% |
More on CDEI
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.