CDNA · Expected Move

CareDx, Inc.

The expected move for CDNA 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).

CDNA 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 CDNA Expected Move
30-Day Straddle
$12.50
7-Day Straddle
$12.50
30-Day ATM IV
81.6%
IV Rank
80%
Implied one-standard-deviation move through the next 30 days. Compare to CDNA'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.
CDNA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $12.50 $12.50 81.6% 80%
20261023 $12.70 $12.70 81.7% 80%
20261022 $13.30 $13.30 84.0% 84%
20261021 $12.70 $12.70 78.9% 75%
20261020 $13.25 $13.25 81.9% 80%
20261019 $13.50 $13.50 83.6% 83%
20261016 $12.10 $1.92 77.3% 72%
20261015 $12.80 $3.78 76.8% 71%
20261014 $12.65 $3.25 77.3% 72%
20261013 $13.65 $2.90 81.5% 80%
20261012 $13.25 $3.88 77.1% 72%
20261009 $12.50 $4.90 72.2% 63%
20261008 $12.18 $5.15 69.5% 58%
20261007 $13.05 $5.65 72.6% 63%
20261006 $12.85 $5.50 70.2% 59%
20261005 $13.85 $6.65 68.6% 56%
20261002 $6.28 $6.28 64.6% 49%
20261001 $7.18 $7.18 69.6% 58%
20260930 $6.35 $6.35 71.5% 62%
20260929 $6.75 $6.75 67.0% 53%
20260928 $6.38 $6.38 65.3% 50%
20260925 $6.68 $6.68 60.0% 41%
20260924 $5.10 $5.10 47.8% 19%
20260923 $4.25 $4.25 43.9% 11%
20260922 $5.22 $5.22 46.9% 17%
20260921 $3.95 $3.95 43.5% 11%
20260918 $4.50 $1.60 37.6% 0%
20260917 $5.25 $2.20 41.9% 7%
20260916 $5.33 $2.35 42.3% 8%
20260915 $5.25 $3.30 42.4% 8%
20260914 $8.30 $5.30 61.1% 42%
20260911 $5.30 $3.20 43.2% 10%
20260910 $4.88 $3.17 40.1% 4%
20260909 $5.90 $3.12 46.9% 16%
20260908 $4.90 $3.00 37.9% 0%
20260904 $5.18 $3.50 39.5% 3%
20260903 $5.62 $3.00 41.1% 6%
20260902 $2.83 $2.83 43.3% 10%
20260901 $3.30 $3.30 46.3% 12%
20260831 $5.28 $5.28 50.9% 18%
20260828 $3.98 $3.98 37.9% 0%
20260827 $5.18 $5.18 44.8% 5%
20260826 $4.12 $4.12 43.6% 3%
20260825 $3.55 $3.55 42.2% 1%
20260824 $4.35 $4.35 41.9% 1%
20260821 $4.53 $1.75 41.2% 0%
20260820 $5.80 $1.42 45.5% 3%
20260819 $5.35 $2.75 44.6% 2%
20260818 $4.60 $2.47 42.7% 0%
20260817 $5.35 $3.27 48.3% 6%
20260814 $5.22 $1.52 45.3% 2%
20260813 $7.05 $3.18 50.3% 8%
20260812 $7.12 $3.25 51.7% 10%
20260811 $6.22 $4.10 49.4% 7%
20260810 $5.90 $2.70 46.9% 4%
20260807 — — 43.8% 0%
20260806 $5.45 $4.22 47.8% 5%
20260805 $3.52 $3.52 43.6% 0%
20260804 $3.58 $3.58 44.7% 0%
20260803 $3.25 $3.25 47.2% 0%

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.