CDXS · Expected Move

Codexis, Inc.

The expected move for CDXS 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).

CDXS 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 CDXS Expected Move
30-Day Straddle
$0.85
7-Day Straddle
$0.85
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to CDXS'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.
CDXS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $0.85 $0.85 — —
20261022 $0.75 $0.75 212.9% 23%
20261021 $0.78 $0.78 295.5% 39%
20261020 $0.53 $0.53 — —
20261019 $0.80 $0.80 307.3% 41%
20261016 $2.92 $0.53 — —
20261015 $0.80 $0.75 — —
20261014 $0.80 $0.65 273.8% 35%
20261013 $0.75 $0.75 260.4% 32%
20261012 $0.97 $0.88 257.4% 32%
20261009 $0.88 $0.75 289.6% 38%
20261008 $3.00 $3.00 617.2% 100%
20261007 $3.05 $0.90 575.2% 100%
20261006 $0.88 $2.98 314.2% 60%
20261005 $0.88 $0.93 235.5% 39%
20261002 $2.90 $2.90 — —
20261001 $5.00 $5.00 465.0% 100%
20260930 $1.25 $1.25 — —
20260929 $3.05 $3.05 438.3% 100%
20260928 $1.00 $1.00 424.9% 97%
20260925 $0.75 $0.75 254.2% 48%
20260924 $2.88 $2.88 299.9% 61%
20260923 $2.62 $2.62 327.4% 69%
20260922 $0.88 $0.88 240.2% 44%
20260921 $3.00 $3.00 289.2% 58%
20260918 $3.05 $2.52 341.4% 73%
20260917 $3.00 $2.98 — —
20260916 $2.98 $0.70 290.2% 58%
20260915 $0.85 $0.82 — —
20260914 $0.93 $2.98 271.2% 53%
20260911 $0.75 $2.88 263.9% 51%
20260910 $3.00 $2.88 246.1% 45%
20260909 $5.00 $2.88 241.1% 44%
20260908 $0.88 $0.75 279.1% 55%
20260904 $3.00 $5.00 278.7% 55%
20260903 $3.00 $0.97 434.5% 100%
20260902 $0.62 $0.62 256.0% 53%
20260901 $0.95 $0.95 267.9% 57%
20260831 $0.50 $0.50 202.8% 36%
20260828 $0.88 $0.88 179.5% 29%
20260827 $0.88 $0.88 163.6% 24%
20260826 $0.85 $0.85 169.4% 25%
20260825 $1.02 $1.02 184.3% 30%
20260824 $2.98 $2.98 179.7% 29%
20260821 $0.88 $0.40 182.8% 30%
20260820 $0.75 $2.75 176.2% 28%
20260819 $0.97 $2.67 168.2% 25%
20260818 $3.00 $3.00 — —
20260817 $0.60 $2.62 198.3% 35%
20260814 $0.72 $0.57 224.5% 43%
20260813 $0.97 $0.57 221.4% 42%
20260812 $1.00 $3.00 247.2% 50%
20260811 $0.70 $2.80 — —
20260810 $3.05 $2.98 404.8% 100%
20260807 — — 272.8% 91%
20260806 $5.00 $2.80 242.7% 44%
20260805 $0.70 $0.70 275.0% 54%
20260804 $2.80 $2.80 238.6% 43%
20260803 $0.80 $0.80 — —
20260731 $0.80 $0.80 230.6% 41%

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.