CEG · Expected Move
Constellation Energy Corporation Common Stock
The expected move for CEG 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).
CEG 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 CEG Expected Move
30-Day Straddle
$32.75
7-Day Straddle
$17.45
30-Day ATM IV
51.4%
IV Rank
72%
Implied one-standard-deviation move through the next 30 days. Compare to CEG'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.
CEG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $32.75 | $17.45 | 51.4% | 72% |
| 20261007 | $33.30 | $18.25 | 48.7% | 57% |
| 20261006 | $34.60 | $18.75 | 49.2% | 60% |
| 20261005 | $29.25 | $10.95 | 45.5% | 40% |
| 20261002 | $24.50 | $12.00 | 44.1% | 32% |
| 20261001 | $25.60 | $13.55 | 44.0% | 32% |
| 20260930 | $26.35 | $16.60 | 38.1% | 0% |
| 20260929 | $25.70 | $13.80 | 41.8% | 19% |
| 20260928 | $25.80 | $10.10 | 42.1% | 21% |
| 20260925 | $23.30 | $11.50 | 39.9% | 9% |
| 20260924 | $23.70 | $14.00 | 40.4% | 12% |
| 20260923 | $24.15 | $14.15 | 39.5% | 7% |
| 20260922 | $25.75 | $15.10 | 41.7% | 19% |
| 20260921 | $25.90 | $10.10 | 41.8% | 19% |
| 20260918 | $22.00 | $10.90 | 39.8% | 8% |
| 20260917 | $24.20 | $13.00 | 40.7% | 13% |
| 20260916 | $24.35 | $14.00 | 41.1% | 16% |
| 20260915 | $24.80 | $14.50 | 41.3% | 16% |
| 20260914 | $26.35 | $11.00 | 41.8% | 18% |
| 20260911 | $25.35 | $11.95 | 40.2% | 10% |
| 20260910 | $27.50 | $14.25 | 42.7% | 23% |
| 20260909 | $29.45 | $15.95 | 43.7% | 27% |
| 20260908 | $30.75 | $17.20 | 44.4% | 31% |
| 20260904 | $27.90 | $12.50 | 42.3% | 21% |
| 20260903 | $25.30 | $12.50 | 39.7% | 7% |
| 20260902 | $26.45 | $13.70 | 40.1% | 9% |
| 20260901 | $26.25 | $14.45 | 40.6% | 12% |
| 20260831 | $25.40 | $9.82 | 39.6% | 6% |
| 20260828 | $23.25 | $12.05 | 38.3% | 0% |
| 20260827 | $25.10 | $13.00 | 39.7% | 5% |
| 20260826 | $26.65 | $16.35 | 41.7% | 15% |
| 20260825 | $26.90 | $15.75 | 41.2% | 13% |
| 20260824 | $27.75 | $11.70 | 43.2% | 22% |
| 20260821 | $24.60 | $13.00 | 40.8% | 11% |
| 20260820 | $26.10 | $14.15 | 41.6% | 15% |
| 20260819 | $25.15 | $14.35 | 39.3% | 3% |
| 20260818 | $27.10 | $15.95 | 42.5% | 19% |
| 20260817 | $25.70 | $10.35 | 39.4% | 3% |
| 20260814 | $23.70 | $12.35 | 38.7% | 0% |
| 20260813 | $25.45 | $13.85 | 40.6% | 0% |
| 20260812 | $25.85 | $14.25 | 40.6% | 0% |
| 20260811 | $28.05 | $17.20 | 42.8% | 0% |
| 20260810 | $27.95 | $11.40 | 43.2% | 0% |
| 20260807 | — | — | 44.6% | 2% |
| 20260806 | $30.10 | $17.80 | 50.2% | 41% |
| 20260805 | $31.45 | $22.40 | 52.2% | 55% |
| 20260804 | $34.25 | $23.50 | 54.8% | 73% |
| 20260803 | $34.10 | $19.95 | 53.3% | 63% |
| 20260731 | $31.00 | $21.10 | 52.7% | 58% |
| 20260730 | $32.25 | $23.30 | 54.1% | 68% |
| 20260729 | $32.10 | $23.70 | 54.0% | 67% |
| 20260728 | $31.90 | $23.95 | 53.3% | 63% |
| 20260727 | $33.95 | $12.60 | 53.7% | 65% |
| 20260724 | $31.55 | $14.30 | 51.4% | 49% |
| 20260723 | $33.10 | $16.20 | 53.1% | 61% |
| 20260722 | $32.40 | $17.85 | 52.6% | 57% |
| 20260721 | $33.05 | $18.00 | 54.2% | 68% |
| 20260720 | $30.15 | $11.65 | 50.7% | 45% |
| 20260716 | $28.95 | $14.40 | 51.4% | 49% |
| 20260715 | $31.40 | $17.05 | 52.8% | 59% |
More on CEG
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.