CELC · Expected Move
Celcuity Inc. Common Stock
The expected move for CELC 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).
CELC 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 CELC Expected Move
30-Day Straddle
$12.45
7-Day Straddle
$12.45
30-Day ATM IV
84.1%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to CELC'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.
CELC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $12.45 | $12.45 | 84.1% | 100% |
| 20261021 | $11.50 | $11.50 | 81.2% | 95% |
| 20261020 | $11.00 | $11.00 | 79.4% | 89% |
| 20261019 | $11.07 | $11.07 | 77.6% | 83% |
| 20261016 | $11.25 | $2.65 | 81.7% | 96% |
| 20261015 | $11.40 | $3.27 | 76.4% | 79% |
| 20261014 | $11.35 | $3.38 | 75.1% | 75% |
| 20261013 | $12.20 | $4.35 | 71.5% | 64% |
| 20261012 | $11.70 | $4.62 | 68.7% | 55% |
| 20261009 | $13.15 | $4.53 | 67.2% | 51% |
| 20261008 | $13.35 | $5.97 | 70.4% | 60% |
| 20261007 | $11.70 | $5.67 | 65.8% | 46% |
| 20261006 | $12.35 | $4.97 | 60.9% | 31% |
| 20261005 | $12.95 | $6.65 | 62.0% | 34% |
| 20261002 | $5.20 | $5.20 | 57.4% | 19% |
| 20261001 | $5.58 | $5.58 | 60.4% | 29% |
| 20260930 | $7.38 | $7.38 | 60.0% | 28% |
| 20260929 | $8.93 | $8.93 | 65.3% | 44% |
| 20260928 | $8.40 | $8.40 | 62.3% | 35% |
| 20260925 | $9.10 | $9.10 | 61.6% | 33% |
| 20260924 | $8.82 | $8.82 | 58.8% | 24% |
| 20260923 | $9.05 | $9.05 | 60.2% | 28% |
| 20260922 | $9.80 | $9.80 | 58.5% | 23% |
| 20260921 | $11.00 | $11.00 | 60.4% | 29% |
| 20260918 | $10.23 | $2.05 | 57.2% | 19% |
| 20260917 | $10.45 | $3.05 | 55.0% | 12% |
| 20260916 | $10.75 | $4.18 | 55.2% | 12% |
| 20260915 | $12.05 | $4.25 | 60.4% | 29% |
| 20260914 | $12.15 | $5.22 | 59.2% | 25% |
| 20260911 | $11.25 | $4.60 | 54.8% | 11% |
| 20260910 | $12.20 | $5.80 | 57.5% | 18% |
| 20260909 | $13.70 | $6.90 | 60.3% | 26% |
| 20260908 | $14.55 | $6.55 | 59.7% | 24% |
| 20260904 | $15.00 | $7.12 | 55.9% | 13% |
| 20260903 | $15.45 | $8.07 | 56.1% | 14% |
| 20260902 | $8.80 | $8.80 | 55.3% | 12% |
| 20260901 | $7.70 | $7.70 | 53.3% | 6% |
| 20260831 | $8.40 | $8.40 | 56.5% | 15% |
| 20260828 | $7.95 | $7.95 | 51.2% | 0% |
| 20260827 | $10.70 | $10.70 | 58.4% | 11% |
| 20260826 | $8.85 | $8.85 | 55.0% | 0% |
| 20260825 | $10.95 | $10.95 | 58.8% | 5% |
| 20260824 | $11.35 | $11.35 | 61.1% | 13% |
| 20260821 | $11.55 | $1.95 | 57.5% | 0% |
| 20260820 | $12.45 | $3.25 | 61.4% | 10% |
| 20260819 | $13.05 | $3.70 | 61.3% | 10% |
| 20260818 | $12.55 | $4.30 | 58.7% | 0% |
| 20260817 | $13.95 | $6.40 | 62.4% | 6% |
| 20260814 | $14.25 | $6.70 | 60.9% | 0% |
| 20260813 | $15.20 | $8.05 | 71.0% | 34% |
| 20260812 | $15.20 | $9.15 | 66.5% | 15% |
| 20260811 | $15.45 | $9.72 | 68.5% | 23% |
| 20260810 | $16.50 | $10.50 | 71.0% | 34% |
| 20260807 | — | — | 71.4% | 36% |
| 20260806 | $19.50 | $12.05 | 75.5% | 54% |
| 20260805 | $12.70 | $12.70 | 72.9% | 43% |
| 20260804 | $12.75 | $12.75 | 74.9% | 51% |
| 20260803 | $11.45 | $11.45 | 73.0% | 43% |
| 20260731 | $11.95 | $11.95 | 72.9% | 43% |
| 20260730 | $12.25 | $12.25 | 73.6% | 46% |
More on CELC
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.