CEPI · Expected Move

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The expected move for CEPI 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).

CEPI 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 CEPI Expected Move
30-Day Straddle
$2.92
7-Day Straddle
$1.35
30-Day ATM IV
24.9%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to CEPI'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.
CEPI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $2.92 $1.35 24.9% 5%
20261008 $3.08 $1.35 26.9% 12%
20261007 $2.95 $1.40 29.1% 19%
20261006 $2.88 $1.42 27.9% 15%
20261005 $3.10 $1.38 27.2% 13%
20261002 $1.57 $1.57 23.7% 1%
20261001 $1.58 $1.58 25.8% 8%
20260930 $2.40 $2.40 28.0% 16%
20260929 $1.67 $1.67 27.7% 14%
20260928 $1.68 $1.68 27.5% 14%
20260925 $1.67 $1.67 25.7% 8%
20260924 $1.80 $1.80 25.0% 6%
20260923 $2.00 $2.00 24.4% 4%
20260922 $2.10 $2.10 25.3% 7%
20260921 $1.93 $1.93 26.6% 11%
20260918 $2.20 $4.45 23.3% 0%
20260917 $2.00 $0.90 34.6% 29%
20260916 $2.62 $0.88 33.5% 25%
20260915 $2.70 $1.35 35.8% 34%
20260914 $2.60 $1.10 36.0% 34%
20260911 $2.90 $1.27 30.1% 12%
20260910 $2.67 $1.38 32.2% 20%
20260909 $3.00 $1.30 31.9% 19%
20260908 $3.08 $1.35 33.0% 23%
20260904 $3.77 $1.52 31.9% 19%
20260903 $3.40 $1.88 35.3% 31%
20260902 $1.88 $1.88 34.1% 27%
20260901 $1.88 $1.88 33.8% 26%
20260831 $1.92 $1.92 34.6% 29%
20260828 $1.90 $1.90 34.0% 27%
20260827 $2.65 $2.65 31.6% 18%
20260826 $2.08 $2.08 31.4% 17%
20260825 $2.67 $2.67 31.2% 16%
20260824 $2.35 $2.35 33.8% 26%
20260821 $2.23 $3.12 30.4% 13%
20260820 $2.80 $1.18 35.8% 33%
20260819 $3.00 $1.23 39.1% 46%
20260818 $2.85 $1.30 36.3% 35%
20260817 $2.92 $1.07 33.8% 26%
20260814 $3.12 $1.62 36.3% 35%
20260813 $2.72 $1.57 33.7% 26%
20260812 $2.90 $1.60 33.2% 24%
20260811 $3.05 $2.42 36.8% 37%
20260810 $3.00 $1.98 34.4% 28%
20260807 — — 36.0% 34%
20260806 $3.20 $2.15 35.8% 33%
20260805 $2.28 $2.28 35.2% 31%
20260804 $2.25 $2.25 42.3% 58%
20260803 $2.70 $2.70 53.6% 100%
20260731 $2.75 $2.75 44.0% 71%
20260730 $2.85 $2.85 43.1% 68%
20260729 $2.58 $2.58 40.8% 58%
20260728 $2.95 $2.95 42.6% 65%
20260727 $3.00 $3.00 44.2% 72%
20260724 $3.27 $3.27 42.3% 64%
20260723 $3.12 $3.12 40.3% 56%
20260722 $3.45 $3.45 40.1% 55%
20260721 $3.65 $3.65 41.6% 61%
20260720 $3.42 $3.42 42.3% 64%
20260716 $3.62 $1.43 — —

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.