CERS · Expected Move

Cerus Corp

The expected move for CERS 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).

CERS 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 CERS Expected Move
30-Day Straddle
$2.88
7-Day Straddle
$2.88
30-Day ATM IV
98.3%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to CERS'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.
CERS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $2.88 $2.88 98.3% 24%
20261023 $0.70 $0.70 117.5% 39%
20261022 $8.00 $8.00 124.3% 44%
20261021 $0.70 $0.70 — —
20261020 $0.70 $0.70 130.8% 49%
20261019 $2.62 $2.62 — —
20261016 $3.00 $0.43 — —
20261015 $2.90 $2.80 106.3% 30%
20261014 $0.55 $7.83 90.2% 18%
20261013 $2.90 $0.32 — —
20261012 $0.60 $0.62 — —
20261009 $0.60 $0.80 89.0% 17%
20261008 $2.85 $2.80 116.1% 38%
20261007 $0.53 $1.15 88.0% 16%
20261006 $0.53 $0.40 84.1% 13%
20261005 $0.65 $1.05 118.2% 40%
20261002 $2.90 $2.90 106.5% 31%
20261001 $0.88 $0.88 112.4% 20%
20260930 $3.05 $3.05 — —
20260929 $3.02 $3.02 — —
20260928 $0.73 $0.73 170.9% 46%
20260925 $1.02 $1.02 161.8% 42%
20260924 $8.03 $8.03 84.9% 8%
20260923 $0.90 $0.90 — —
20260922 $0.97 $0.97 153.3% 38%
20260921 $0.82 $0.82 — —
20260918 $1.07 $0.80 154.8% 39%
20260917 $0.92 $0.85 — —
20260916 $8.07 $8.00 — —
20260915 $0.77 $1.90 152.3% 38%
20260914 $3.20 $0.90 — —
20260911 $0.93 $0.72 146.2% 35%
20260910 $0.90 $1.30 77.2% 5%
20260909 $0.88 $0.62 109.6% 19%
20260908 $0.95 $1.02 135.0% 30%
20260904 $1.02 $0.53 — —
20260903 $1.90 $0.80 99.3% 14%
20260902 $0.45 $0.45 — —
20260901 $0.50 $0.50 — —
20260831 $8.03 $8.03 110.1% 19%
20260828 $1.02 $1.02 105.1% 17%
20260827 $0.77 $0.77 86.2% 9%
20260826 $0.80 $0.80 93.7% 6%
20260825 $0.62 $0.62 — —
20260824 $0.60 $0.60 100.4% 7%
20260821 $0.55 $0.45 77.6% 2%
20260820 $0.68 $2.88 122.3% 12%
20260819 $0.57 $0.45 — —
20260818 $0.55 $0.45 — —
20260817 $0.55 $0.45 — —
20260814 $0.55 $0.38 81.6% 3%
20260813 $0.70 $3.05 — —
20260812 $0.70 $0.25 — —
20260811 $0.75 $0.50 196.6% 28%
20260810 $3.00 $1.85 — —
20260807 — — 84.6% 4%
20260806 $2.60 $2.42 — —
20260805 $0.33 $0.33 92.3% 5%
20260804 $0.57 $0.57 — —
20260803 $0.40 $0.40 102.5% 8%

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.