CFFN · Expected Move

Capitol Federal Financial, Inc.

The expected move for CFFN 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).

CFFN 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 CFFN Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$0.95
30-Day ATM IV
63.5%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to CFFN'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.
CFFN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $1.23 $0.95 63.5% 42%
20261015 $1.12 $0.90 58.9% 36%
20261014 $0.75 $0.68 49.2% 24%
20261013 $1.82 $8.43 60.5% 38%
20261012 $1.20 $1.48 50.4% 25%
20261009 $0.92 $1.82 74.4% 56%
20261008 $1.52 $1.23 51.2% 26%
20261007 $8.55 $1.50 61.2% 39%
20261006 $3.48 $1.30 61.6% 40%
20261005 $1.68 $1.35 57.8% 35%
20261002 $1.55 $1.55 70.1% 51%
20261001 $1.40 $1.40 69.4% 50%
20260930 $1.45 $1.45 69.3% 50%
20260929 $1.43 $1.43 56.7% 34%
20260928 $1.60 $1.60 70.8% 52%
20260925 $8.72 $8.72 64.9% 44%
20260924 $1.32 $1.32 54.1% 30%
20260923 $1.45 $1.45 68.7% 49%
20260922 $8.57 $8.57 55.3% 32%
20260921 $1.12 $1.12 55.6% 32%
20260918 $1.25 $1.73 61.6% 40%
20260917 $2.00 $1.33 64.3% 43%
20260916 $1.70 $1.68 36.3% 7%
20260915 $1.27 $1.12 41.1% 13%
20260914 $1.40 $8.72 40.4% 13%
20260911 $1.32 $1.22 51.5% 27%
20260910 $1.42 $1.40 49.9% 25%
20260909 $1.25 $1.22 66.0% 45%
20260908 $1.38 $1.22 53.9% 30%
20260904 $2.17 $1.38 30.6% 0%
20260903 $1.55 $1.48 41.3% 13%
20260902 $1.67 $1.67 38.6% 10%
20260901 $1.58 $1.58 39.5% 11%
20260831 $1.15 $1.15 45.6% 19%
20260828 $1.67 $1.67 41.6% 14%
20260827 $1.65 $1.65 47.0% 21%
20260826 $2.15 $2.15 31.0% 0%
20260825 $1.27 $1.27 75.3% 55%
20260824 $1.25 $1.25 44.6% 14%
20260821 $1.50 $1.35 43.7% 12%
20260820 $1.47 $1.45 48.5% 19%
20260819 $1.48 $1.10 48.6% 19%
20260818 $1.65 $1.52 37.3% 4%
20260817 $1.38 $1.00 — —
20260814 $1.83 $1.40 59.8% 34%
20260813 $1.58 $1.58 63.6% 39%
20260812 $1.48 $1.92 55.2% 28%
20260811 $2.08 $1.60 48.8% 19%
20260810 $1.43 $1.22 58.6% 32%
20260806 $8.53 $1.35 75.1% 55%
20260805 $1.30 $1.30 57.5% 31%
20260804 $1.45 $1.45 74.5% 54%
20260803 $1.35 $1.35 59.6% 34%
20260731 $1.58 $1.58 52.3% 24%
20260730 $1.68 $1.68 67.4% 44%
20260729 $1.57 $1.57 108.5% 100%
20260728 $9.03 $9.03 34.6% 0%
20260727 $8.93 $8.93 35.6% 0%
20260724 $1.90 $1.90 75.5% 61%
20260723 $8.85 $8.85 67.0% 48%

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.