CFG · Expected Move
Citizens Financial Group, Inc.
The expected move for CFG 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).
CFG 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 CFG Expected Move
30-Day Straddle
$4.03
7-Day Straddle
$1.12
30-Day ATM IV
25.1%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to CFG'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.
CFG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $4.03 | $1.12 | 25.1% | 28% |
| 20261015 | $5.00 | $2.38 | 30.5% | 71% |
| 20261014 | $4.78 | $2.22 | 30.2% | 69% |
| 20261013 | $4.60 | $2.58 | 28.4% | 54% |
| 20261012 | $4.95 | $2.70 | 29.4% | 62% |
| 20261009 | $5.12 | $2.90 | 29.9% | 66% |
| 20261008 | $5.28 | $3.20 | 30.5% | 71% |
| 20261007 | $5.30 | $3.22 | 31.6% | 80% |
| 20261006 | $5.20 | $3.22 | 30.5% | 71% |
| 20261005 | $5.40 | $3.15 | 30.6% | 72% |
| 20261002 | $3.40 | $3.40 | 29.4% | 62% |
| 20261001 | $3.60 | $3.60 | 31.9% | 83% |
| 20260930 | $3.42 | $3.42 | 30.0% | 67% |
| 20260929 | $3.78 | $3.78 | 30.9% | 74% |
| 20260928 | $3.70 | $3.70 | 30.9% | 75% |
| 20260925 | $3.80 | $3.80 | 28.6% | 56% |
| 20260924 | $3.98 | $3.98 | 30.5% | 71% |
| 20260923 | $3.73 | $3.73 | 29.0% | 59% |
| 20260922 | $4.30 | $4.30 | 30.6% | 72% |
| 20260921 | $4.08 | $4.08 | 28.9% | 59% |
| 20260918 | $4.17 | $0.80 | 28.3% | 54% |
| 20260917 | $4.45 | $0.97 | 29.6% | 64% |
| 20260916 | $4.45 | $1.68 | 29.1% | 60% |
| 20260915 | $4.58 | $1.55 | 27.9% | 50% |
| 20260914 | $4.72 | $1.82 | 28.0% | 51% |
| 20260911 | $4.53 | $1.92 | 26.0% | 35% |
| 20260910 | $4.88 | $2.10 | 27.6% | 48% |
| 20260909 | $5.00 | $2.33 | 28.3% | 53% |
| 20260908 | $4.80 | $2.35 | 26.7% | 41% |
| 20260904 | $4.92 | $2.70 | 24.8% | 26% |
| 20260903 | $5.20 | $2.83 | 25.4% | 30% |
| 20260902 | $2.65 | $2.65 | 25.5% | 31% |
| 20260901 | $2.90 | $2.90 | 25.9% | 34% |
| 20260831 | $3.17 | $3.17 | 25.5% | 31% |
| 20260828 | $3.08 | $3.08 | 25.1% | 28% |
| 20260827 | $3.33 | $3.33 | 24.8% | 25% |
| 20260826 | $3.35 | $3.35 | 25.3% | 29% |
| 20260825 | $3.47 | $3.47 | 25.5% | 31% |
| 20260824 | $3.60 | $3.60 | 25.4% | 30% |
| 20260821 | $3.58 | $0.20 | 23.8% | 17% |
| 20260820 | $3.70 | $0.80 | 24.1% | 20% |
| 20260819 | $4.22 | $1.82 | 24.9% | 26% |
| 20260818 | $4.25 | $1.60 | 23.6% | 16% |
| 20260817 | $3.90 | $1.35 | 22.4% | 6% |
| 20260814 | $3.98 | $1.68 | 21.7% | 0% |
| 20260813 | $4.30 | $1.80 | 22.6% | 0% |
| 20260812 | $4.50 | $2.82 | 23.8% | 0% |
| 20260811 | $4.55 | $2.50 | 24.4% | 0% |
| 20260810 | $4.67 | $2.70 | 25.1% | 0% |
| 20260807 | — | — | 25.1% | 0% |
| 20260806 | $5.50 | $3.35 | 25.9% | 4% |
| 20260805 | $3.38 | $3.38 | 25.5% | 1% |
| 20260804 | $3.65 | $3.65 | 25.6% | 2% |
| 20260803 | $3.58 | $3.58 | 27.1% | 12% |
| 20260731 | $3.45 | $3.45 | 26.1% | 6% |
| 20260730 | $3.50 | $3.50 | 26.6% | 8% |
| 20260729 | $3.67 | $3.67 | 26.2% | 6% |
| 20260728 | $4.05 | $4.05 | 27.1% | 12% |
| 20260727 | $4.12 | $4.12 | 27.2% | 13% |
| 20260724 | $4.10 | $4.10 | 25.3% | 0% |
More on CFG
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.