CFG (Citizens Financial Group, Inc.)

Expected Move & Straddle Price History

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).

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.

Current CFG Expected Move
30-Day Straddle
$2.90
7-Day Straddle
$2.90
Avg IV
0.4%
IV Rank
16%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260901 $2.90 $2.90 0.4% 16%
20260831 $3.17 $3.17 0.5% 21%
20260828 $3.08 $3.08 0.4% 15%
20260827 $3.33 $3.33 0.4% 8%
20260826 $3.35 $3.35 0.4% 9%
20260825 $3.47 $3.47 0.4% 9%
20260824 $3.60 $3.60 0.4% 9%
20260821 $3.58 $0.20 0.4% 6%
20260820 $3.70 $0.80 0.4% 11%
20260819 $4.22 $1.82 0.4% 13%
20260818 $4.25 $1.60 0.4% 8%
20260817 $3.90 $1.35 0.4% 11%
20260814 $3.98 $1.68 0.3% 3%
20260813 $4.30 $1.80 0.3% 3%
20260812 $4.50 $2.82 0.4% 5%
20260811 $4.55 $2.50 0.4% 7%
20260810 $4.67 $2.70 0.4% 4%
20260806 $5.50 $3.35 0.4% 6%
20260805 $3.38 $3.38 0.6% 41%
20260804 $3.65 $3.65 0.5% 27%
20260803 $3.58 $3.58 0.5% 24%
20260731 $3.45 $3.45 0.5% 22%
20260730 $3.50 $3.50 0.5% 19%
20260729 $3.67 $3.67 0.5% 18%
20260728 $4.05 $4.05 0.4% 17%
20260727 $4.12 $4.12 0.4% 11%
20260724 $4.10 $4.10 0.4% 15%
20260723 $4.00 $4.00 0.4% 10%
20260722 $4.40 $4.40 0.4% 8%
20260721 $4.28 $4.28 0.4% 9%
20260720 $4.45 $4.45 0.4% 11%
20260716 $4.97 $1.75 0.4% 11%
20260715 $5.35 $3.25 0.4% 9%
20260714 $5.05 $2.92 0.4% 8%
20260713 $5.32 $3.10 0.4% 8%
20260710 $5.25 $3.50 0.4% 10%
20260709 $5.40 $3.48 0.4% 9%
20260708 $5.65 $3.60 0.4% 8%
20260707 $5.10 $3.35 0.4% 7%
20260706 $5.45 $3.57 0.4% 4%
20260702 $3.77 $3.77 1.0% 90%
20260701 $3.68 $3.68 0.8% 72%
20260630 $3.75 $3.75 1.0% 92%
20260629 $3.77 $3.77 0.9% 84%
20260626 $3.80 $3.80 0.8% 69%
20260625 $4.30 $4.30 0.9% 81%
20260624 $5.12 $5.12 0.9% 76%
20260623 $4.67 $4.67 0.8% 59%
20260622 $4.65 $4.65 0.8% 65%
20260618 $4.72 $0.55 0.8% 61%
20260617 $5.15 $1.47 0.7% 56%
20260616 $5.03 $1.42 0.6% 41%
20260615 $5.20 $1.70 0.8% 62%
20260613 $5.38 $2.10 0.7% 47%
20260612 $5.33 $2.10 0.7% 53%
20260611 $5.68 $2.42 0.6% 39%
20260610 $5.38 $2.40 0.7% 55%
20260609 $5.45 $2.67 0.6% 33%
20260608 $5.85 $2.75 0.6% 42%
20260605 $5.53 $2.92 0.6% 37%