CFR (Cullen/Frost Bankers Inc.)
Expected Move & Straddle Price History
The expected move for CFR 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 CFR Expected Move
30-Day Straddle
$9.82
7-Day Straddle
$5.35
Avg IV
0.4%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to CFR'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.
CFR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260810 | $9.82 | $5.35 | 0.4% | 0% |
| 20260806 | $10.35 | $6.65 | 0.4% | 0% |
| 20260805 | $6.92 | $6.92 | 0.7% | 71% |
| 20260804 | $6.65 | $6.65 | 0.7% | 73% |
| 20260803 | $7.60 | $7.60 | 0.6% | 50% |
| 20260731 | $7.17 | $7.17 | 0.6% | 51% |
| 20260730 | $7.12 | $7.12 | 0.6% | 48% |
| 20260729 | $10.15 | $10.15 | 0.6% | 44% |
| 20260728 | $10.30 | $10.30 | 0.6% | 45% |
| 20260727 | $9.53 | $9.53 | 0.6% | 39% |
| 20260724 | $9.85 | $9.85 | 0.6% | 31% |
| 20260723 | $11.23 | $11.23 | 0.6% | 35% |
| 20260722 | $9.72 | $9.72 | 0.6% | 30% |
| 20260721 | $10.50 | $10.50 | 0.5% | 24% |
| 20260720 | $10.45 | $10.45 | 0.5% | 20% |
| 20260716 | $10.85 | $5.20 | 0.5% | 11% |
| 20260715 | $9.75 | $3.55 | 0.5% | 16% |
| 20260714 | $10.27 | $3.53 | 0.5% | 11% |
| 20260713 | $10.50 | $4.17 | 0.4% | 6% |
| 20260710 | $11.45 | $3.83 | 0.5% | 11% |
| 20260709 | $10.50 | $3.92 | 0.5% | 12% |
| 20260708 | $12.50 | $4.18 | 0.4% | 5% |
| 20260707 | $12.15 | $4.62 | 0.4% | 5% |
| 20260706 | $11.60 | $4.70 | 0.4% | 5% |
| 20260702 | $4.70 | $4.70 | 0.8% | 77% |
| 20260701 | $5.00 | $5.00 | 0.8% | 94% |
| 20260630 | $4.55 | $4.55 | 0.8% | 94% |
| 20260629 | $4.95 | $4.95 | 0.8% | 79% |
| 20260626 | $5.97 | $5.97 | 0.7% | 61% |
| 20260625 | $6.20 | $6.20 | 0.6% | 41% |
| 20260624 | $7.05 | $7.05 | 0.7% | 55% |
| 20260623 | $6.78 | $6.78 | 0.6% | 46% |
| 20260622 | $7.00 | $7.00 | 0.6% | 50% |
| 20260618 | $7.70 | $2.72 | 0.7% | 55% |
| 20260617 | $8.20 | $2.62 | 0.6% | 46% |
| 20260616 | $8.60 | $3.95 | 0.6% | 45% |
| 20260615 | $7.60 | $3.88 | 0.6% | 42% |
| 20260613 | $8.12 | $4.40 | 0.6% | 44% |
| 20260612 | $8.12 | $4.55 | 0.5% | 25% |
| 20260611 | $9.32 | $4.30 | 0.6% | 39% |
| 20260610 | $8.88 | $5.25 | 0.6% | 34% |
| 20260609 | $8.25 | $4.78 | 0.5% | 26% |
| 20260608 | $9.00 | $5.45 | 0.5% | 32% |
| 20260605 | $9.40 | $5.55 | 0.5% | 20% |
| 20260604 | $8.80 | $5.78 | 0.5% | 26% |
| 20260603 | $8.55 | $5.90 | 0.5% | 30% |
| 20260602 | $6.35 | $6.35 | 0.6% | 36% |
| 20260601 | $6.15 | $6.15 | 0.6% | 47% |
| 20260529 | $7.00 | $7.00 | 0.5% | 24% |
| 20260528 | $6.18 | $6.18 | 0.6% | 33% |
| 20260527 | $7.00 | $7.00 | 0.5% | 26% |
| 20260526 | $7.72 | $7.72 | 0.5% | 25% |
| 20260522 | $7.45 | $7.45 | 0.5% | 16% |
| 20260521 | $6.95 | $6.95 | 0.5% | 19% |
| 20260520 | $7.68 | $7.68 | 0.5% | 15% |
| 20260519 | $8.43 | $8.43 | 0.5% | 14% |
| 20260518 | $8.32 | $8.32 | 0.5% | 15% |
| 20260515 | $8.75 | $1.73 | 0.5% | 13% |
| 20260514 | $8.35 | $2.10 | 0.4% | 10% |
| 20260513 | $8.50 | $2.92 | 0.4% | 12% |