CFR · Expected Move
Cullen/Frost Bankers Inc.
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).
CFR 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 CFR Expected Move
30-Day Straddle
$9.43
7-Day Straddle
$4.88
30-Day ATM IV
22.5%
IV Rank
32%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $9.43 | $4.88 | 22.5% | 32% |
| 20261106 | $10.75 | $6.80 | 23.3% | 39% |
| 20261105 | $10.55 | $6.72 | 25.3% | 58% |
| 20261104 | $7.03 | $7.03 | 22.6% | 33% |
| 20261103 | $6.38 | $6.38 | 23.1% | 37% |
| 20261102 | $6.85 | $6.85 | 23.0% | 36% |
| 20261030 | $7.88 | $7.88 | 24.7% | 53% |
| 20261029 | $7.72 | $7.72 | 23.5% | 41% |
| 20261028 | $9.38 | $9.38 | 26.9% | 74% |
| 20261027 | $9.35 | $9.35 | 27.7% | 81% |
| 20261026 | $9.65 | $9.65 | 28.0% | 84% |
| 20261023 | $10.05 | $10.05 | 27.7% | 81% |
| 20261022 | $10.60 | $10.60 | 28.5% | 89% |
| 20261021 | $10.35 | $10.35 | 28.7% | 91% |
| 20261020 | $9.95 | $9.95 | 27.1% | 75% |
| 20261019 | $10.00 | $10.00 | 28.3% | 86% |
| 20261016 | $9.90 | $1.75 | 26.0% | 65% |
| 20261015 | $10.05 | $2.95 | 26.2% | 67% |
| 20261014 | $10.25 | $2.90 | 26.5% | 70% |
| 20261013 | $10.85 | $3.77 | 27.0% | 75% |
| 20261012 | $10.40 | $4.83 | 25.4% | 59% |
| 20261009 | $10.95 | $3.85 | 26.7% | 71% |
| 20261008 | $11.30 | $5.08 | 25.5% | 60% |
| 20261007 | $11.00 | $3.65 | 25.7% | 62% |
| 20261006 | $11.20 | $4.58 | 25.6% | 61% |
| 20261005 | $10.75 | $5.45 | 24.9% | 54% |
| 20261002 | $5.30 | $5.30 | 24.8% | 53% |
| 20261001 | $7.15 | $7.15 | 25.6% | 61% |
| 20260930 | $5.60 | $5.60 | 23.2% | 38% |
| 20260929 | $6.90 | $6.90 | 26.3% | 67% |
| 20260928 | $6.88 | $6.88 | 24.7% | 52% |
| 20260925 | $7.18 | $7.18 | 23.7% | 43% |
| 20260924 | $7.08 | $7.08 | 22.6% | 33% |
| 20260923 | $6.80 | $6.80 | 23.2% | 38% |
| 20260922 | $7.40 | $7.40 | 23.0% | 36% |
| 20260921 | $7.35 | $7.35 | 23.0% | 36% |
| 20260918 | $7.45 | $2.38 | 21.1% | 18% |
| 20260917 | $8.30 | $3.25 | 23.1% | 38% |
| 20260916 | $8.75 | $3.95 | 24.1% | 46% |
| 20260915 | $9.00 | $3.95 | 22.4% | 31% |
| 20260914 | $8.75 | $3.70 | 22.7% | 33% |
| 20260911 | $8.75 | $4.55 | 22.2% | 28% |
| 20260910 | $9.65 | $5.55 | 23.0% | 36% |
| 20260909 | $9.50 | $5.88 | 22.7% | 33% |
| 20260908 | $10.45 | $5.53 | 24.9% | 50% |
| 20260904 | $9.80 | $5.88 | 21.7% | 22% |
| 20260903 | $10.45 | $5.62 | 22.4% | 28% |
| 20260902 | $5.50 | $5.50 | 20.7% | 13% |
| 20260901 | $5.60 | $5.60 | 21.3% | 18% |
| 20260831 | $5.55 | $5.55 | 20.3% | 10% |
| 20260828 | $6.35 | $6.35 | 21.0% | 16% |
| 20260827 | $7.12 | $7.12 | 21.2% | 17% |
| 20260826 | $7.03 | $7.03 | 21.3% | 18% |
| 20260825 | $7.10 | $7.10 | 21.1% | 16% |
| 20260824 | $6.12 | $6.12 | 19.2% | 0% |
| 20260821 | $7.60 | $2.17 | 21.0% | 9% |
| 20260820 | $8.30 | $2.95 | 22.5% | 22% |
| 20260819 | $7.85 | $3.40 | 20.8% | 7% |
| 20260818 | $9.12 | $4.58 | 21.7% | 14% |
| 20260817 | $8.00 | $3.20 | 20.1% | 1% |
More on CFR
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.