CGEN · Expected Move
Compugen Ltd
The expected move for CGEN 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).
CGEN 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 CGEN Expected Move
30-Day Straddle
$0.75
7-Day Straddle
$0.75
30-Day ATM IV
77.5%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to CGEN'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.
CGEN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $0.75 | $0.75 | 77.5% | 19% |
| 20261001 | $0.40 | $0.40 | 77.2% | 19% |
| 20260930 | $0.30 | $0.30 | 76.9% | 18% |
| 20260929 | $0.28 | $0.28 | 75.3% | 17% |
| 20260928 | $0.28 | $0.28 | 63.8% | 9% |
| 20260925 | $0.65 | $0.65 | 60.9% | 6% |
| 20260924 | $0.60 | $0.60 | 59.0% | 5% |
| 20260923 | $0.33 | $0.33 | 64.3% | 9% |
| 20260922 | $0.25 | $0.25 | 52.4% | 0% |
| 20260921 | $0.30 | $0.30 | 64.8% | 3% |
| 20260918 | $0.50 | $0.23 | 86.6% | 21% |
| 20260917 | $0.75 | $0.15 | 130.6% | 56% |
| 20260916 | $7.92 | $0.17 | — | — |
| 20260915 | $0.62 | $0.20 | 148.9% | 71% |
| 20260914 | $8.00 | $0.20 | — | — |
| 20260911 | $0.90 | $0.23 | 140.0% | 63% |
| 20260910 | $0.65 | $15.00 | 99.3% | 31% |
| 20260909 | $0.95 | $0.60 | 152.4% | 73% |
| 20260908 | $1.05 | $0.75 | 148.1% | 70% |
| 20260904 | $0.70 | $0.35 | 97.0% | 29% |
| 20260903 | $1.02 | $0.28 | 114.6% | 43% |
| 20260902 | $0.33 | $0.33 | 99.0% | 31% |
| 20260901 | $0.60 | $0.60 | 97.1% | 29% |
| 20260831 | $2.60 | $2.60 | 96.0% | 28% |
| 20260828 | $0.30 | $0.30 | 84.5% | 19% |
| 20260827 | $0.45 | $0.45 | 87.2% | 21% |
| 20260826 | $0.50 | $0.50 | 87.2% | 20% |
| 20260825 | $0.50 | $0.50 | 85.5% | 18% |
| 20260824 | $1.55 | $1.55 | 82.9% | 16% |
| 20260821 | $0.42 | $0.28 | 77.1% | 12% |
| 20260820 | $0.40 | $0.65 | 65.8% | 4% |
| 20260819 | $0.68 | $0.23 | 61.0% | 0% |
| 20260818 | $7.72 | $8.07 | — | — |
| 20260817 | $0.35 | $0.25 | 71.2% | 8% |
| 20260814 | $0.78 | $0.70 | 104.2% | 32% |
| 20260813 | $7.67 | $0.28 | 185.8% | 92% |
| 20260812 | $7.67 | $0.28 | 176.6% | 85% |
| 20260811 | $0.70 | $0.70 | 106.5% | 34% |
| 20260810 | $0.60 | $1.00 | 96.3% | 26% |
| 20260806 | $3.00 | $3.00 | — | — |
| 20260805 | $1.55 | $1.55 | 79.1% | 14% |
| 20260804 | $0.35 | $0.35 | 85.6% | 18% |
| 20260803 | $0.33 | $0.33 | 80.0% | 14% |
| 20260731 | $0.38 | $0.38 | 89.0% | 21% |
| 20260730 | $7.80 | $7.80 | 71.3% | 8% |
| 20260729 | $0.62 | $0.62 | 103.8% | 32% |
| 20260728 | $0.72 | $0.72 | 76.5% | 12% |
| 20260727 | $7.72 | $7.72 | — | — |
| 20260724 | $0.40 | $0.40 | 105.3% | 33% |
| 20260723 | $0.40 | $0.40 | 105.5% | 33% |
| 20260722 | $0.45 | $0.45 | 105.9% | 33% |
| 20260721 | $0.50 | $0.50 | 113.1% | 39% |
| 20260720 | $0.40 | $0.40 | 102.2% | 31% |
| 20260716 | $1.00 | $0.53 | 96.3% | 26% |
| 20260715 | $0.45 | $1.00 | 95.2% | 25% |
| 20260714 | $0.65 | $0.20 | 110.4% | 37% |
| 20260713 | $0.45 | $0.35 | 92.6% | 24% |
| 20260710 | $0.78 | $0.50 | 113.0% | 39% |
| 20260709 | $0.78 | $0.62 | 107.8% | 35% |
| 20260708 | $0.45 | $0.55 | 109.1% | 36% |
More on CGEN
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.