CGEN (Compugen Ltd)

Expected Move & Straddle Price History

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).

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 CGEN Expected Move
30-Day Straddle
$0.60
7-Day Straddle
$0.58
Avg IV
1.3%
IV Rank
13%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260613 $0.60 $0.58 1.3% 13%
20260612 $0.50 $0.58 1.5% 23%
20260611 $0.65 $0.62 1.8% 32%
20260610 $0.57 $0.58 1.6% 25%
20260609 $0.80 $0.40 1.5% 21%
20260608 $0.88 $0.53 1.6% 24%
20260605 $0.78 $0.38 1.9% 36%
20260604 $0.35 $0.47 1.2% 11%
20260603 $0.43 $0.30 0.9% 0%
20260602 $0.50 $0.50 3.5% 96%
20260601 $0.53 $0.53 2.6% 62%
20260529 $0.42 $0.42 2.3% 52%
20260528 $0.40 $0.40 1.9% 34%
20260527 $0.35 $0.35 2.0% 41%
20260526 $0.38 $0.38 2.0% 41%
20260522 $0.42 $0.42 2.1% 46%
20260521 $0.42 $0.42 1.9% 37%
20260520 $0.45 $0.45 1.8% 33%
20260519 $0.42 $0.42 1.8% 35%
20260518 $0.57 $0.57 1.8% 34%
20260515 $0.50 $0.43 1.7% 29%
20260514 $1.12 $0.53 1.6% 27%
20260513 $10.60 $0.95 1.7% 30%
20260512 $0.53 $1.12 1.6% 26%
20260511 $10.43 $0.55 1.6% 26%
20260510 $0.60 $0.40 1.5% 22%
20260508 $0.60 $0.40 1.4% 19%
20260507 $0.55 $0.45 1.5% 24%
20260506 $1.02 $0.88 1.5% 23%
20260505 $0.60 $0.45 1.6% 26%
20260504 $0.47 $2.98 1.5% 23%
20260502 $0.55 $0.55 2.2% 47%
20260501 $0.55 $0.55 2.0% 43%
20260430 $0.45 $0.45 2.2% 47%
20260429 $0.60 $0.60 1.8% 33%
20260428 $0.62 $0.62 1.8% 33%
20260427 $10.45 $10.45 1.8% 49%
20260424 $0.75 $0.75 1.4% 38%
20260423 $0.80 $0.80 1.3% 37%
20260422 $10.43 $10.43 1.3% 36%
20260421 $0.97 $0.97 1.4% 38%
20260420 $0.78 $0.78 1.2% 33%
20260417 $7.88 $0.75 1.1% 30%
20260416 $0.93 $0.95 1.1% 30%
20260415 $1.02 $0.72 1.3% 37%
20260414 $0.93 $0.88 1.6% 45%
20260413 $0.68 $1.10 1.9% 46%
20260410 $0.65 $0.45 1.7% 43%
20260409 $0.53 $0.55 1.9% 47%
20260408 $1.18 $0.45 1.0% 23%
20260407 $0.53 $0.93 1.5% 38%
20260406 $0.80 $0.53 1.1% 26%
20260402 $1.15 $1.07 1.6% 40%
20260401 $0.47 $0.47 1.3% 31%
20260331 $1.18 $1.18 2.9% 71%
20260330 $1.20 $1.20 1.9% 46%
20260327 $0.78 $0.78 2.2% 53%
20260326 $0.70 $0.70 2.3% 56%
20260325 $0.60 $0.60 1.2% 29%
20260324 $0.57 $0.57 1.0% 25%