CGNT · Expected Move

Cognyte Software Ltd. Ordinary Shares

The expected move for CGNT 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).

CGNT straddle price & implied vol

60 sessions

Bars: 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 CGNT Expected Move
30-Day Straddle
$1.00
7-Day Straddle
$1.00
30-Day ATM IV
51.0%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to CGNT'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.
CGNT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $1.00 $1.00 51.0% 6%
20261023 $1.05 $1.05 49.4% 4%
20261022 $1.27 $1.27 54.7% 10%
20261021 $1.18 $1.18 49.2% 4%
20261020 $1.28 $1.28 50.8% 6%
20261019 $1.43 $1.43 55.0% 11%
20261016 $1.55 $2.40 53.9% 9%
20261015 $3.83 $1.55 47.7% 2%
20261014 $1.47 $0.97 57.6% 14%
20261013 $1.65 $1.45 55.5% 11%
20261012 $1.60 $1.27 51.0% 6%
20261009 $1.57 $1.38 57.2% 13%
20261008 $1.50 $3.05 45.8% 0%
20261007 $1.65 $3.65 50.2% 5%
20261006 $1.50 $3.25 49.9% 4%
20261005 $1.62 $1.38 58.2% 14%
20261002 $1.02 $1.02 55.1% 10%
20261001 $2.62 $2.62 48.3% 3%
20260930 $2.48 $2.48 48.8% 3%
20260929 $3.12 $3.12 53.1% 8%
20260928 $1.10 $1.10 68.4% 26%
20260925 $3.70 $3.70 51.9% 7%
20260924 $1.48 $1.48 61.9% 18%
20260923 $1.43 $1.43 59.3% 15%
20260922 $1.23 $1.23 — —
20260921 $1.10 $1.10 46.1% 0%
20260918 $1.33 $1.38 70.5% 24%
20260917 $1.33 $1.50 62.9% 15%
20260916 $1.25 $1.32 62.9% 15%
20260915 $3.58 $0.80 — —
20260914 $1.02 $0.75 68.7% 22%
20260911 $1.35 $0.78 72.9% 27%
20260910 $1.32 $0.77 71.4% 25%
20260909 $1.32 $0.88 70.3% 24%
20260908 $1.52 $1.18 69.7% 23%
20260904 $1.68 $1.45 100.7% 61%
20260903 $1.93 $1.60 83.4% 40%
20260902 $1.52 $1.52 86.6% 44%
20260901 $1.55 $1.55 73.7% 31%
20260831 $1.62 $1.62 71.0% 27%
20260828 $1.50 $1.50 68.9% 25%
20260827 $1.75 $1.75 64.7% 20%
20260826 $1.22 $1.22 77.4% 35%
20260825 $1.97 $1.97 88.7% 49%
20260824 $1.57 $1.57 63.3% 18%
20260821 $1.65 $2.05 73.1% 30%
20260820 $1.65 $2.50 72.5% 29%
20260819 $1.73 $1.70 64.7% 20%
20260818 $1.70 $3.60 68.6% 25%
20260817 $1.65 $1.15 63.2% 18%
20260814 $1.75 $1.32 73.9% 31%
20260813 $1.98 $0.85 — —
20260812 $1.48 $0.98 62.7% 18%
20260811 $1.50 $0.93 65.1% 21%
20260810 $1.72 $2.98 65.5% 21%
20260807 — — 61.4% 16%
20260806 $2.17 $2.20 81.1% 39%
20260805 $0.92 $0.92 74.0% 31%
20260804 $1.07 $1.07 70.2% 27%
20260803 $1.05 $1.05 70.0% 26%

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.