CIBR · Expected Move
First Trust Exchange-Traded Fund II First Trust NASDAQ Cybersecurity ETF · ETF
The expected move for CIBR 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).
CIBR 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 CIBR Expected Move
30-Day Straddle
$7.32
7-Day Straddle
$7.32
30-Day ATM IV
31.5%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to CIBR'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.
CIBR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $7.32 | $7.32 | 31.5% | 54% |
| 20261021 | $7.53 | $7.53 | 31.0% | 49% |
| 20261020 | $7.17 | $7.17 | 30.5% | 46% |
| 20261019 | $7.35 | $7.35 | 31.2% | 51% |
| 20261016 | $7.90 | $0.95 | 31.7% | 56% |
| 20261015 | $7.65 | $2.88 | 29.0% | 32% |
| 20261014 | $7.80 | $2.42 | 29.7% | 37% |
| 20261013 | $8.75 | $2.33 | 31.0% | 45% |
| 20261012 | $8.45 | $2.92 | 28.9% | 28% |
| 20261009 | $8.65 | $3.17 | 28.9% | 26% |
| 20261008 | $9.45 | $3.25 | 31.4% | 43% |
| 20261007 | $9.20 | $4.00 | 30.3% | 35% |
| 20261006 | $9.35 | $4.47 | 30.6% | 38% |
| 20261005 | $9.30 | $3.93 | 30.2% | 35% |
| 20261002 | $4.17 | $4.17 | 31.2% | 42% |
| 20261001 | $5.85 | $5.85 | 32.3% | 50% |
| 20260930 | $5.65 | $5.65 | 32.9% | 54% |
| 20260929 | $5.80 | $5.80 | 32.4% | 50% |
| 20260928 | $6.38 | $6.38 | 33.9% | 61% |
| 20260925 | $6.70 | $6.70 | 33.1% | 55% |
| 20260924 | $6.05 | $6.05 | 29.5% | 29% |
| 20260923 | $6.93 | $6.93 | 32.5% | 51% |
| 20260922 | $5.75 | $5.75 | 29.6% | 31% |
| 20260921 | $6.35 | $6.35 | 30.4% | 36% |
| 20260918 | $6.75 | $1.10 | 30.4% | 36% |
| 20260917 | $7.10 | $2.40 | 30.5% | 37% |
| 20260916 | $6.70 | $2.83 | 29.8% | 32% |
| 20260915 | $7.40 | $2.77 | 31.6% | 45% |
| 20260914 | $7.25 | $3.12 | 30.6% | 38% |
| 20260911 | $6.80 | $3.33 | 27.5% | 15% |
| 20260910 | $7.03 | $3.50 | 30.0% | 33% |
| 20260909 | $6.83 | $4.05 | 29.7% | 31% |
| 20260908 | $6.85 | $3.65 | 28.5% | 22% |
| 20260904 | $7.58 | $4.30 | 29.2% | 27% |
| 20260903 | $7.50 | $4.78 | 29.5% | 29% |
| 20260902 | $4.45 | $4.45 | 31.9% | 47% |
| 20260901 | $5.58 | $5.58 | 31.3% | 42% |
| 20260831 | $5.10 | $5.10 | 30.2% | 35% |
| 20260828 | $6.25 | $6.25 | 31.7% | 45% |
| 20260827 | $6.25 | $6.25 | 29.9% | 32% |
| 20260826 | $6.53 | $6.53 | 31.8% | 46% |
| 20260825 | $5.03 | $5.03 | 27.6% | 16% |
| 20260824 | $5.18 | $5.18 | 28.5% | 22% |
| 20260821 | $6.00 | $0.55 | 29.0% | 26% |
| 20260820 | $6.25 | $1.98 | 30.7% | 38% |
| 20260819 | $6.57 | $1.97 | 28.7% | 24% |
| 20260818 | $5.55 | $3.22 | 25.7% | 2% |
| 20260817 | $5.93 | $2.62 | 26.1% | 5% |
| 20260814 | $6.58 | $3.15 | 27.8% | 17% |
| 20260813 | $8.02 | $4.08 | 31.0% | 40% |
| 20260812 | $8.00 | $3.70 | 31.3% | 42% |
| 20260811 | $7.15 | $3.95 | 28.4% | 22% |
| 20260810 | $8.40 | $4.50 | 31.9% | 46% |
| 20260807 | — | — | 25.3% | 0% |
| 20260806 | $8.20 | $4.80 | 31.3% | 41% |
| 20260805 | $5.40 | $5.40 | 28.9% | 23% |
| 20260804 | $5.28 | $5.28 | 31.5% | 42% |
| 20260803 | $5.33 | $5.33 | 31.6% | 43% |
| 20260731 | $5.42 | $5.42 | 31.0% | 39% |
| 20260730 | $5.92 | $5.92 | 32.2% | 47% |
More on CIBR
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.