CIG · Expected Move
Companhia Energetica De Minas Gerais-CEMIG
The expected move for CIG 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).
CIG 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 CIG Expected Move
30-Day Straddle
$0.25
7-Day Straddle
$0.17
30-Day ATM IV
51.0%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to CIG'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.
CIG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $0.25 | $0.17 | 51.0% | 6% |
| 20261109 | $2.62 | $0.17 | 124.7% | 35% |
| 20261106 | $0.25 | $0.15 | 138.1% | 40% |
| 20261105 | $7.62 | $7.55 | 159.9% | 49% |
| 20261104 | $7.55 | $7.55 | 168.9% | 52% |
| 20261103 | $7.88 | $7.88 | 290.2% | 100% |
| 20261102 | $0.53 | $0.53 | 89.7% | 24% |
| 20261030 | $7.53 | $7.53 | 265.0% | 100% |
| 20261029 | $0.15 | $0.15 | 175.9% | 100% |
| 20261028 | $0.53 | $0.53 | — | — |
| 20261027 | $0.15 | $0.15 | 105.8% | 61% |
| 20261026 | $0.15 | $0.15 | 106.0% | 62% |
| 20261023 | $5.00 | $5.00 | 86.2% | 44% |
| 20261022 | $0.60 | $0.60 | 96.1% | 53% |
| 20261021 | $0.60 | $0.60 | 95.4% | 52% |
| 20261020 | $7.80 | $7.80 | 79.7% | 39% |
| 20261019 | $2.52 | $2.52 | 78.5% | 38% |
| 20261016 | $2.52 | $0.45 | 87.2% | 45% |
| 20261015 | $15.00 | $15.00 | 86.2% | 44% |
| 20261014 | $7.53 | $7.53 | 79.4% | 38% |
| 20261013 | $0.42 | $0.93 | 81.8% | 40% |
| 20261012 | $0.45 | $15.00 | 74.6% | 34% |
| 20261009 | $0.45 | $0.42 | 90.5% | 48% |
| 20261008 | $0.95 | $0.93 | — | — |
| 20261007 | $15.00 | $7.53 | 113.0% | 68% |
| 20261006 | $7.60 | $7.55 | 113.4% | 68% |
| 20261005 | $7.53 | $0.33 | 81.8% | 40% |
| 20261002 | $0.17 | $0.17 | 69.9% | 30% |
| 20261001 | $0.15 | $0.15 | 54.6% | 17% |
| 20260930 | $0.17 | $0.17 | — | — |
| 20260929 | $7.55 | $7.55 | 55.1% | 17% |
| 20260928 | $1.42 | $1.42 | 37.6% | 1% |
| 20260925 | $0.40 | $0.40 | 57.0% | 12% |
| 20260924 | $2.55 | $2.55 | 65.6% | 17% |
| 20260923 | $10.05 | $10.05 | 71.4% | 20% |
| 20260922 | $0.42 | $0.42 | 108.7% | 41% |
| 20260921 | $10.05 | $10.05 | 69.2% | 19% |
| 20260918 | $7.90 | $7.53 | 69.1% | 19% |
| 20260917 | $0.22 | $0.15 | 35.3% | 0% |
| 20260916 | $0.42 | $0.12 | 62.3% | 8% |
| 20260915 | $7.80 | $15.00 | — | — |
| 20260914 | $0.42 | $15.00 | 92.3% | 26% |
| 20260911 | $7.55 | $7.55 | 78.0% | 18% |
| 20260910 | $7.88 | $15.00 | 90.8% | 25% |
| 20260909 | $15.00 | $0.25 | 83.2% | 21% |
| 20260908 | $7.55 | $0.30 | 68.4% | 12% |
| 20260904 | $7.88 | $7.60 | 89.1% | 24% |
| 20260903 | $0.42 | $0.15 | 81.6% | 20% |
| 20260902 | $0.15 | $0.15 | 95.8% | 28% |
| 20260901 | $0.15 | $0.15 | 91.7% | 26% |
| 20260831 | $7.55 | $7.55 | — | — |
| 20260828 | $15.00 | $15.00 | 106.1% | 34% |
| 20260827 | $7.60 | $7.60 | 102.2% | 32% |
| 20260826 | $7.55 | $7.55 | 97.8% | 30% |
| 20260825 | $0.15 | $0.15 | 99.3% | 30% |
| 20260824 | $7.60 | $7.60 | 92.4% | 26% |
| 20260821 | $7.60 | $15.00 | 88.8% | 24% |
| 20260820 | $7.65 | $0.30 | 87.2% | 23% |
| 20260819 | $0.17 | $0.38 | 93.5% | 27% |
| 20260818 | $0.17 | $2.52 | 88.3% | 24% |
More on CIG
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.