CION · Expected Move
CION Investment Corporation
The expected move for CION 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).
CION 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 CION Expected Move
30-Day Straddle
$1.45
7-Day Straddle
$1.45
30-Day ATM IV
85.3%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to CION'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.
CION Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.45 | $1.45 | 85.3% | 26% |
| 20261021 | $0.05 | $0.05 | 266.0% | 100% |
| 20261020 | $0.05 | $0.05 | 74.6% | 25% |
| 20261019 | $0.07 | $0.07 | 36.8% | 6% |
| 20261016 | $1.05 | $3.43 | 27.9% | 2% |
| 20261015 | $1.02 | $0.97 | 52.3% | 14% |
| 20261014 | $1.10 | $1.02 | 50.1% | 13% |
| 20261013 | $1.07 | $1.00 | 50.1% | 13% |
| 20261012 | $1.07 | $1.00 | 50.0% | 13% |
| 20261009 | $1.07 | $1.42 | 56.9% | 16% |
| 20261008 | $1.10 | $1.00 | 57.7% | 16% |
| 20261007 | $1.12 | $1.05 | 58.0% | 17% |
| 20261006 | $0.85 | $1.02 | 48.0% | 12% |
| 20261005 | $0.62 | $0.92 | 46.2% | 11% |
| 20261002 | $0.85 | $0.85 | 49.2% | 12% |
| 20261001 | $0.95 | $0.95 | 54.8% | 15% |
| 20260930 | $0.48 | $0.48 | 41.3% | 9% |
| 20260929 | $0.85 | $0.85 | 52.5% | 14% |
| 20260928 | $0.70 | $0.70 | 46.7% | 11% |
| 20260925 | $0.92 | $0.92 | 66.3% | 21% |
| 20260924 | $0.72 | $0.72 | 52.9% | 14% |
| 20260923 | $0.40 | $0.40 | 35.4% | 6% |
| 20260922 | $1.33 | $1.33 | 49.3% | 12% |
| 20260921 | $0.88 | $0.88 | 48.6% | 12% |
| 20260918 | $0.45 | $0.50 | 33.2% | 5% |
| 20260917 | $0.90 | $0.72 | 50.8% | 13% |
| 20260916 | $0.45 | $0.97 | 37.9% | 7% |
| 20260915 | $0.65 | $0.43 | 28.9% | 3% |
| 20260914 | $1.05 | $0.40 | 67.5% | 21% |
| 20260911 | $0.95 | $0.35 | 46.2% | 11% |
| 20260910 | $0.68 | $0.40 | 23.3% | 0% |
| 20260909 | $0.70 | $0.50 | 35.8% | 5% |
| 20260908 | $1.12 | $0.40 | 56.9% | 16% |
| 20260904 | $1.15 | $0.38 | 52.5% | 13% |
| 20260903 | $0.92 | $0.40 | 40.5% | 8% |
| 20260902 | $0.80 | $0.80 | 53.7% | 14% |
| 20260901 | $0.53 | $0.53 | 48.1% | 11% |
| 20260831 | $0.38 | $0.38 | 60.8% | 17% |
| 20260828 | $0.42 | $0.42 | 31.7% | 3% |
| 20260827 | $0.50 | $0.50 | 34.5% | 5% |
| 20260826 | $0.53 | $0.53 | 31.9% | 4% |
| 20260825 | $0.40 | $0.40 | 32.2% | 4% |
| 20260824 | $0.55 | $0.55 | 32.8% | 4% |
| 20260821 | $0.57 | $0.20 | 31.5% | 3% |
| 20260820 | $0.53 | $0.58 | 27.0% | 1% |
| 20260819 | $0.57 | $0.58 | 30.0% | 3% |
| 20260818 | $0.57 | $0.68 | 29.4% | 2% |
| 20260817 | $0.57 | $0.65 | 24.5% | 0% |
| 20260814 | $0.55 | $0.25 | 29.5% | 0% |
| 20260813 | $0.62 | $0.55 | 33.1% | 2% |
| 20260812 | $0.62 | $0.35 | 31.6% | 1% |
| 20260811 | $0.65 | $0.28 | 32.8% | 2% |
| 20260810 | $0.60 | $0.45 | 29.4% | 0% |
| 20260806 | $1.60 | $1.18 | 232.3% | 100% |
| 20260805 | $1.38 | $1.38 | 62.0% | 18% |
| 20260804 | $2.40 | $2.40 | 131.5% | 68% |
| 20260803 | $1.43 | $1.43 | 87.7% | 36% |
| 20260731 | $1.05 | $1.05 | 82.4% | 33% |
| 20260730 | $1.40 | $1.40 | 86.8% | 36% |
| 20260729 | $1.45 | $1.45 | 115.3% | 56% |
More on CION
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.