CL · Expected Move

Colgate-Palmolive Company

The expected move for CL 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).

CL 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 CL Expected Move
30-Day Straddle
$5.25
7-Day Straddle
$2.50
30-Day ATM IV
24.5%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to CL'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.
CL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $5.25 $2.50 24.5% 35%
20261015 $4.92 $2.60 23.6% 30%
20261014 $5.43 $2.75 25.1% 39%
20261013 $4.85 $2.45 23.4% 28%
20261012 $5.20 $1.55 24.4% 34%
20261009 $4.60 $1.90 22.8% 25%
20261008 $4.82 $2.15 24.3% 34%
20261007 $4.80 $2.77 23.8% 31%
20261006 $4.80 $2.45 23.1% 27%
20261005 $4.35 $1.60 22.9% 25%
20261002 $4.43 $1.90 25.4% 41%
20261001 $4.75 $2.10 24.5% 35%
20260930 $4.80 $2.80 24.4% 34%
20260929 $4.97 $2.55 23.2% 27%
20260928 $4.57 $1.68 24.2% 33%
20260925 $3.85 $2.30 21.3% 16%
20260924 $4.75 $2.17 24.3% 34%
20260923 $4.08 $2.33 20.9% 14%
20260922 $4.25 $2.45 21.0% 14%
20260921 $4.40 $1.68 21.5% 17%
20260918 $3.97 $1.75 20.1% 9%
20260917 $4.33 $1.70 22.2% 21%
20260916 $3.92 $2.55 20.2% 10%
20260915 $4.85 $2.67 23.7% 30%
20260914 $4.65 $2.02 21.8% 19%
20260911 $4.15 $2.12 22.6% 24%
20260910 $4.30 $2.42 21.8% 19%
20260909 $4.58 $2.40 22.7% 25%
20260908 $4.95 $2.12 23.7% 30%
20260904 $4.03 $1.82 20.8% 13%
20260903 $3.58 $2.40 18.6% 0%
20260902 $4.15 $2.30 20.1% 5%
20260901 $4.12 $2.40 19.9% 3%
20260831 $4.58 $2.17 21.5% 13%
20260828 $3.90 $1.90 19.4% 0%
20260827 $4.62 $1.82 22.8% 18%
20260826 $4.90 $2.58 23.2% 20%
20260825 $5.15 $2.85 23.0% 18%
20260824 $4.80 $2.00 21.6% 9%
20260821 $4.35 $2.20 22.1% 12%
20260820 $4.50 $2.65 22.2% 14%
20260819 $4.40 $2.92 20.2% 0%
20260818 $4.62 $2.88 21.6% 0%
20260817 $4.65 $1.45 21.8% 0%
20260814 $4.67 $2.00 22.4% 4%
20260813 $4.62 $2.10 22.6% 5%
20260812 $5.00 $2.88 23.8% 14%
20260811 $5.10 $2.72 23.0% 8%
20260810 $5.05 $1.88 23.1% 9%
20260807 — — 21.9% 0%
20260806 $5.30 $2.83 24.7% 19%
20260805 $4.95 $2.83 23.1% 8%
20260804 $5.50 $3.23 26.2% 31%
20260803 $5.33 $2.42 25.2% 23%
20260731 $5.07 $2.38 24.5% 18%
20260730 $6.22 $3.48 28.8% 51%
20260729 $5.58 $4.10 26.3% 32%
20260728 $5.50 $4.03 25.9% 29%
20260727 $6.10 $3.58 28.4% 47%
20260724 $5.53 $3.60 27.5% 44%

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.