CLBT · Expected Move

Cellebrite DI Ltd. Class A Ordinary Shares

The expected move for CLBT 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).

CLBT 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 CLBT Expected Move
30-Day Straddle
$1.45
7-Day Straddle
$1.12
30-Day ATM IV
44.5%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to CLBT'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.
CLBT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261113 $1.45 $1.12 44.5% 4%
20261112 $1.38 $1.02 45.5% 7%
20261111 $1.98 $1.65 65.3% 71%
20261110 $1.95 $1.57 64.1% 67%
20261109 $1.95 $1.48 62.1% 61%
20261106 $1.88 $1.60 56.0% 41%
20261105 $2.05 $1.62 65.6% 72%
20261104 $1.60 $1.60 64.4% 68%
20261103 $1.62 $1.62 58.6% 50%
20261102 $1.62 $1.62 66.3% 74%
20261030 $1.80 $1.80 68.1% 81%
20261029 $1.75 $1.75 65.4% 72%
20261028 $1.75 $1.75 63.7% 66%
20261027 $1.73 $1.73 66.2% 74%
20261026 $1.70 $1.70 62.9% 64%
20261023 $1.67 $1.67 61.0% 57%
20261022 $1.38 $1.38 56.1% 42%
20261021 $1.90 $1.90 67.4% 78%
20261020 $2.32 $2.32 74.1% 100%
20261019 $1.90 $1.90 69.3% 86%
20261016 $2.17 $1.02 73.6% 100%
20261015 $2.40 $1.45 70.4% 99%
20261014 $2.08 $1.20 70.8% 100%
20261013 $2.02 $1.60 62.3% 72%
20261012 $1.90 $2.42 59.0% 60%
20261009 $2.12 $2.02 66.5% 84%
20261008 $2.15 $1.32 62.0% 68%
20261007 $2.30 $1.50 66.2% 83%
20261006 $2.40 $1.35 65.9% 82%
20261005 $2.35 $1.45 67.8% 88%
20261002 $1.43 $1.43 66.6% 83%
20261001 $1.62 $1.62 65.8% 81%
20260930 $1.55 $1.55 64.8% 77%
20260929 $1.23 $1.23 64.4% 71%
20260928 $1.35 $1.35 65.2% 74%
20260925 $1.32 $1.32 60.4% 57%
20260924 $1.82 $1.82 68.1% 83%
20260923 $1.62 $1.62 55.5% 41%
20260922 $1.47 $1.47 56.3% 41%
20260921 $1.53 $1.53 56.7% 42%
20260918 $1.55 $0.95 52.3% 26%
20260917 $1.62 $0.55 55.7% 36%
20260916 $1.60 $0.97 62.0% 54%
20260915 $1.88 $1.35 53.7% 25%
20260914 $1.77 $0.90 — —
20260911 $1.98 $1.43 59.8% 40%
20260910 $1.78 $1.32 55.9% 30%
20260909 $1.88 $1.30 57.9% 35%
20260908 $1.78 $1.15 49.8% 16%
20260904 $1.65 $1.07 53.7% 25%
20260903 $1.70 $1.05 48.8% 13%
20260902 $1.18 $1.18 51.2% 19%
20260901 $1.48 $1.48 54.2% 26%
20260831 $1.10 $1.10 48.2% 12%
20260828 $1.15 $1.15 49.5% 15%
20260827 $0.95 $0.95 43.3% 0%
20260826 $1.60 $1.60 57.8% 31%
20260825 $1.55 $1.55 54.7% 23%
20260824 $1.50 $1.50 49.8% 11%
20260821 $1.32 $1.18 45.5% 0%

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.