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

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current CLBT Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$1.23
Avg IV
154.9%
IV Rank
61%
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 StraddleAvg IVIV Rank
20260929 $1.23 $1.23 154.9% 61%
20260928 $1.35 $1.35 173.1% 77%
20260925 $1.32 $1.32 193.6% 95%
20260924 $1.82 $1.82 157.6% 64%
20260923 $1.62 $1.62 174.9% 79%
20260922 $1.47 $1.47 129.5% 40%
20260921 $1.53 $1.53 151.3% 58%
20260918 $1.55 $0.95 145.1% 53%
20260917 $1.62 $0.55 143.2% 51%
20260916 $1.60 $0.97 142.4% 51%
20260915 $1.88 $1.35 140.8% 49%
20260914 $1.77 $0.90 132.0% 42%
20260911 $1.98 $1.43 130.4% 40%
20260910 $1.78 $1.32 118.4% 30%
20260909 $1.88 $1.30 127.2% 38%
20260908 $1.78 $1.15 124.4% 35%
20260904 $1.65 $1.07 134.3% 44%
20260903 $1.70 $1.05 116.3% 28%
20260902 $1.18 $1.18 177.0% 80%
20260901 $1.48 $1.48 104.7% 18%
20260831 $1.10 $1.10 167.8% 72%
20260828 $1.15 $1.15 166.4% 71%
20260827 $0.95 $0.95 139.4% 48%
20260826 $1.60 $1.60 153.6% 60%
20260825 $1.55 $1.55 157.6% 64%
20260824 $1.50 $1.50 156.0% 62%
20260821 $1.32 $1.18 138.8% 48%
20260820 $1.88 $1.12 133.6% 43%
20260819 $1.60 $1.20 135.7% 45%
20260818 $1.67 $1.10 131.6% 41%
20260817 $1.43 $0.65 161.2% 67%
20260814 $1.75 $1.07 130.5% 40%
20260813 $1.70 $1.20 142.0% 50%
20260812 $2.33 $1.75 105.6% 19%
20260811 $2.73 $2.05 114.5% 27%
20260810 $2.67 $2.12 107.6% 21%
20260806 $2.58 $2.00 87.5% 4%
20260805 $1.92 $1.92 174.8% 78%
20260804 $1.88 $1.88 110.1% 23%
20260803 $1.77 $1.77 159.3% 65%
20260731 $1.82 $1.82 129.9% 40%
20260730 $2.15 $2.15 164.9% 70%
20260729 $2.08 $2.08 150.3% 57%
20260728 $1.92 $1.92 143.9% 52%
20260727 $1.88 $1.88 130.6% 41%
20260724 $2.12 $2.12 117.5% 29%
20260723 $2.17 $2.17 135.9% 45%
20260722 $2.10 $2.10 151.2% 58%
20260721 $2.20 $2.20 153.3% 60%
20260720 $2.23 $2.23 118.2% 30%
20260716 $2.48 $1.40 113.5% 26%
20260715 $2.50 $0.95 138.7% 47%
20260714 $2.42 $1.38 117.5% 29%
20260713 $2.67 $1.45 126.3% 37%
20260710 $2.92 $1.38 139.5% 48%
20260709 $2.50 $1.70 121.8% 33%
20260708 $3.17 $1.57 105.6% 19%
20260707 $2.90 $1.43 131.0% 41%
20260706 $2.92 $1.60 83.3% 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.