CLLS · Expected Move
Cellectis S.A. American Depositary Shares
The expected move for CLLS 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).
CLLS 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 CLLS Expected Move
30-Day Straddle
$1.98
7-Day Straddle
$1.57
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to CLLS'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.
CLLS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $1.98 | $1.57 | — | — |
| 20261007 | $2.02 | $2.52 | — | — |
| 20261006 | $3.75 | $1.50 | — | — |
| 20261005 | $1.88 | $1.68 | — | — |
| 20261002 | $1.50 | $1.50 | — | — |
| 20261001 | $1.68 | $1.68 | — | — |
| 20260930 | $1.45 | $1.45 | — | — |
| 20260929 | $1.85 | $1.85 | — | — |
| 20260928 | $0.68 | $0.68 | — | — |
| 20260925 | $0.70 | $0.70 | — | — |
| 20260924 | $1.53 | $1.53 | — | — |
| 20260923 | $1.05 | $1.05 | — | — |
| 20260922 | $0.68 | $0.68 | — | — |
| 20260921 | $1.05 | $1.05 | — | — |
| 20260918 | $5.70 | $1.90 | — | — |
| 20260917 | $0.85 | $0.97 | — | — |
| 20260916 | $1.02 | $1.17 | — | — |
| 20260915 | $0.85 | $1.57 | — | — |
| 20260914 | $0.53 | $1.50 | — | — |
| 20260911 | $2.30 | $1.27 | 141.4% | 12% |
| 20260910 | $2.33 | $1.27 | 110.0% | 6% |
| 20260909 | $2.33 | $1.30 | 113.0% | 7% |
| 20260908 | $2.38 | $1.60 | 112.0% | 6% |
| 20260904 | $2.38 | $1.38 | 133.6% | 11% |
| 20260903 | $2.42 | $1.40 | 128.1% | 10% |
| 20260902 | $1.53 | $1.53 | 143.1% | 12% |
| 20260901 | $1.50 | $1.50 | — | — |
| 20260831 | $1.88 | $1.88 | 116.9% | 7% |
| 20260828 | $1.60 | $1.60 | — | — |
| 20260827 | $1.50 | $1.50 | — | — |
| 20260826 | $1.57 | $1.57 | 111.2% | 6% |
| 20260825 | $1.73 | $1.73 | — | — |
| 20260824 | $2.30 | $2.30 | 197.1% | 23% |
| 20260821 | $2.42 | $1.45 | 236.5% | 31% |
| 20260820 | $2.33 | $1.38 | — | — |
| 20260819 | $2.30 | $1.45 | 164.7% | 17% |
| 20260818 | $2.25 | $1.25 | 162.4% | 16% |
| 20260817 | $2.30 | $6.28 | 192.8% | 22% |
| 20260814 | $2.42 | $1.52 | 302.4% | 43% |
| 20260813 | $2.35 | $1.32 | 294.8% | 42% |
| 20260812 | $2.30 | $1.48 | 267.5% | 37% |
| 20260811 | $2.38 | $1.20 | 256.0% | 34% |
| 20260810 | $2.33 | $1.48 | 150.1% | 14% |
| 20260806 | $2.48 | $1.92 | 257.8% | 35% |
| 20260805 | $2.05 | $2.05 | 112.9% | 7% |
| 20260804 | $3.23 | $3.23 | 285.1% | 40% |
| 20260803 | $4.20 | $4.20 | 159.9% | 14% |
| 20260731 | $1.85 | $1.85 | 155.0% | 13% |
| 20260730 | $1.75 | $1.75 | 110.1% | 5% |
| 20260729 | $1.98 | $1.98 | — | — |
| 20260728 | $1.85 | $1.85 | 159.3% | 14% |
| 20260727 | $2.08 | $2.08 | 111.7% | 6% |
| 20260724 | $1.75 | $1.75 | 115.7% | 6% |
| 20260723 | $2.02 | $2.02 | 111.3% | 6% |
| 20260722 | $1.88 | $1.88 | 159.1% | 14% |
| 20260721 | $1.50 | $1.50 | 104.0% | 4% |
| 20260720 | $2.62 | $2.62 | 160.0% | 14% |
| 20260716 | $1.60 | $0.55 | — | — |
| 20260715 | $3.77 | $1.18 | — | — |
| 20260714 | $1.70 | $1.22 | — | — |
More on CLLS
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.