CLMT · Expected Move
Calumet, Inc. Common Stock
The expected move for CLMT 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).
CLMT 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 CLMT Expected Move
30-Day Straddle
$6.80
7-Day Straddle
$6.80
30-Day ATM IV
79.1%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to CLMT'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.
CLMT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $6.80 | $6.80 | 79.1% | 100% |
| 20261103 | $7.50 | $7.50 | 76.7% | 95% |
| 20261102 | $7.03 | $7.03 | 74.6% | 87% |
| 20261030 | $7.50 | $7.50 | 74.3% | 86% |
| 20261029 | $7.47 | $7.47 | 73.2% | 82% |
| 20261028 | $8.15 | $8.15 | 78.1% | 100% |
| 20261027 | $7.95 | $7.95 | 75.4% | 100% |
| 20261026 | $8.32 | $8.32 | 73.0% | 90% |
| 20261023 | $8.45 | $8.45 | 75.4% | 100% |
| 20261022 | $8.30 | $8.30 | 73.6% | 100% |
| 20261021 | $9.05 | $9.05 | 71.8% | 100% |
| 20261020 | $9.05 | $9.05 | 70.8% | 100% |
| 20261019 | $8.85 | $8.85 | 68.1% | 92% |
| 20261016 | $9.95 | $2.90 | 66.8% | 85% |
| 20261015 | $9.90 | $2.35 | 65.4% | 77% |
| 20261014 | $9.95 | $3.12 | 65.1% | 76% |
| 20261013 | $9.80 | $2.85 | 63.6% | 68% |
| 20261012 | $9.22 | $3.40 | 61.0% | 54% |
| 20261009 | $9.55 | $3.55 | 61.8% | 58% |
| 20261008 | $10.50 | $4.38 | 63.4% | 67% |
| 20261007 | $9.95 | $4.35 | 63.5% | 67% |
| 20261006 | $10.30 | $4.45 | 64.3% | 71% |
| 20261005 | $10.45 | $4.70 | 64.9% | 75% |
| 20261002 | $5.00 | $5.00 | 65.2% | 76% |
| 20261001 | $5.17 | $5.17 | 61.4% | 56% |
| 20260930 | $5.75 | $5.75 | 63.4% | 67% |
| 20260929 | $5.40 | $5.40 | 60.8% | 53% |
| 20260928 | $6.30 | $6.30 | 63.6% | 68% |
| 20260925 | $6.38 | $6.38 | 62.2% | 61% |
| 20260924 | $6.57 | $6.57 | 63.4% | 67% |
| 20260923 | $6.55 | $6.55 | 62.2% | 61% |
| 20260922 | $7.72 | $7.72 | 61.0% | 54% |
| 20260921 | $7.93 | $7.93 | 63.1% | 65% |
| 20260918 | $7.65 | $1.85 | 58.1% | 39% |
| 20260917 | $8.25 | $1.60 | 61.2% | 55% |
| 20260916 | $8.75 | $3.20 | 64.6% | 73% |
| 20260915 | $9.00 | $3.95 | 64.5% | 73% |
| 20260914 | $9.18 | $4.40 | 61.3% | 56% |
| 20260911 | $8.60 | $3.88 | 60.6% | 52% |
| 20260910 | $8.75 | $4.42 | 61.5% | 57% |
| 20260909 | $8.55 | $4.40 | 61.0% | 54% |
| 20260908 | $8.55 | $4.38 | 60.7% | 53% |
| 20260904 | $9.30 | $5.25 | 61.4% | 56% |
| 20260903 | $8.70 | $5.83 | 59.2% | 45% |
| 20260902 | $5.03 | $5.03 | 58.7% | 42% |
| 20260901 | $5.17 | $5.17 | 57.9% | 38% |
| 20260831 | $4.62 | $4.62 | 52.8% | 11% |
| 20260828 | $5.12 | $5.12 | 55.8% | 27% |
| 20260827 | $5.00 | $5.00 | 56.1% | 28% |
| 20260826 | $5.43 | $5.43 | 56.9% | 33% |
| 20260825 | $5.32 | $5.32 | 56.4% | 30% |
| 20260824 | $5.55 | $5.55 | 56.4% | 30% |
| 20260821 | $6.53 | $1.27 | 60.0% | 49% |
| 20260820 | $6.00 | $1.32 | 55.4% | 25% |
| 20260819 | $7.12 | $2.75 | 63.1% | 65% |
| 20260818 | $6.90 | $2.50 | 58.4% | 40% |
| 20260817 | $6.68 | $2.48 | 59.3% | 45% |
| 20260814 | $6.55 | $2.80 | 55.2% | 24% |
| 20260813 | $7.10 | $3.67 | 58.3% | 40% |
| 20260812 | $6.65 | $2.98 | 55.3% | 25% |
More on CLMT
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.