CLS · Expected Move
Celestica, Inc.
The expected move for CLS 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).
CLS 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 CLS Expected Move
30-Day Straddle
$50.60
7-Day Straddle
$36.25
30-Day ATM IV
85.1%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to CLS'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.
CLS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $50.60 | $36.25 | 85.1% | 70% |
| 20261022 | $51.10 | $38.10 | 84.1% | 68% |
| 20261021 | $53.65 | $41.80 | 77.3% | 51% |
| 20261020 | $53.55 | $43.20 | 78.4% | 54% |
| 20261019 | $56.35 | $20.30 | 80.9% | 60% |
| 20261016 | $56.10 | $24.15 | 82.6% | 64% |
| 20261015 | $56.40 | $27.40 | 79.2% | 56% |
| 20261014 | $59.25 | $29.45 | 80.5% | 59% |
| 20261013 | $62.70 | $29.80 | 76.0% | 48% |
| 20261012 | $59.20 | $19.50 | 73.7% | 42% |
| 20261009 | $58.45 | $22.90 | 72.7% | 39% |
| 20261008 | $59.30 | $26.85 | 73.3% | 41% |
| 20261007 | $61.15 | $25.65 | 71.8% | 37% |
| 20261006 | $64.55 | $29.70 | 71.0% | 35% |
| 20261005 | $65.40 | $18.90 | 72.3% | 38% |
| 20261002 | $63.35 | $22.75 | 74.2% | 43% |
| 20261001 | $63.55 | $26.80 | 75.9% | 47% |
| 20260930 | $62.45 | $28.50 | 75.9% | 47% |
| 20260929 | $64.05 | $30.15 | 73.9% | 42% |
| 20260928 | $61.05 | $21.10 | 70.8% | 35% |
| 20260925 | $46.80 | $22.05 | 63.0% | 16% |
| 20260924 | $52.65 | $28.35 | 64.4% | 19% |
| 20260923 | $52.00 | $27.30 | 62.4% | 14% |
| 20260922 | $52.60 | $29.55 | 63.4% | 16% |
| 20260921 | $50.00 | $20.05 | 62.0% | 13% |
| 20260918 | $44.30 | $20.70 | 59.8% | 8% |
| 20260917 | $44.70 | $23.90 | 61.1% | 11% |
| 20260916 | $47.00 | $27.20 | 62.5% | 14% |
| 20260915 | $45.95 | $26.80 | 62.1% | 13% |
| 20260914 | $47.40 | $19.70 | 63.4% | 16% |
| 20260911 | $46.65 | $21.05 | 61.1% | 11% |
| 20260910 | $45.70 | $22.45 | 63.0% | 15% |
| 20260909 | $48.35 | $24.30 | 63.8% | 17% |
| 20260908 | $48.95 | $29.10 | 64.2% | 18% |
| 20260904 | $42.95 | $20.60 | 60.5% | 9% |
| 20260903 | $41.20 | $22.50 | 59.3% | 6% |
| 20260902 | $36.30 | $20.45 | 57.0% | 1% |
| 20260901 | $39.70 | $22.95 | 56.8% | 0% |
| 20260831 | $41.95 | $16.65 | 58.8% | 0% |
| 20260828 | $39.65 | $19.45 | 60.2% | 0% |
| 20260827 | $42.90 | $24.15 | 60.1% | 0% |
| 20260826 | $46.10 | $27.25 | 65.5% | 13% |
| 20260825 | $43.15 | $27.45 | 60.9% | 0% |
| 20260824 | $44.30 | $16.35 | 63.4% | 5% |
| 20260821 | $40.45 | $18.40 | 61.7% | 0% |
| 20260820 | $42.20 | $21.65 | 62.4% | 0% |
| 20260819 | $43.05 | $22.55 | 62.6% | 0% |
| 20260818 | $45.85 | $26.10 | 63.8% | 4% |
| 20260817 | $51.80 | $18.95 | 64.4% | 5% |
| 20260814 | $48.50 | $22.45 | 65.6% | 9% |
| 20260813 | $54.30 | $26.05 | 68.9% | 18% |
| 20260812 | $53.70 | $27.05 | 69.4% | 20% |
| 20260811 | $44.50 | $24.70 | 62.6% | 0% |
| 20260810 | $50.45 | $17.35 | 68.6% | 5% |
| 20260807 | — | — | 68.9% | 6% |
| 20260806 | $56.95 | $28.30 | 79.1% | 43% |
| 20260805 | $65.80 | $35.55 | 79.5% | 44% |
| 20260804 | $72.70 | $41.15 | 83.9% | 58% |
| 20260803 | $67.60 | $27.45 | 84.4% | 60% |
| 20260731 | $58.25 | $30.50 | 80.2% | 47% |
More on CLS
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.