CLX · Expected Move
Clorox Company
The expected move for CLX 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).
CLX 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 CLX Expected Move
30-Day Straddle
$8.50
7-Day Straddle
$4.75
30-Day ATM IV
31.5%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to CLX'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.
CLX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $8.50 | $4.75 | 31.5% | 22% |
| 20261106 | $8.85 | $5.70 | 33.7% | 36% |
| 20261105 | $9.30 | $5.88 | 34.7% | 41% |
| 20261104 | $5.88 | $5.88 | 33.0% | 31% |
| 20261103 | $6.08 | $6.08 | 35.1% | 43% |
| 20261102 | $7.45 | $7.45 | 42.5% | 87% |
| 20261030 | $8.05 | $8.05 | 42.1% | 85% |
| 20261029 | $7.35 | $7.35 | 39.6% | 69% |
| 20261028 | $7.53 | $7.53 | 39.9% | 72% |
| 20261027 | $7.28 | $7.28 | 39.9% | 71% |
| 20261026 | $7.60 | $7.60 | 40.7% | 76% |
| 20261023 | $7.65 | $7.65 | 39.9% | 72% |
| 20261022 | $8.57 | $8.57 | 41.0% | 78% |
| 20261021 | $7.53 | $7.53 | 38.9% | 66% |
| 20261020 | $7.70 | $7.70 | 38.3% | 62% |
| 20261019 | $8.25 | $8.25 | 41.0% | 78% |
| 20261016 | $8.05 | $2.02 | 37.6% | 58% |
| 20261015 | $7.95 | $1.70 | 37.1% | 55% |
| 20261014 | $8.10 | $1.95 | 37.8% | 59% |
| 20261013 | $8.40 | $2.28 | 38.3% | 62% |
| 20261012 | $8.45 | $2.65 | 38.0% | 60% |
| 20261009 | $8.55 | $3.05 | 36.4% | 51% |
| 20261008 | $8.90 | $3.28 | 37.2% | 56% |
| 20261007 | $8.65 | $3.98 | 37.0% | 54% |
| 20261006 | $8.90 | $3.92 | 36.6% | 52% |
| 20261005 | $8.90 | $4.30 | 37.7% | 58% |
| 20261002 | $4.20 | $4.20 | 40.1% | 72% |
| 20261001 | $4.40 | $4.40 | 37.5% | 58% |
| 20260930 | $4.72 | $4.72 | 37.1% | 55% |
| 20260929 | $4.88 | $4.88 | 36.3% | 51% |
| 20260928 | $4.90 | $4.90 | 35.4% | 45% |
| 20260925 | $5.12 | $5.12 | 34.7% | 41% |
| 20260924 | $5.42 | $5.42 | 33.7% | 35% |
| 20260923 | $5.43 | $5.43 | 33.5% | 34% |
| 20260922 | $5.82 | $5.82 | 32.9% | 31% |
| 20260921 | $5.60 | $5.60 | 32.9% | 31% |
| 20260918 | $5.83 | $2.12 | 30.5% | 17% |
| 20260917 | $5.88 | $1.35 | 30.9% | 19% |
| 20260916 | $6.15 | $1.75 | 32.0% | 25% |
| 20260915 | $6.70 | $2.85 | 32.2% | 27% |
| 20260914 | $6.80 | $2.80 | 32.0% | 25% |
| 20260911 | $7.08 | $4.02 | 31.4% | 22% |
| 20260910 | $7.15 | $3.38 | 31.6% | 23% |
| 20260909 | $7.25 | $3.45 | 31.7% | 23% |
| 20260908 | $7.50 | $4.30 | 31.4% | 22% |
| 20260904 | $7.70 | $4.38 | 29.4% | 10% |
| 20260903 | $7.70 | $4.50 | 29.7% | 12% |
| 20260902 | $4.57 | $4.57 | 29.3% | 10% |
| 20260901 | $4.93 | $4.93 | 30.5% | 16% |
| 20260831 | $5.25 | $5.25 | 29.8% | 13% |
| 20260828 | $5.67 | $5.67 | 28.0% | 2% |
| 20260827 | $5.85 | $5.85 | 29.0% | 8% |
| 20260826 | $5.58 | $5.58 | 27.7% | 0% |
| 20260825 | $6.15 | $6.15 | 29.4% | 4% |
| 20260824 | $6.42 | $6.42 | 28.9% | 1% |
| 20260821 | $7.02 | $1.90 | 29.1% | 2% |
| 20260820 | $7.23 | $1.93 | 29.7% | 6% |
| 20260819 | $7.70 | $2.80 | 29.8% | 7% |
| 20260818 | $7.10 | $2.70 | 29.0% | 2% |
| 20260817 | $8.60 | $3.02 | 34.2% | 34% |
More on CLX
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.