CM · Expected Move
Canadian Imperial Bank of Commerce
The expected move for CM 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).
CM 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 CM Expected Move
30-Day Straddle
$6.27
7-Day Straddle
$3.02
30-Day ATM IV
20.2%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to CM'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.
CM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $6.27 | $3.02 | 20.2% | 22% |
| 20261015 | $6.15 | $2.33 | 21.5% | 38% |
| 20261014 | $6.25 | $1.70 | 22.2% | 46% |
| 20261013 | $6.30 | $1.92 | 21.5% | 38% |
| 20261012 | $6.10 | $2.67 | 21.4% | 37% |
| 20261009 | $6.22 | $2.45 | 21.5% | 38% |
| 20261008 | $6.10 | $3.05 | 20.9% | 31% |
| 20261007 | $6.65 | $3.00 | 22.7% | 51% |
| 20261006 | $7.40 | $3.38 | 22.2% | 46% |
| 20261005 | $7.05 | $3.10 | 22.1% | 44% |
| 20261002 | $3.72 | $3.72 | 21.5% | 37% |
| 20261001 | $4.10 | $4.10 | 22.2% | 46% |
| 20260930 | $3.88 | $3.88 | 21.5% | 38% |
| 20260929 | $4.17 | $4.17 | 21.3% | 35% |
| 20260928 | $5.03 | $5.03 | 22.9% | 54% |
| 20260925 | $4.40 | $4.40 | 20.6% | 27% |
| 20260924 | $5.22 | $5.22 | 22.8% | 53% |
| 20260923 | $5.80 | $5.80 | 23.5% | 61% |
| 20260922 | $4.83 | $4.83 | 20.1% | 22% |
| 20260921 | $4.65 | $4.65 | 20.1% | 21% |
| 20260918 | $5.25 | $0.68 | 20.8% | 30% |
| 20260917 | $5.25 | $1.80 | 20.4% | 25% |
| 20260916 | $5.75 | $3.85 | 23.4% | 60% |
| 20260915 | $6.38 | $3.05 | 23.6% | 62% |
| 20260914 | $5.80 | $2.38 | 21.4% | 37% |
| 20260911 | $5.55 | $2.62 | 19.7% | 17% |
| 20260910 | $6.05 | $2.70 | 21.1% | 33% |
| 20260909 | $6.05 | $3.38 | 21.1% | 33% |
| 20260908 | $6.68 | $3.30 | 20.9% | 31% |
| 20260904 | $6.43 | $4.53 | 18.8% | 6% |
| 20260903 | $6.97 | $4.12 | 21.0% | 32% |
| 20260902 | $4.72 | $4.72 | 21.9% | 42% |
| 20260901 | $4.33 | $4.33 | 20.8% | 29% |
| 20260831 | $3.58 | $3.58 | 19.8% | 18% |
| 20260828 | $4.45 | $4.45 | 21.1% | 33% |
| 20260827 | $3.40 | $3.40 | 18.6% | 4% |
| 20260826 | $7.12 | $7.12 | 26.7% | 98% |
| 20260825 | $6.12 | $6.12 | 24.0% | 66% |
| 20260824 | $5.90 | $5.90 | 24.1% | 68% |
| 20260821 | $6.62 | $1.20 | 24.8% | 69% |
| 20260820 | $7.03 | $1.62 | 26.5% | 86% |
| 20260819 | $7.58 | $3.50 | 26.9% | 90% |
| 20260818 | $7.15 | $2.30 | 24.1% | 61% |
| 20260817 | $6.93 | $2.25 | 24.1% | 61% |
| 20260814 | $8.18 | $2.75 | 25.7% | 78% |
| 20260813 | $7.90 | $3.70 | 24.7% | 68% |
| 20260812 | $8.12 | $3.07 | 25.2% | 72% |
| 20260811 | $7.55 | $3.02 | 24.0% | 60% |
| 20260810 | $7.80 | $3.45 | 24.7% | 68% |
| 20260807 | — | — | 25.2% | 72% |
| 20260806 | $8.50 | $4.47 | 25.2% | 73% |
| 20260805 | $4.28 | $4.28 | 23.4% | 54% |
| 20260804 | $4.82 | $4.82 | 23.2% | 51% |
| 20260803 | $4.65 | $4.65 | 22.8% | 48% |
| 20260731 | $5.50 | $5.50 | 23.4% | 53% |
| 20260730 | $5.05 | $5.05 | 23.3% | 53% |
| 20260729 | $5.12 | $5.12 | 22.3% | 42% |
| 20260728 | $4.62 | $4.62 | 21.3% | 32% |
| 20260727 | $5.28 | $5.28 | 22.3% | 42% |
| 20260724 | $5.67 | $5.67 | 20.7% | 26% |
More on CM
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.