CM (Canadian Imperial Bank of Commerce)

Expected Move & Straddle Price History

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).

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.

Current CM Expected Move
30-Day Straddle
$6.10
7-Day Straddle
$1.73
Avg IV
0.5%
IV Rank
21%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260716 $6.10 $1.73 0.5% 21%
20260715 $6.03 $2.42 0.4% 6%
20260714 $6.03 $2.40 0.4% 17%
20260713 $7.57 $3.15 0.4% 20%
20260710 $7.12 $3.18 0.3% 0%
20260709 $6.33 $2.67 0.4% 9%
20260708 $6.50 $2.40 0.4% 7%
20260707 $6.75 $3.27 0.4% 2%
20260706 $6.65 $4.10 0.4% 4%
20260702 $3.83 $3.83 0.7% 62%
20260701 $3.95 $3.95 0.5% 16%
20260630 $3.97 $3.97 0.5% 22%
20260629 $4.43 $4.43 0.5% 17%
20260626 $4.92 $4.92 0.5% 23%
20260625 $4.33 $4.33 0.6% 35%
20260624 $4.78 $4.78 0.5% 16%
20260623 $4.88 $4.88 0.5% 21%
20260622 $4.80 $4.80 0.5% 25%
20260618 $5.00 $1.55 0.4% 7%
20260617 $5.45 $1.83 0.4% 6%
20260616 $4.83 $1.50 0.5% 15%
20260615 $5.28 $1.90 0.4% 10%
20260613 $5.62 $2.73 0.5% 25%
20260612 $5.67 $2.73 0.5% 22%
20260611 $6.47 $3.08 0.4% 26%
20260610 $6.00 $3.00 0.4% 23%
20260609 $6.40 $3.43 0.4% 25%
20260608 $6.00 $3.38 0.4% 20%
20260605 $6.55 $3.70 0.4% 21%
20260604 $6.65 $3.60 0.4% 25%
20260603 $6.93 $4.75 0.4% 22%
20260602 $4.17 $4.17 0.8% 80%
20260601 $4.42 $4.42 0.9% 100%
20260529 $4.22 $4.22 0.8% 84%
20260528 $4.28 $4.28 0.7% 64%
20260527 $6.00 $6.00 0.7% 78%
20260526 $6.80 $6.80 0.7% 71%
20260510 $6.95 $2.52 0.6% 61%
20260508 $6.95 $2.52 0.6% 59%
20260507 $7.30 $2.85 0.6% 47%
20260506 $8.05 $3.95 0.7% 52%
20260505 $7.45 $3.30 0.6% 50%
20260504 $7.30 $3.40 0.6% 50%
20260502 $4.25 $4.25 0.9% 81%
20260501 $4.25 $4.25 0.9% 78%
20260430 $4.28 $4.28 0.6% 47%
20260429 $4.17 $4.17 0.8% 68%
20260428 $3.52 $3.52 0.8% 73%
20260427 $4.10 $4.10 0.7% 54%
20260424 $4.33 $4.33 0.5% 30%
20260423 $4.35 $4.35 0.6% 37%
20260422 $4.55 $4.55 0.4% 18%
20260421 $4.62 $4.62 0.6% 47%
20260420 $4.42 $4.42 0.5% 35%
20260417 $4.50 $0.72 0.5% 35%
20260416 $5.88 $2.60 0.5% 31%
20260415 $5.60 $2.73 0.5% 31%
20260414 $5.00 $1.92 0.4% 23%
20260413 $4.83 $1.77 0.4% 14%
20260410 $5.17 $2.62 0.5% 25%