CMC · Expected Move
Commercial Metals Company
The expected move for CMC 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).
CMC 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 CMC Expected Move
30-Day Straddle
$5.67
7-Day Straddle
$1.00
30-Day ATM IV
35.5%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to CMC'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.
CMC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.67 | $1.00 | 35.5% | 23% |
| 20261015 | $5.25 | $1.80 | 32.0% | 0% |
| 20261014 | $6.58 | $3.40 | 39.7% | 46% |
| 20261013 | $6.25 | $3.42 | 37.4% | 28% |
| 20261012 | $6.35 | $3.58 | 37.9% | 32% |
| 20261009 | $6.60 | $3.83 | 38.4% | 36% |
| 20261008 | $6.62 | $4.00 | 39.4% | 44% |
| 20261007 | $6.62 | $4.30 | 39.8% | 46% |
| 20261006 | $7.10 | $4.35 | 41.0% | 55% |
| 20261005 | $7.12 | $4.62 | 40.5% | 52% |
| 20261002 | $4.45 | $4.45 | 38.9% | 40% |
| 20261001 | $4.42 | $4.42 | 38.7% | 38% |
| 20260930 | $4.67 | $4.67 | 40.2% | 49% |
| 20260929 | $4.68 | $4.68 | 39.9% | 47% |
| 20260928 | $5.03 | $5.03 | 40.7% | 53% |
| 20260925 | $5.28 | $5.28 | 39.4% | 43% |
| 20260924 | $5.22 | $5.22 | 39.4% | 43% |
| 20260923 | $5.35 | $5.35 | 40.2% | 49% |
| 20260922 | $5.57 | $5.57 | 40.9% | 55% |
| 20260921 | $5.45 | $5.45 | 39.7% | 46% |
| 20260918 | $6.03 | $1.57 | 42.1% | 63% |
| 20260917 | $6.05 | $1.97 | 40.2% | 49% |
| 20260916 | $6.10 | $1.93 | 39.5% | 44% |
| 20260915 | $6.08 | $2.02 | 40.1% | 49% |
| 20260914 | $6.20 | $2.12 | 40.6% | 52% |
| 20260911 | $6.70 | $2.70 | 39.9% | 47% |
| 20260910 | $6.80 | $3.05 | 40.3% | 50% |
| 20260909 | $7.07 | $3.30 | 39.6% | 45% |
| 20260908 | $7.35 | $3.25 | 39.5% | 44% |
| 20260904 | $7.25 | $3.75 | 37.4% | 28% |
| 20260903 | $7.15 | $3.83 | 36.0% | 18% |
| 20260902 | $4.00 | $4.00 | 36.3% | 21% |
| 20260901 | $3.90 | $3.90 | 37.0% | 26% |
| 20260831 | $4.65 | $4.65 | 39.7% | 45% |
| 20260828 | $4.97 | $4.97 | 39.1% | 41% |
| 20260827 | $5.10 | $5.10 | 37.9% | 32% |
| 20260826 | $5.00 | $5.00 | 36.9% | 25% |
| 20260825 | $4.62 | $4.62 | 35.6% | 15% |
| 20260824 | $4.88 | $4.88 | 37.8% | 31% |
| 20260821 | $4.95 | $2.10 | 34.8% | 9% |
| 20260820 | $5.22 | $2.17 | 36.1% | 19% |
| 20260819 | $5.43 | $1.75 | 34.8% | 9% |
| 20260818 | $5.65 | $2.12 | 33.7% | 1% |
| 20260817 | $6.25 | $2.35 | 36.4% | 21% |
| 20260814 | $5.82 | $2.75 | 33.5% | 0% |
| 20260813 | $6.15 | $3.00 | 34.2% | 0% |
| 20260812 | $6.45 | $3.12 | 35.1% | 1% |
| 20260811 | $7.40 | $3.62 | 39.6% | 38% |
| 20260810 | $7.00 | $4.08 | 36.3% | 11% |
| 20260807 | — | — | 35.0% | 0% |
| 20260806 | $8.15 | $4.53 | 38.1% | 6% |
| 20260805 | $4.75 | $4.75 | 38.4% | 8% |
| 20260804 | $4.90 | $4.90 | 39.5% | 19% |
| 20260803 | $5.30 | $5.30 | 40.8% | 31% |
| 20260731 | $4.83 | $4.83 | 38.9% | 13% |
| 20260730 | $4.97 | $4.97 | 37.6% | 0% |
| 20260729 | $5.62 | $5.62 | 40.4% | 14% |
| 20260728 | $6.08 | $6.08 | 40.5% | 15% |
| 20260727 | $5.75 | $5.75 | 41.2% | 19% |
| 20260724 | $6.17 | $6.17 | 38.6% | 4% |
More on CMC
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.