CMCI · Expected Move
VanEck CMCI Commodity Strategy ETF · ETF
The expected move for CMCI 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).
CMCI 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 CMCI Expected Move
30-Day Straddle
$2.78
7-Day Straddle
$2.12
30-Day ATM IV
24.5%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to CMCI'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.
CMCI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.78 | $2.12 | 24.5% | 9% |
| 20261008 | $2.85 | $2.12 | 21.6% | 3% |
| 20261007 | $5.00 | $5.00 | 29.9% | 20% |
| 20261006 | $2.80 | $2.17 | 21.1% | 2% |
| 20261005 | $2.90 | $2.23 | 21.2% | 2% |
| 20261002 | $2.22 | $2.22 | 21.0% | 1% |
| 20261001 | $5.00 | $5.00 | 25.2% | 10% |
| 20260930 | $2.27 | $2.27 | 21.4% | 2% |
| 20260929 | $2.35 | $2.35 | 21.3% | 2% |
| 20260928 | $2.40 | $2.40 | 23.2% | 6% |
| 20260925 | $2.45 | $2.45 | 21.0% | 1% |
| 20260924 | $2.40 | $2.40 | 20.7% | 1% |
| 20260923 | $2.38 | $2.38 | 24.1% | 7% |
| 20260922 | $2.42 | $2.42 | 24.2% | 8% |
| 20260921 | $2.42 | $2.42 | 23.6% | 7% |
| 20260918 | $2.60 | $3.67 | 20.3% | 0% |
| 20260917 | $2.62 | $2.12 | 33.7% | 7% |
| 20260916 | $3.12 | $2.30 | 39.2% | 21% |
| 20260915 | $3.15 | $2.33 | 34.2% | 9% |
| 20260914 | $3.15 | $2.42 | 37.1% | 16% |
| 20260911 | $3.30 | $2.50 | 35.2% | 11% |
| 20260910 | $3.30 | $2.50 | 34.6% | 9% |
| 20260909 | $3.30 | $2.50 | 34.0% | 8% |
| 20260908 | $3.30 | $2.60 | 46.5% | 40% |
| 20260904 | $3.35 | $2.62 | 44.6% | 35% |
| 20260903 | $3.35 | $2.62 | 43.6% | 32% |
| 20260902 | $2.67 | $2.67 | 35.8% | 13% |
| 20260901 | $2.67 | $2.67 | 35.1% | 11% |
| 20260831 | $2.67 | $2.67 | 33.3% | 6% |
| 20260828 | $2.72 | $2.72 | 31.1% | 1% |
| 20260827 | $2.77 | $2.77 | 30.8% | 0% |
| 20260826 | $2.95 | $2.95 | 65.2% | 87% |
| 20260825 | $2.95 | $2.95 | 65.0% | 86% |
| 20260824 | $2.95 | $2.95 | 67.8% | 93% |
| 20260821 | $2.95 | $5.00 | 40.0% | 23% |
| 20260820 | $2.92 | $2.15 | 38.2% | 18% |
| 20260819 | $2.95 | $2.33 | 36.5% | 14% |
| 20260818 | $3.02 | $2.30 | 35.1% | 10% |
| 20260817 | $2.98 | $2.28 | 34.7% | 9% |
| 20260814 | $3.15 | $2.35 | 32.5% | 4% |
| 20260813 | $3.15 | $2.35 | 32.1% | 3% |
| 20260812 | $3.20 | $2.47 | 32.9% | 5% |
| 20260811 | $3.15 | $2.40 | 33.9% | 6% |
| 20260810 | $3.35 | $2.50 | 33.3% | 5% |
| 20260807 | — | — | 31.1% | 0% |
| 20260806 | $3.45 | $2.67 | 33.4% | 4% |
| 20260805 | $2.67 | $2.67 | 33.0% | 3% |
| 20260804 | $2.67 | $2.67 | 32.7% | 2% |
| 20260803 | $2.75 | $2.75 | 33.6% | 4% |
| 20260731 | $2.83 | $2.83 | 32.6% | 2% |
| 20260730 | $2.92 | $2.92 | 34.3% | 6% |
| 20260729 | $2.92 | $2.92 | 33.9% | 5% |
| 20260728 | $2.92 | $2.92 | 32.8% | 5% |
| 20260727 | $0.00 | $0.00 | 38.9% | 19% |
| 20260724 | $0.00 | $0.00 | 35.5% | 11% |
| 20260723 | $3.25 | $3.25 | 34.8% | 8% |
| 20260722 | $3.28 | $3.28 | 54.2% | 43% |
| 20260721 | $3.20 | $3.20 | 56.9% | 48% |
| 20260720 | $3.20 | $3.20 | 59.1% | 52% |
| 20260716 | $3.35 | $2.20 | 56.5% | 47% |
More on CMCI
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.