CMCL · Expected Move
Caledonia Mining Corporation Plc
The expected move for CMCL 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).
CMCL 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 CMCL Expected Move
30-Day Straddle
$3.55
7-Day Straddle
$2.23
30-Day ATM IV
61.5%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to CMCL'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.
CMCL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.55 | $2.23 | 61.5% | 62% |
| 20261106 | $3.70 | $3.20 | 59.0% | 53% |
| 20261105 | $3.15 | $2.92 | 64.7% | 74% |
| 20261104 | $1.90 | $1.90 | 55.5% | 40% |
| 20261103 | $3.12 | $3.12 | 72.0% | 100% |
| 20261102 | $2.23 | $2.23 | 58.3% | 48% |
| 20261030 | $2.70 | $2.70 | 63.5% | 66% |
| 20261029 | $2.42 | $2.42 | 49.0% | 16% |
| 20261028 | $3.68 | $3.68 | 66.4% | 75% |
| 20261027 | $2.45 | $2.45 | 48.9% | 16% |
| 20261026 | $2.67 | $2.67 | 55.4% | 38% |
| 20261023 | $2.60 | $2.60 | 51.4% | 24% |
| 20261022 | $2.88 | $2.88 | 55.3% | 37% |
| 20261021 | $2.33 | $2.33 | 44.3% | 0% |
| 20261020 | $3.90 | $3.90 | 66.3% | 73% |
| 20261019 | $3.83 | $3.83 | 58.3% | 44% |
| 20261016 | $3.65 | $1.68 | 58.8% | 45% |
| 20261015 | $3.10 | $1.60 | 51.8% | 21% |
| 20261014 | $3.90 | $1.48 | — | — |
| 20261013 | $3.10 | $2.27 | 48.5% | 9% |
| 20261012 | $3.42 | $1.52 | 56.2% | 36% |
| 20261009 | $3.90 | $1.88 | 55.5% | 34% |
| 20261008 | $3.00 | $1.60 | 45.9% | 0% |
| 20261007 | $3.38 | $1.75 | 49.6% | 10% |
| 20261006 | $3.38 | $1.40 | 47.4% | 2% |
| 20261005 | $3.08 | $2.30 | 47.9% | 4% |
| 20261002 | $2.35 | $2.35 | 55.5% | 31% |
| 20261001 | $2.52 | $2.52 | 53.3% | 23% |
| 20260930 | $2.90 | $2.90 | 58.4% | 42% |
| 20260929 | $2.40 | $2.40 | 54.7% | 28% |
| 20260928 | $2.73 | $2.73 | 61.5% | 53% |
| 20260925 | $3.03 | $3.03 | 55.8% | 32% |
| 20260924 | $2.40 | $2.40 | 51.0% | 15% |
| 20260923 | $2.97 | $2.97 | 63.5% | 60% |
| 20260922 | $2.12 | $2.12 | 47.0% | 0% |
| 20260921 | $2.62 | $2.62 | 49.0% | 7% |
| 20260918 | $2.52 | $1.35 | 48.5% | 5% |
| 20260917 | $2.85 | $1.07 | 53.5% | 23% |
| 20260916 | $3.12 | $1.88 | 60.1% | 48% |
| 20260915 | $2.73 | $1.32 | 48.7% | 5% |
| 20260914 | $3.20 | $1.73 | 54.5% | 20% |
| 20260911 | $3.20 | $1.55 | 51.2% | 11% |
| 20260910 | $3.98 | $1.77 | 62.1% | 41% |
| 20260909 | $3.40 | $2.20 | 52.4% | 14% |
| 20260908 | $3.53 | $2.45 | 53.7% | 18% |
| 20260904 | $3.30 | $2.52 | 52.6% | 15% |
| 20260903 | $3.65 | $2.30 | 53.3% | 17% |
| 20260902 | $2.12 | $2.12 | 47.2% | 0% |
| 20260901 | $2.05 | $2.05 | 55.3% | 20% |
| 20260831 | $2.48 | $2.48 | 56.2% | 23% |
| 20260828 | $2.75 | $2.75 | 56.1% | 23% |
| 20260827 | $2.75 | $2.75 | 56.0% | 22% |
| 20260826 | $2.58 | $2.58 | 51.7% | 10% |
| 20260825 | $2.75 | $2.75 | 55.9% | 22% |
| 20260824 | $2.78 | $2.78 | 54.4% | 18% |
| 20260821 | $2.85 | $0.40 | 51.6% | 10% |
| 20260820 | $2.88 | $1.10 | 51.9% | 11% |
| 20260819 | $2.70 | $1.70 | 50.3% | 6% |
| 20260818 | $3.72 | $2.12 | 64.6% | 47% |
| 20260817 | $2.72 | $1.50 | 51.8% | 11% |
More on CMCL
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.