CME · Expected Move
CME Group Inc.
The expected move for CME 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).
CME 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 CME Expected Move
30-Day Straddle
$18.60
7-Day Straddle
$11.40
30-Day ATM IV
27.9%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to CME'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.
CME Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $18.60 | $11.40 | 27.9% | 36% |
| 20261015 | $17.30 | $12.05 | 26.7% | 27% |
| 20261014 | $18.40 | $12.05 | 28.1% | 38% |
| 20261013 | $18.50 | $12.25 | 28.6% | 42% |
| 20261012 | $19.10 | $8.10 | 28.9% | 44% |
| 20261009 | $17.85 | $7.55 | 28.7% | 43% |
| 20261008 | $18.00 | $8.70 | 28.6% | 42% |
| 20261007 | $17.35 | $8.60 | 28.3% | 46% |
| 20261006 | $18.05 | $10.40 | 28.8% | 50% |
| 20261005 | $18.00 | $7.10 | 28.5% | 48% |
| 20261002 | $16.60 | $7.17 | 28.4% | 48% |
| 20261001 | $16.85 | $8.05 | 28.5% | 48% |
| 20260930 | $18.65 | $9.12 | 30.3% | 60% |
| 20260929 | $17.75 | $9.45 | 28.9% | 51% |
| 20260928 | $17.10 | $6.43 | 28.0% | 45% |
| 20260925 | $16.20 | $7.08 | 27.9% | 44% |
| 20260924 | $17.05 | $8.47 | 27.9% | 44% |
| 20260923 | $17.30 | $8.70 | 27.8% | 44% |
| 20260922 | $17.80 | $8.45 | 27.7% | 44% |
| 20260921 | $17.85 | $6.03 | 26.6% | 37% |
| 20260918 | $14.05 | $6.78 | 24.2% | 22% |
| 20260917 | $14.20 | $7.90 | 23.7% | 18% |
| 20260916 | $16.20 | $8.65 | 25.3% | 29% |
| 20260915 | $15.65 | $9.35 | 24.3% | 22% |
| 20260914 | $15.45 | $6.12 | 23.7% | 18% |
| 20260911 | $14.45 | $7.05 | 23.6% | 17% |
| 20260910 | $14.50 | $7.95 | 23.7% | 18% |
| 20260909 | $15.85 | $8.65 | 25.3% | 29% |
| 20260908 | $15.75 | $9.80 | 23.5% | 17% |
| 20260904 | $14.80 | $7.18 | 23.8% | 19% |
| 20260903 | $15.80 | $8.20 | 24.4% | 22% |
| 20260902 | $15.50 | $8.80 | 24.1% | 21% |
| 20260901 | $16.20 | $9.15 | 23.8% | 19% |
| 20260831 | $16.35 | $6.22 | 24.1% | 21% |
| 20260828 | $14.60 | $7.15 | 23.3% | 15% |
| 20260827 | $15.25 | $8.25 | 24.1% | 21% |
| 20260826 | $15.50 | $8.93 | 23.9% | 19% |
| 20260825 | $16.25 | $9.35 | 24.6% | 24% |
| 20260824 | $16.90 | $6.22 | 25.2% | 28% |
| 20260821 | $15.85 | $7.10 | 24.6% | 24% |
| 20260820 | $15.80 | $8.93 | 26.0% | 33% |
| 20260819 | $17.25 | $9.55 | 27.7% | 45% |
| 20260818 | $16.30 | $9.80 | 25.4% | 29% |
| 20260817 | $15.55 | $6.35 | 24.5% | 23% |
| 20260814 | $14.10 | $6.68 | 23.5% | 17% |
| 20260813 | $15.00 | $7.35 | 24.4% | 23% |
| 20260812 | $15.35 | $7.60 | 24.8% | 26% |
| 20260811 | $14.75 | $8.25 | 24.7% | 24% |
| 20260810 | $16.30 | $6.45 | 26.2% | 34% |
| 20260807 | — | — | 25.6% | 31% |
| 20260806 | $17.05 | $9.12 | 28.6% | 50% |
| 20260805 | $16.45 | $10.55 | 27.4% | 42% |
| 20260804 | $17.30 | $11.35 | 27.9% | 46% |
| 20260803 | $17.55 | $7.10 | 28.1% | 47% |
| 20260731 | $16.00 | $8.00 | 27.3% | 42% |
| 20260730 | $16.50 | $9.15 | 27.3% | 42% |
| 20260729 | $17.65 | $10.50 | 29.1% | 54% |
| 20260728 | $17.30 | $10.85 | 28.9% | 52% |
| 20260727 | $16.75 | $7.25 | 28.3% | 49% |
| 20260724 | $16.10 | $8.55 | 28.8% | 52% |
More on CME
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.