CME (CME Group Inc.)
Expected Move & Straddle Price History
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).
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 CME Expected Move
30-Day Straddle
$18.45
7-Day Straddle
$11.65
Avg IV
0.4%
IV Rank
27%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260716 | $18.45 | $11.65 | 0.4% | 27% |
| 20260715 | $18.30 | $11.70 | 0.4% | 24% |
| 20260714 | $18.40 | $12.75 | 0.4% | 22% |
| 20260713 | $20.00 | $7.20 | 0.4% | 25% |
| 20260710 | $17.45 | $7.80 | 0.4% | 24% |
| 20260709 | $18.80 | $9.05 | 0.4% | 29% |
| 20260708 | $19.40 | $10.20 | 0.5% | 39% |
| 20260707 | $18.75 | $10.05 | 0.4% | 24% |
| 20260706 | $18.85 | $7.45 | 0.5% | 30% |
| 20260702 | $19.20 | $9.00 | 0.4% | 17% |
| 20260701 | $17.55 | $8.90 | 0.5% | 31% |
| 20260630 | $17.60 | $10.10 | 0.5% | 35% |
| 20260629 | $19.05 | $6.82 | 0.5% | 34% |
| 20260626 | $17.20 | $8.00 | 0.5% | 39% |
| 20260625 | $17.70 | $9.20 | 0.5% | 33% |
| 20260624 | $17.35 | $10.30 | 0.4% | 20% |
| 20260623 | $17.60 | $10.40 | 0.4% | 11% |
| 20260622 | $18.25 | $7.55 | 0.4% | 6% |
| 20260618 | $15.70 | $8.60 | 0.6% | 49% |
| 20260617 | $16.45 | $9.45 | 0.6% | 50% |
| 20260616 | $16.10 | $10.00 | 0.5% | 47% |
| 20260615 | $15.35 | $6.22 | 0.5% | 41% |
| 20260613 | $15.30 | $7.85 | 0.4% | 13% |
| 20260612 | $15.55 | $7.80 | 0.4% | 10% |
| 20260611 | $15.40 | $8.85 | 0.4% | 21% |
| 20260610 | $17.40 | $9.90 | 0.4% | 11% |
| 20260609 | $16.75 | $10.35 | 0.4% | 7% |
| 20260608 | $16.45 | $7.17 | 0.4% | 18% |
| 20260605 | $15.40 | $8.07 | 0.5% | 27% |
| 20260604 | $14.85 | $8.40 | 0.4% | 23% |
| 20260603 | $16.25 | $9.45 | 0.4% | 23% |
| 20260602 | $17.20 | $10.85 | 0.4% | 23% |
| 20260601 | $15.80 | $6.72 | 0.4% | 14% |
| 20260529 | $13.10 | $6.70 | 0.4% | 13% |
| 20260528 | $14.05 | $7.55 | 0.4% | 12% |
| 20260527 | $15.85 | $8.90 | 0.4% | 12% |
| 20260526 | $15.40 | $9.20 | 0.4% | 10% |
| 20260522 | $14.00 | $6.62 | 0.5% | 47% |
| 20260521 | $13.75 | $7.20 | 0.5% | 45% |
| 20260520 | $15.70 | $8.35 | 0.5% | 47% |
| 20260519 | $16.25 | $9.45 | 0.5% | 48% |
| 20260518 | $16.90 | $7.70 | 0.5% | 46% |
| 20260515 | $15.00 | $7.77 | 0.4% | 16% |
| 20260514 | $15.50 | $8.45 | 0.4% | 19% |
| 20260513 | $14.75 | $8.75 | 0.4% | 16% |
| 20260512 | $14.80 | $8.78 | 0.4% | 11% |
| 20260511 | $15.40 | $6.65 | 0.4% | 10% |
| 20260510 | $15.30 | $7.03 | 0.4% | 11% |
| 20260508 | $13.55 | $6.88 | 0.3% | 11% |
| 20260507 | $14.75 | $7.25 | 0.4% | 19% |
| 20260506 | $14.65 | $8.45 | 0.4% | 18% |
| 20260505 | $15.15 | $8.90 | 0.4% | 17% |
| 20260504 | $15.60 | $5.70 | 0.4% | 19% |
| 20260502 | $14.25 | $6.70 | 0.4% | 27% |
| 20260501 | $14.25 | $6.70 | 0.4% | 26% |
| 20260430 | $14.45 | $7.53 | 0.4% | 19% |
| 20260429 | $15.55 | $8.90 | 0.4% | 16% |
| 20260428 | $15.50 | $9.35 | 0.4% | 15% |
| 20260427 | $16.00 | $7.45 | 0.4% | 20% |
| 20260424 | $15.95 | $8.75 | 0.4% | 20% |