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
$16.20
7-Day Straddle
$9.15
Avg IV
0.3%
IV Rank
0%
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 |
|---|---|---|---|---|
| 20260901 | $16.20 | $9.15 | 0.3% | 0% |
| 20260831 | $16.35 | $6.22 | 0.4% | 14% |
| 20260828 | $14.60 | $7.15 | 0.4% | 33% |
| 20260827 | $15.25 | $8.25 | 0.5% | 37% |
| 20260826 | $15.50 | $8.93 | 0.5% | 37% |
| 20260825 | $16.25 | $9.35 | 0.5% | 36% |
| 20260824 | $16.90 | $6.22 | 0.4% | 34% |
| 20260821 | $15.85 | $7.10 | 0.6% | 100% |
| 20260820 | $15.80 | $8.93 | 0.6% | 97% |
| 20260819 | $17.25 | $9.55 | 0.6% | 99% |
| 20260818 | $16.30 | $9.80 | 0.6% | 95% |
| 20260817 | $15.55 | $6.35 | 0.6% | 91% |
| 20260814 | $14.10 | $6.68 | 0.4% | 25% |
| 20260813 | $15.00 | $7.35 | 0.4% | 22% |
| 20260812 | $15.35 | $7.60 | 0.4% | 21% |
| 20260811 | $14.75 | $8.25 | 0.4% | 21% |
| 20260810 | $16.30 | $6.45 | 0.4% | 18% |
| 20260806 | $17.05 | $9.12 | 0.5% | 43% |
| 20260805 | $16.45 | $10.55 | 0.4% | 29% |
| 20260804 | $17.30 | $11.35 | 0.4% | 29% |
| 20260803 | $17.55 | $7.10 | 0.4% | 26% |
| 20260731 | $16.00 | $8.00 | 0.5% | 47% |
| 20260730 | $16.50 | $9.15 | 0.5% | 38% |
| 20260729 | $17.65 | $10.50 | 0.5% | 38% |
| 20260728 | $17.30 | $10.85 | 0.4% | 25% |
| 20260727 | $16.75 | $7.25 | 0.4% | 26% |
| 20260724 | $16.10 | $8.55 | 0.5% | 32% |
| 20260723 | $16.65 | $9.10 | 0.5% | 34% |
| 20260722 | $17.90 | $10.40 | 0.5% | 38% |
| 20260721 | $18.60 | $14.05 | 0.5% | 35% |
| 20260720 | $20.55 | $12.60 | 0.5% | 37% |
| 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% |