CMI (Cummins Inc.)

Expected Move & Straddle Price History

The expected move for CMI 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 CMI Expected Move
30-Day Straddle
$46.80
7-Day Straddle
$14.85
Avg IV
0.7%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to CMI'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.
CMI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260819 $46.80 $14.85 0.7% 34%
20260818 $48.65 $17.50 0.6% 24%
20260817 $50.25 $19.65 0.7% 41%
20260814 $50.40 $22.65 0.7% 35%
20260813 $53.20 $25.35 0.6% 20%
20260812 $54.55 $27.95 0.5% 16%
20260811 $55.75 $29.55 0.6% 28%
20260810 $58.95 $32.90 0.7% 38%
20260806 $70.35 $42.75 0.6% 26%
20260805 $44.35 $44.35 0.5% 17%
20260804 $46.35 $46.35 0.6% 18%
20260803 $61.75 $61.75 0.6% 22%
20260731 $60.70 $60.70 0.6% 18%
20260730 $61.95 $61.95 0.6% 18%
20260729 $61.10 $61.10 0.6% 22%
20260728 $66.30 $66.30 0.6% 18%
20260727 $70.35 $70.35 0.5% 16%
20260724 $70.85 $70.85 0.5% 13%
20260723 $74.70 $74.70 0.5% 13%
20260722 $75.40 $75.40 0.5% 13%
20260721 $76.90 $76.90 0.5% 13%
20260720 $78.00 $78.00 0.5% 15%
20260716 $79.20 $15.75 0.5% 11%
20260715 $81.35 $18.30 0.5% 11%
20260714 $83.65 $22.75 0.5% 10%
20260713 $83.90 $27.15 0.5% 10%
20260710 $85.80 $29.90 0.5% 8%
20260709 $86.85 $34.95 0.5% 8%
20260708 $89.40 $38.80 0.5% 14%
20260707 $89.00 $41.35 0.5% 12%
20260706 $89.00 $41.05 0.5% 5%
20260702 $44.20 $44.20 0.6% 20%
20260701 $44.30 $44.30 0.6% 18%
20260630 $47.05 $47.05 0.6% 17%
20260629 $47.80 $47.80 0.6% 19%
20260626 $51.25 $51.25 0.5% 9%
20260625 $57.50 $57.50 0.6% 16%
20260624 $56.05 $56.05 0.5% 14%
20260623 $58.75 $58.75 0.6% 15%
20260622 $60.90 $60.90 0.5% 13%
20260618 $61.45 $4.03 0.5% 8%
20260617 $63.40 $14.40 0.5% 10%
20260616 $60.20 $19.70 0.5% 7%
20260615 $58.05 $21.55 0.5% 5%
20260613 $61.95 $26.60 0.4% 2%
20260612 $63.10 $26.70 0.5% 4%
20260611 $64.80 $30.85 0.5% 13%
20260610 $66.05 $34.20 0.5% 4%
20260609 $65.75 $35.70 0.5% 3%
20260608 $66.45 $35.75 0.5% 4%
20260605 $70.30 $38.70 0.5% 3%
20260604 $69.90 $40.30 0.5% 3%
20260603 $73.25 $44.15 0.5% 4%
20260602 $44.90 $44.90 1.1% 82%
20260601 $45.75 $45.75 0.9% 56%
20260529 $45.90 $45.90 1.1% 79%
20260528 $48.95 $48.95 1.1% 75%
20260527 $50.40 $50.40 1.0% 63%
20260526 $52.05 $52.05 1.0% 70%
20260522 $53.95 $53.95 0.9% 58%