CMI · Expected Move
Cummins Inc.
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).
CMI 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 CMI Expected Move
30-Day Straddle
$57.30
7-Day Straddle
$21.70
30-Day ATM IV
37.0%
IV Rank
30%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $57.30 | $21.70 | 37.0% | 30% |
| 20261002 | $24.25 | $24.25 | 36.2% | 26% |
| 20261001 | $24.90 | $24.90 | 36.2% | 26% |
| 20260930 | $26.20 | $26.20 | 35.8% | 24% |
| 20260929 | $28.20 | $28.20 | 36.4% | 27% |
| 20260928 | $29.65 | $29.65 | 36.1% | 26% |
| 20260925 | $30.60 | $30.60 | 34.0% | 16% |
| 20260924 | $32.40 | $32.40 | 34.9% | 20% |
| 20260923 | $32.85 | $32.85 | 33.8% | 15% |
| 20260922 | $33.70 | $33.70 | 33.7% | 15% |
| 20260921 | $35.70 | $35.70 | 33.4% | 13% |
| 20260918 | $36.15 | $3.35 | 30.6% | 0% |
| 20260917 | $37.50 | $10.00 | 31.5% | 1% |
| 20260916 | $38.75 | $12.95 | 32.0% | 4% |
| 20260915 | $39.80 | $16.00 | 31.8% | 3% |
| 20260914 | $42.00 | $17.85 | 32.9% | 8% |
| 20260911 | $43.10 | $19.05 | 31.2% | 0% |
| 20260910 | $45.35 | $22.05 | 33.2% | 7% |
| 20260909 | $47.75 | $24.60 | 33.5% | 9% |
| 20260908 | $49.15 | $25.90 | 34.1% | 12% |
| 20260904 | $49.90 | $28.80 | 33.0% | 6% |
| 20260903 | $48.05 | $27.65 | 31.8% | 1% |
| 20260902 | $28.65 | $28.65 | 31.7% | 0% |
| 20260901 | $30.35 | $30.35 | 32.3% | 3% |
| 20260831 | $32.05 | $32.05 | 31.7% | 0% |
| 20260828 | $34.90 | $34.90 | 32.0% | 0% |
| 20260827 | $36.35 | $36.35 | 32.5% | 1% |
| 20260826 | $39.25 | $39.25 | 34.0% | 8% |
| 20260825 | $39.75 | $39.75 | 33.8% | 7% |
| 20260824 | $40.90 | $40.90 | 34.2% | 9% |
| 20260821 | $43.20 | $3.28 | 33.3% | 5% |
| 20260820 | $45.30 | $10.07 | 33.8% | 7% |
| 20260819 | $46.80 | $14.85 | 33.6% | 6% |
| 20260818 | $48.65 | $17.50 | 33.8% | 7% |
| 20260817 | $50.25 | $19.65 | 33.2% | 4% |
| 20260814 | $50.40 | $22.65 | 32.4% | 0% |
| 20260813 | $53.20 | $25.35 | 33.7% | 0% |
| 20260812 | $54.55 | $27.95 | 33.7% | 0% |
| 20260811 | $55.75 | $29.55 | 34.2% | 0% |
| 20260810 | $58.95 | $32.90 | 35.6% | 0% |
| 20260807 | — | — | 35.9% | 0% |
| 20260806 | $70.35 | $42.75 | 39.8% | 23% |
| 20260805 | $44.35 | $44.35 | 40.2% | 25% |
| 20260804 | $46.35 | $46.35 | 40.9% | 29% |
| 20260803 | $61.75 | $61.75 | 48.8% | 80% |
| 20260731 | $60.70 | $60.70 | 46.5% | 67% |
| 20260730 | $61.95 | $61.95 | 47.1% | 71% |
| 20260729 | $61.10 | $61.10 | 47.9% | 77% |
| 20260728 | $66.30 | $66.30 | 48.6% | 81% |
| 20260727 | $70.35 | $70.35 | 49.5% | 87% |
| 20260724 | $70.85 | $70.85 | 47.6% | 78% |
| 20260723 | $74.70 | $74.70 | 49.6% | 88% |
| 20260722 | $75.40 | $75.40 | 50.1% | 91% |
| 20260721 | $76.90 | $76.90 | 50.4% | 92% |
| 20260720 | $78.00 | $78.00 | 51.9% | 100% |
| 20260716 | $79.20 | $15.75 | 48.7% | 97% |
| 20260715 | $81.35 | $18.30 | 48.2% | 94% |
| 20260714 | $83.65 | $22.75 | 48.1% | 93% |
| 20260713 | $83.90 | $27.15 | 48.5% | 96% |
| 20260710 | $85.80 | $29.90 | 46.3% | 83% |
More on CMI
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.