CMS · Expected Move

CMS Energy Corporation

The expected move for CMS 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).

CMS straddle price & implied vol

60 sessions

Bars: 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 CMS Expected Move
30-Day Straddle
$4.83
7-Day Straddle
$4.83
30-Day ATM IV
25.2%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to CMS'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.
CMS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $4.83 $4.83 25.2% 54%
20261016 $3.60 $1.82 21.0% 24%
20261015 $4.22 $2.12 23.0% 38%
20261014 $3.95 $2.35 22.0% 31%
20261013 $3.65 $1.88 21.1% 25%
20261012 $3.52 $1.32 20.5% 20%
20261009 $3.83 $1.35 21.5% 28%
20261008 $3.90 $1.57 21.8% 29%
20261007 $3.77 $1.55 20.9% 23%
20261006 $3.80 $1.83 21.1% 25%
20261005 $3.67 $1.77 20.3% 19%
20261002 $2.15 $2.15 27.1% 67%
20261001 $2.73 $2.73 22.8% 37%
20260930 $2.85 $2.85 23.6% 43%
20260929 $3.12 $3.12 23.7% 43%
20260928 $2.97 $2.97 24.3% 47%
20260925 $2.95 $2.95 22.8% 37%
20260924 $2.48 $2.48 23.9% 44%
20260923 $2.93 $2.93 22.1% 32%
20260922 $2.55 $2.55 20.8% 22%
20260921 $2.62 $2.62 19.8% 15%
20260918 $2.90 $0.68 20.1% 17%
20260917 $3.27 $1.40 21.1% 25%
20260916 $3.35 $2.02 20.4% 20%
20260915 $3.45 $1.75 21.1% 25%
20260914 $3.80 $2.25 22.4% 34%
20260911 $4.05 $2.62 21.7% 29%
20260910 $3.65 $2.00 22.2% 33%
20260909 $3.90 $2.02 23.2% 40%
20260908 $3.77 $1.75 20.8% 22%
20260904 $3.42 $2.05 19.3% 12%
20260903 $3.20 $1.98 18.0% 3%
20260902 $2.43 $2.43 19.0% 10%
20260901 $2.65 $2.65 18.7% 7%
20260831 $2.52 $2.52 18.8% 9%
20260828 $2.70 $2.70 19.6% 14%
20260827 $2.70 $2.70 20.1% 17%
20260826 $2.42 $2.42 17.8% 1%
20260825 $2.67 $2.67 19.7% 14%
20260824 $2.83 $2.83 19.9% 16%
20260821 $2.97 $2.52 19.9% 16%
20260820 $2.90 $0.80 19.1% 10%
20260819 $3.30 $2.15 19.7% 15%
20260818 $3.27 $2.17 19.1% 11%
20260817 $3.25 $1.88 17.6% 0%
20260814 $3.42 $1.75 18.4% 5%
20260813 $3.38 $1.55 18.8% 8%
20260812 $3.38 $1.77 19.2% 11%
20260811 $3.70 $2.00 21.0% 23%
20260810 $3.25 $2.30 20.3% 19%
20260807 — — 19.7% 14%
20260806 $4.22 $2.85 21.0% 24%
20260805 $2.67 $2.67 21.1% 24%
20260804 $3.03 $3.03 21.4% 27%
20260803 $3.47 $3.47 22.3% 33%
20260731 $3.12 $3.12 20.9% 23%
20260730 $4.45 $4.45 22.7% 36%
20260729 $2.73 $2.73 19.3% 11%
20260728 $3.12 $3.12 21.0% 24%
20260727 $3.62 $3.62 24.2% 46%

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.