CNBS · Expected Move
Amplify Seymour Cannabis ETF · ETF
The expected move for CNBS 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).
CNBS 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 CNBS Expected Move
30-Day Straddle
$3.58
7-Day Straddle
$2.15
30-Day ATM IV
55.1%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to CNBS'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.
CNBS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $3.58 | $2.15 | 55.1% | 13% |
| 20261008 | $3.62 | $2.12 | 61.2% | 28% |
| 20261007 | $3.60 | $3.67 | 52.5% | 6% |
| 20261006 | $3.75 | $2.35 | 53.7% | 9% |
| 20261005 | $3.73 | $2.42 | 51.5% | 4% |
| 20261002 | $2.22 | $2.22 | 51.8% | 5% |
| 20261001 | $2.17 | $2.17 | 53.1% | 8% |
| 20260930 | $2.42 | $2.42 | 49.9% | 0% |
| 20260929 | $2.80 | $2.80 | 54.8% | 10% |
| 20260928 | $2.85 | $2.85 | 57.0% | 16% |
| 20260925 | $3.23 | $3.23 | 61.5% | 27% |
| 20260924 | $3.40 | $3.40 | 59.5% | 22% |
| 20260923 | $3.67 | $3.67 | 56.4% | 14% |
| 20260922 | $3.33 | $3.33 | 52.3% | 3% |
| 20260921 | $3.38 | $3.38 | 56.2% | 14% |
| 20260918 | $3.38 | $3.27 | 55.6% | 12% |
| 20260917 | $3.83 | $1.93 | 58.3% | 19% |
| 20260916 | $3.52 | $1.93 | 54.8% | 10% |
| 20260915 | $3.60 | $2.08 | 52.4% | 4% |
| 20260914 | $3.95 | $2.10 | 57.1% | 16% |
| 20260911 | $4.30 | $2.25 | 61.8% | 28% |
| 20260910 | $4.28 | $2.30 | 60.2% | 24% |
| 20260909 | $4.20 | $2.35 | 66.6% | 41% |
| 20260908 | $4.35 | $2.58 | 58.8% | 20% |
| 20260904 | $4.17 | $2.35 | 56.0% | 13% |
| 20260903 | $4.47 | $2.62 | 56.6% | 13% |
| 20260902 | $2.52 | $2.52 | 53.4% | 6% |
| 20260901 | $2.80 | $2.80 | 56.4% | 13% |
| 20260831 | $2.77 | $2.77 | 54.9% | 9% |
| 20260828 | $2.72 | $2.72 | 52.8% | 4% |
| 20260827 | $3.10 | $3.10 | 57.1% | 10% |
| 20260826 | $2.92 | $2.92 | 56.7% | 9% |
| 20260825 | $3.15 | $3.15 | 57.9% | 11% |
| 20260824 | $3.15 | $3.15 | 60.1% | 14% |
| 20260821 | $3.45 | $1.68 | 53.4% | 4% |
| 20260820 | $3.62 | $1.85 | 55.8% | 7% |
| 20260819 | $3.23 | $1.75 | 51.0% | 0% |
| 20260818 | $3.20 | $2.17 | 53.0% | 0% |
| 20260817 | $3.33 | $2.08 | 54.9% | 0% |
| 20260814 | $3.25 | $2.12 | 55.1% | 0% |
| 20260813 | $3.72 | $2.30 | 87.5% | 47% |
| 20260812 | $4.30 | $3.03 | 72.4% | 17% |
| 20260811 | $3.95 | $2.42 | 63.3% | 0% |
| 20260810 | $5.20 | $4.20 | 85.5% | 38% |
| 20260807 | — | — | 83.3% | 33% |
| 20260806 | $5.05 | $4.45 | 78.4% | 23% |
| 20260805 | $2.62 | $2.62 | 78.8% | 24% |
| 20260804 | $4.35 | $4.35 | 84.5% | 36% |
| 20260803 | $4.50 | $4.50 | 84.9% | 37% |
| 20260731 | $4.35 | $4.35 | 84.5% | 36% |
| 20260730 | $4.30 | $4.30 | 86.5% | 40% |
| 20260729 | $3.50 | $3.50 | 77.6% | 21% |
| 20260728 | $2.80 | $2.80 | 67.4% | 0% |
| 20260727 | $4.95 | $4.95 | 83.7% | 29% |
| 20260724 | $4.95 | $4.95 | 85.6% | 33% |
| 20260723 | $4.95 | $4.95 | 89.6% | 42% |
| 20260722 | $4.05 | $4.05 | 80.3% | 21% |
| 20260721 | $4.88 | $4.88 | 80.8% | 22% |
| 20260720 | $4.92 | $4.92 | 84.5% | 30% |
| 20260716 | $10.10 | $3.50 | 75.3% | 9% |
More on CNBS
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