CNP · Expected Move

CenterPoint Energy, Inc.

The expected move for CNP 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).

CNP 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 CNP Expected Move
30-Day Straddle
$2.05
7-Day Straddle
$2.05
30-Day ATM IV
22.0%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to CNP'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.
CNP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $2.05 $2.05 22.0% 43%
20261022 $1.82 $1.82 20.8% 33%
20261021 $2.03 $2.03 21.1% 35%
20261020 $2.02 $2.02 21.7% 40%
20261019 $2.08 $2.08 20.5% 30%
20261016 $2.10 $1.35 20.8% 33%
20261015 $2.02 $0.47 20.2% 28%
20261014 $2.00 $0.70 19.6% 23%
20261013 $1.95 $0.95 — —
20261012 $2.00 $0.82 19.8% 25%
20261009 $1.95 $0.95 19.5% 22%
20261008 $2.10 $1.10 19.9% 25%
20261007 $2.15 $2.05 22.7% 49%
20261006 $2.45 $1.95 21.9% 17%
20261005 $2.55 $1.35 22.9% 20%
20261002 $1.20 $1.20 20.3% 11%
20261001 $1.23 $1.23 21.3% 15%
20260930 $1.10 $1.10 22.0% 17%
20260929 $1.25 $1.25 22.6% 19%
20260928 $1.35 $1.35 22.4% 18%
20260925 $1.33 $1.33 20.6% 12%
20260924 $1.65 $1.65 22.1% 17%
20260923 $1.07 $1.07 17.9% 3%
20260922 $1.30 $1.30 18.3% 5%
20260921 $1.50 $1.50 20.0% 10%
20260918 $1.98 $0.40 22.6% 19%
20260917 $1.85 $0.62 20.8% 13%
20260916 $1.55 $1.98 18.9% 6%
20260915 $1.82 $0.65 20.9% 13%
20260914 $1.93 $0.95 23.1% 21%
20260911 $1.80 $1.00 18.7% 6%
20260910 $1.97 $0.97 20.1% 10%
20260909 $2.08 $1.00 22.5% 18%
20260908 $2.15 $1.20 20.6% 12%
20260904 $2.17 $1.23 19.4% 8%
20260903 $2.17 $1.20 19.7% 9%
20260902 $1.30 $1.30 18.8% 6%
20260901 $1.40 $1.40 20.6% 12%
20260831 $1.33 $1.33 20.1% 11%
20260828 $1.65 $1.65 21.9% 17%
20260827 $1.48 $1.48 20.8% 13%
20260826 $1.68 $1.68 20.1% 11%
20260825 $1.50 $1.50 19.8% 9%
20260824 $1.45 $1.45 18.6% 6%
20260821 $1.82 $1.40 21.5% 15%
20260820 $1.90 $0.42 21.3% 15%
20260819 $1.90 $0.80 19.8% 10%
20260818 $2.02 $0.97 21.4% 15%
20260817 $1.92 $0.85 19.9% 10%
20260814 $1.65 $1.12 16.9% 0%
20260813 $2.23 $1.25 21.4% 14%
20260812 $2.15 $1.27 19.8% 9%
20260811 $2.15 $1.30 21.0% 13%
20260810 $2.30 $1.33 22.1% 17%
20260807 — — 23.8% 22%
20260806 $3.08 $1.40 25.0% 26%
20260805 $1.62 $1.62 21.6% 15%
20260804 $1.23 $1.23 19.9% 9%
20260803 $2.00 $2.00 22.1% 17%
20260731 $1.42 $1.42 19.4% 8%

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.