CNR · Expected Move
Core Natural Resources, Inc.
The expected move for CNR 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).
CNR 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 CNR Expected Move
30-Day Straddle
$10.45
7-Day Straddle
$0.68
30-Day ATM IV
47.1%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to CNR'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.
CNR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $10.45 | $0.68 | 47.1% | 58% |
| 20261015 | $10.65 | $2.20 | 47.0% | 58% |
| 20261014 | $10.60 | $3.67 | 46.7% | 56% |
| 20261013 | $10.50 | $3.50 | 44.1% | 40% |
| 20261012 | $10.70 | $3.40 | 44.6% | 44% |
| 20261009 | $10.80 | $4.18 | 45.1% | 47% |
| 20261008 | $11.25 | $4.35 | 44.2% | 41% |
| 20261007 | $11.00 | $4.78 | 44.5% | 43% |
| 20261006 | $12.10 | $4.90 | 47.1% | 58% |
| 20261005 | $11.40 | $5.30 | 43.5% | 37% |
| 20261002 | $5.33 | $5.33 | 43.0% | 34% |
| 20261001 | $5.92 | $5.92 | 42.6% | 32% |
| 20260930 | $5.62 | $5.62 | 43.1% | 35% |
| 20260929 | $6.00 | $6.00 | 42.6% | 32% |
| 20260928 | $6.70 | $6.70 | 42.9% | 34% |
| 20260925 | $6.72 | $6.72 | 41.6% | 26% |
| 20260924 | $7.22 | $7.22 | 42.5% | 31% |
| 20260923 | $7.65 | $7.65 | 41.7% | 27% |
| 20260922 | $8.70 | $8.70 | 43.8% | 39% |
| 20260921 | $7.45 | $7.45 | 39.8% | 16% |
| 20260918 | $8.05 | $1.20 | 40.0% | 17% |
| 20260917 | $7.95 | $2.65 | 38.0% | 5% |
| 20260916 | $9.05 | $2.73 | 41.7% | 26% |
| 20260915 | $8.80 | $3.42 | 39.8% | 15% |
| 20260914 | $9.60 | $4.30 | 41.5% | 24% |
| 20260911 | $9.32 | $4.83 | 39.1% | 10% |
| 20260910 | $10.10 | $5.22 | 40.8% | 19% |
| 20260909 | $10.45 | $5.45 | 41.3% | 22% |
| 20260908 | $11.75 | $5.67 | 45.4% | 42% |
| 20260904 | $10.95 | $5.88 | 39.9% | 14% |
| 20260903 | $9.45 | $6.20 | 37.5% | 2% |
| 20260902 | $7.35 | $7.35 | 37.2% | 0% |
| 20260901 | $7.00 | $7.00 | 39.6% | 12% |
| 20260831 | $6.95 | $6.95 | 39.4% | 11% |
| 20260828 | $7.00 | $7.00 | 37.4% | 1% |
| 20260827 | $7.85 | $7.85 | 39.0% | 9% |
| 20260826 | $7.78 | $7.78 | 38.9% | 8% |
| 20260825 | $7.93 | $7.93 | 38.7% | 8% |
| 20260824 | $7.60 | $7.60 | 38.5% | 6% |
| 20260821 | $7.70 | $2.00 | 37.2% | 0% |
| 20260820 | $8.10 | $2.55 | 39.3% | 6% |
| 20260819 | $8.85 | $2.90 | 41.4% | 17% |
| 20260818 | $8.75 | $3.58 | 39.9% | 9% |
| 20260817 | $8.85 | $3.98 | 38.7% | 3% |
| 20260814 | $9.10 | $4.12 | 38.1% | 0% |
| 20260813 | $9.80 | $4.88 | 40.8% | 3% |
| 20260812 | $9.65 | $5.17 | 40.5% | 2% |
| 20260811 | $9.80 | $5.12 | 40.2% | 0% |
| 20260810 | $10.95 | $6.00 | 44.1% | 5% |
| 20260807 | — | — | 43.1% | 0% |
| 20260806 | $11.65 | $7.60 | 48.0% | 21% |
| 20260805 | $8.75 | $8.75 | 54.2% | 54% |
| 20260804 | $8.05 | $8.05 | 51.1% | 38% |
| 20260803 | $8.10 | $8.10 | 51.2% | 38% |
| 20260731 | $8.15 | $8.15 | 50.6% | 35% |
| 20260730 | $8.65 | $8.65 | 52.7% | 46% |
| 20260729 | $8.75 | $8.75 | 51.5% | 40% |
| 20260728 | $8.30 | $8.30 | 49.2% | 27% |
| 20260727 | $9.50 | $9.50 | 51.9% | 42% |
| 20260724 | $9.25 | $9.25 | 49.3% | 28% |
More on CNR
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.