CNRG · Expected Move

State Street SPDR S&P Kensho Clean Power ETF · ETF

Iron condor setups Expected move IV rank history Fibonacci levels

The expected move for CNRG 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).

CNRG straddle price & implied vol

37 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 CNRG Expected Move

30-Day Straddle

—

7-Day Straddle

—

30-Day ATM IV

21.1%

IV Rank

57%

Implied one-standard-deviation move through the next 30 days. Compare to CNRG'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.

CNRG Straddle Price — Last 60 Days

Date	30D Straddle	7D Straddle	ATM IV	IV Rank
20230714	—	—	21.1%	57%
20230713	—	—	16.1%	26%
20230712	—	—	17.2%	33%
20230711	—	—	13.5%	10%
20230710	—	—	17.6%	36%
20230707	—	—	17.8%	37%
20230706	—	—	16.6%	30%
20230705	—	—	14.1%	15%
20230703	—	—	15.3%	22%
20230630	—	—	16.0%	26%
20230629	—	—	15.3%	22%
20230628	—	—	15.4%	22%
20230627	—	—	15.0%	20%
20230626	—	—	13.0%	7%
20230623	—	—	11.8%	0%
20230622	—	—	14.2%	4%
20230621	—	—	14.1%	3%
20230620	—	—	14.7%	8%
20230616	—	—	13.6%	—
20230615	—	—	13.7%	—
20230614	—	—	14.9%	—
20230613	—	—	17.0%	—
20230612	—	—	27.3%	—
20230609	—	—	26.7%	—
20230608	—	—	27.8%	—
20230607	—	—	27.7%	—
20230606	—	—	26.1%	—
20230605	—	—	27.5%	—
20230602	—	—	26.8%	—
20230601	—	—	25.9%	—
20230531	—	—	28.0%	—
20230530	—	—	26.9%	—
20230526	—	—	27.2%	—
20230525	—	—	27.6%	—
20230524	—	—	27.8%	—
20230523	—	—	27.4%	—
20230522	—	—	26.9%	—