CNS · Expected Move
Cohen & Steers Inc.
The expected move for CNS 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).
CNS 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 CNS Expected Move
30-Day Straddle
$5.83
7-Day Straddle
$1.05
30-Day ATM IV
33.8%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to CNS'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.
CNS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.83 | $1.05 | 33.8% | 32% |
| 20261015 | $6.60 | $2.70 | 38.3% | 56% |
| 20261014 | $6.90 | $4.25 | 40.2% | 66% |
| 20261013 | $6.45 | $4.78 | 37.2% | 50% |
| 20261012 | $6.40 | $4.53 | 36.4% | 46% |
| 20261009 | $6.33 | $4.42 | 34.6% | 36% |
| 20261008 | $6.40 | $4.45 | 35.5% | 41% |
| 20261007 | $6.70 | $4.28 | 36.1% | 44% |
| 20261006 | $7.20 | $5.55 | 38.8% | 59% |
| 20261005 | $7.15 | $5.12 | 37.9% | 54% |
| 20261002 | $6.07 | $6.07 | 38.7% | 58% |
| 20261001 | $5.90 | $5.90 | 38.5% | 57% |
| 20260930 | $5.93 | $5.93 | 38.1% | 55% |
| 20260929 | $6.03 | $6.03 | 41.0% | 71% |
| 20260928 | $5.55 | $5.55 | 37.8% | 54% |
| 20260925 | $5.17 | $5.17 | 35.2% | 39% |
| 20260924 | $5.45 | $5.45 | 35.4% | 40% |
| 20260923 | $5.30 | $5.30 | 33.3% | 29% |
| 20260922 | $5.62 | $5.62 | 35.5% | 40% |
| 20260921 | $5.97 | $5.97 | 36.9% | 49% |
| 20260918 | $5.88 | $2.23 | 36.8% | 48% |
| 20260917 | $6.00 | $2.77 | 37.2% | 50% |
| 20260916 | $6.70 | $3.02 | 40.0% | 65% |
| 20260915 | $6.80 | $4.25 | 37.5% | 52% |
| 20260914 | $6.62 | $3.27 | 38.1% | 55% |
| 20260911 | $6.53 | $3.42 | 35.8% | 42% |
| 20260910 | $7.77 | $4.53 | 39.2% | 61% |
| 20260909 | $7.60 | $4.92 | 37.2% | 50% |
| 20260908 | $7.62 | $4.35 | 38.0% | 55% |
| 20260904 | $7.07 | $4.28 | 33.3% | 29% |
| 20260903 | $7.65 | $4.40 | 34.3% | 34% |
| 20260902 | $5.60 | $5.60 | 36.1% | 44% |
| 20260901 | $5.85 | $5.85 | 35.7% | 42% |
| 20260831 | $3.77 | $3.77 | 33.0% | 27% |
| 20260828 | $5.75 | $5.75 | 33.1% | 28% |
| 20260827 | $5.17 | $5.17 | 32.9% | 27% |
| 20260826 | $6.28 | $6.28 | 34.5% | 36% |
| 20260825 | $5.97 | $5.97 | 33.6% | 31% |
| 20260824 | $6.75 | $6.75 | 35.8% | 43% |
| 20260821 | $6.90 | $1.60 | 36.5% | 46% |
| 20260820 | $5.85 | $1.18 | 32.4% | 24% |
| 20260819 | $6.10 | $1.67 | 32.4% | 24% |
| 20260818 | $6.78 | $3.40 | 33.2% | 28% |
| 20260817 | $6.70 | $2.95 | 35.1% | 39% |
| 20260814 | $6.95 | $3.00 | 33.2% | 28% |
| 20260813 | $6.72 | $3.58 | 31.3% | 18% |
| 20260812 | $7.22 | $4.05 | 34.2% | 34% |
| 20260811 | $6.92 | $3.08 | 32.3% | 24% |
| 20260810 | $7.90 | $3.95 | 34.2% | 34% |
| 20260807 | — | — | 33.4% | 29% |
| 20260806 | $7.53 | $4.15 | 32.3% | 24% |
| 20260805 | $4.33 | $4.33 | 32.1% | 22% |
| 20260804 | $4.40 | $4.40 | 34.2% | 34% |
| 20260803 | $5.12 | $5.12 | 35.2% | 39% |
| 20260731 | $5.22 | $5.22 | 34.3% | 34% |
| 20260730 | $5.50 | $5.50 | 31.8% | 21% |
| 20260729 | $5.60 | $5.60 | 32.6% | 26% |
| 20260728 | $5.92 | $5.92 | 32.6% | 25% |
| 20260727 | $5.35 | $5.35 | 32.1% | 23% |
| 20260724 | $5.35 | $5.35 | 29.6% | 9% |
More on CNS
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.