CNTA · Expected Move

Centessa Pharmaceuticals plc American Depositary Shares

The expected move for CNTA 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).

CNTA 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 CNTA Expected Move
30-Day Straddle
$2.45
7-Day Straddle
$2.45
30-Day ATM IV
73.0%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to CNTA'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.
CNTA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260623 $2.45 $2.45 73.0% 48%
20260622 $2.05 $2.05 91.2% 62%
20260618 $1.43 $2.55 24.9% 11%
20260617 $2.40 $0.28 — —
20260616 $9.45 $7.97 86.5% 58%
20260615 $1.95 $0.97 21.9% 9%
20260613 $2.50 $0.97 — —
20260612 $2.50 $1.32 20.7% 8%
20260611 $2.00 $1.68 28.1% 14%
20260610 $2.20 $3.25 23.6% 10%
20260609 $2.33 $3.25 74.9% 50%
20260608 $2.55 $3.22 33.5% 18%
20260605 $2.52 $3.12 66.7% 43%
20260604 $2.18 $3.17 72.2% 47%
20260603 $1.92 $1.20 17.1% 6%
20260602 $0.88 $0.88 17.3% 6%
20260601 $0.82 $0.82 19.0% 7%
20260529 $3.23 $3.23 21.4% 9%
20260528 $0.82 $0.82 17.7% 6%
20260527 $0.82 $0.82 25.2% 12%
20260526 $0.35 $0.35 41.9% 24%
20260522 $1.23 $1.23 30.7% 16%
20260521 $1.25 $1.25 25.1% 12%
20260520 $1.23 $1.23 9.8% 0%
20260519 $1.02 $1.02 10.2% 0%
20260518 $0.95 $0.95 12.4% 2%
20260515 $1.23 $0.70 14.1% 3%
20260514 $1.07 $0.62 12.8% 2%
20260513 $1.12 $0.72 14.5% 3%
20260512 $1.12 $1.02 15.2% 4%
20260511 $0.97 $1.02 10.4% 0%
20260510 $0.68 $0.78 — —
20260508 $0.68 $0.78 13.5% 1%
20260507 $1.23 $0.62 12.4% 0%
20260506 $0.82 $0.62 13.4% 1%
20260505 $1.05 $0.75 14.1% 2%
20260504 $3.12 $1.02 30.1% 14%
20260502 $1.02 $1.02 — —
20260501 $1.02 $1.02 15.6% 3%
20260430 $3.00 $3.00 22.4% 8%
20260429 $1.50 $1.50 27.9% 12%
20260428 $1.02 $1.02 25.8% 11%
20260427 $0.90 $0.90 15.4% 2%
20260424 $1.00 $1.00 14.2% 2%
20260423 $0.97 $0.97 15.2% 2%
20260422 $0.85 $0.85 14.3% 2%
20260421 $0.83 $0.83 14.0% 1%
20260420 $0.82 $0.82 16.1% 3%
20260417 $0.95 $3.12 12.8% 0%
20260416 $1.02 $0.38 14.7% 2%
20260415 $1.27 $0.47 16.1% 3%
20260414 $1.32 $0.45 14.4% 2%
20260413 $3.25 $0.70 45.8% 26%
20260410 $3.00 $0.55 31.0% 15%
20260409 $2.00 $0.78 19.9% 6%
20260408 $1.43 $0.70 21.0% 7%
20260407 $1.70 $1.55 27.5% 12%
20260406 $1.70 $0.65 22.9% 8%
20260402 $1.45 $0.82 27.9% 12%
20260401 $1.02 $1.02 15.0% 2%

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.