CORT · Expected Move
Corcept Therapeutics Inc.
The expected move for CORT 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).
CORT 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 CORT Expected Move
30-Day Straddle
$12.15
7-Day Straddle
$12.15
30-Day ATM IV
91.3%
IV Rank
91%
Implied one-standard-deviation move through the next 30 days. Compare to CORT'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.
CORT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $12.15 | $12.15 | 91.3% | 91% |
| 20261029 | $13.05 | $13.05 | 87.9% | 85% |
| 20261028 | $15.95 | $15.95 | 96.3% | 100% |
| 20261027 | $14.50 | $14.50 | 86.5% | 100% |
| 20261026 | $14.10 | $14.10 | 83.3% | 100% |
| 20261023 | $13.85 | $13.85 | 76.0% | 100% |
| 20261022 | $15.80 | $15.80 | 65.5% | 92% |
| 20261021 | $17.10 | $17.10 | 64.2% | 88% |
| 20261020 | $17.05 | $17.05 | 63.6% | 86% |
| 20261019 | $17.50 | $17.50 | 65.4% | 92% |
| 20261016 | $17.55 | $2.12 | 64.8% | 90% |
| 20261015 | $18.65 | $2.98 | 64.1% | 87% |
| 20261014 | $18.80 | $4.08 | 63.1% | 84% |
| 20261013 | $18.25 | $4.05 | 60.4% | 75% |
| 20261012 | $18.60 | $4.88 | 58.8% | 69% |
| 20261009 | $19.25 | $5.05 | 57.5% | 65% |
| 20261008 | $20.15 | $6.78 | 59.5% | 71% |
| 20261007 | $19.80 | $6.62 | 58.2% | 67% |
| 20261006 | $21.30 | $7.12 | 61.0% | 77% |
| 20261005 | $20.20 | $8.28 | 56.5% | 61% |
| 20261002 | $6.80 | $6.80 | 53.1% | 49% |
| 20261001 | $7.50 | $7.50 | 51.5% | 44% |
| 20260930 | $9.85 | $9.85 | 56.5% | 61% |
| 20260929 | $8.85 | $8.85 | 53.1% | 49% |
| 20260928 | $8.85 | $8.85 | 48.1% | 32% |
| 20260925 | $9.15 | $9.15 | 46.2% | 25% |
| 20260924 | $9.57 | $9.57 | 46.1% | 25% |
| 20260923 | $8.85 | $8.85 | 43.6% | 16% |
| 20260922 | $9.88 | $9.88 | 43.4% | 16% |
| 20260921 | $9.30 | $9.30 | 42.8% | 13% |
| 20260918 | $10.35 | $2.85 | 42.5% | 12% |
| 20260917 | $10.95 | $3.30 | 42.4% | 12% |
| 20260916 | $11.40 | $3.85 | 42.9% | 14% |
| 20260915 | $10.78 | $4.15 | 41.3% | 8% |
| 20260914 | $11.50 | $4.92 | 41.8% | 10% |
| 20260911 | $11.85 | $5.97 | 41.7% | 10% |
| 20260910 | $12.35 | $5.88 | 43.1% | 14% |
| 20260909 | $12.50 | $6.58 | 42.2% | 11% |
| 20260908 | $12.95 | $6.12 | 43.1% | 14% |
| 20260904 | $12.95 | $6.83 | 41.1% | 8% |
| 20260903 | $12.65 | $7.80 | 40.6% | 6% |
| 20260902 | $7.50 | $7.50 | 41.7% | 10% |
| 20260901 | $8.20 | $8.20 | 40.7% | 6% |
| 20260831 | $8.68 | $8.68 | 40.6% | 6% |
| 20260828 | $8.50 | $8.50 | 39.7% | 3% |
| 20260827 | $8.97 | $8.97 | 39.5% | 2% |
| 20260826 | $9.15 | $9.15 | 39.5% | 2% |
| 20260825 | $9.90 | $9.90 | 39.0% | 0% |
| 20260824 | $10.85 | $10.85 | 41.3% | 0% |
| 20260821 | $11.95 | $2.72 | 42.5% | 4% |
| 20260820 | $11.75 | $2.92 | 42.7% | 5% |
| 20260819 | $11.50 | $3.55 | 42.0% | 3% |
| 20260818 | $11.95 | $4.83 | 42.1% | 3% |
| 20260817 | $11.85 | $4.42 | 41.9% | 2% |
| 20260814 | $12.50 | $5.03 | 44.0% | 10% |
| 20260813 | $12.50 | $6.38 | 45.3% | 15% |
| 20260812 | $13.70 | $7.80 | 47.5% | 23% |
| 20260811 | $14.20 | $8.30 | 48.2% | 26% |
| 20260810 | $15.20 | $9.15 | 51.5% | 39% |
| 20260807 | — | — | 45.6% | 16% |
More on CORT
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.