CPII · Expected Move

American Beacon Ionic Inflation Protection ETF · ETF

The expected move for CPII 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).

CPII 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 CPII Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
21.8%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to CPII'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.
CPII Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $0.00 $0.00 21.8% 7%
20261023 $0.00 $0.00 16.8% 2%
20261022 $0.00 $0.00 120.4% 100%
20261021 $0.00 $0.00 16.9% 3%
20261020 $4.90 $4.90 24.6% 13%
20261019 $0.00 $0.00 17.1% 3%
20261016 $1.02 $1.52 17.5% 4%
20261015 $1.00 $0.93 20.8% 8%
20261014 $1.05 $0.95 17.0% 3%
20261013 $1.00 $0.90 14.6% 0%
20261012 $1.02 $0.93 16.8% 1%
20261009 $1.05 $0.93 20.5% 6%
20261008 $1.05 $0.95 22.8% 9%
20261007 $1.07 $0.95 21.5% 7%
20261006 $1.07 $0.93 20.0% 5%
20261005 $1.10 $0.95 23.8% 10%
20261002 $0.95 $0.95 20.6% 6%
20261001 $0.97 $0.97 82.8% 86%
20260930 $0.95 $0.95 79.2% 81%
20260929 $0.95 $0.95 26.0% 13%
20260928 $0.97 $0.97 26.2% 14%
20260925 $0.97 $0.97 20.2% 6%
20260924 $0.95 $0.95 63.3% 61%
20260923 $0.90 $0.90 27.9% 16%
20260922 $0.95 $0.95 20.6% 6%
20260921 $0.95 $0.95 20.6% 6%
20260918 $1.12 $4.80 26.3% 14%
20260917 $1.12 $1.02 24.3% 11%
20260916 $1.15 $1.05 24.1% 11%
20260915 $1.15 $1.05 23.7% 10%
20260914 $1.15 $1.05 23.5% 10%
20260911 $1.18 $1.07 24.1% 11%
20260910 $1.18 $1.07 32.5% 22%
20260909 $1.18 $1.07 25.2% 12%
20260908 $1.17 $1.10 23.9% 11%
20260904 $1.20 $1.10 29.0% 17%
20260903 $1.20 $1.08 93.8% 100%
20260902 $1.08 $1.08 30.2% 20%
20260901 $1.10 $1.10 32.4% 23%
20260831 $1.10 $1.10 31.8% 22%
20260828 $1.10 $1.10 37.2% 29%
20260827 $1.08 $1.08 33.5% 24%
20260826 $1.08 $1.08 33.5% 24%
20260825 $1.08 $1.08 33.6% 24%
20260824 $1.10 $1.10 33.7% 25%
20260821 $1.10 $2.92 34.3% 25%
20260820 $1.10 $1.00 34.4% 25%
20260819 $1.10 $1.05 33.9% 25%
20260818 $1.12 $1.07 28.9% 18%
20260817 $1.15 $1.10 31.3% 21%
20260814 $1.18 $1.12 32.0% 22%
20260813 $1.23 $1.18 29.5% 19%
20260812 $1.18 $1.10 28.4% 17%
20260811 $1.20 $1.10 29.2% 18%
20260810 $1.35 $1.18 29.2% 19%
20260807 — — 29.4% 19%
20260806 $1.38 $1.20 32.4% 23%
20260805 $1.23 $1.23 30.5% 20%
20260804 $1.20 $1.20 31.3% 21%
20260803 $1.25 $1.25 35.9% 28%

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.