CR · Expected Move

Crane Company

The expected move for CR 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).

CR 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 CR Expected Move
30-Day Straddle
$18.30
7-Day Straddle
$18.30
30-Day ATM IV
43.9%
IV Rank
83%
Implied one-standard-deviation move through the next 30 days. Compare to CR'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.
CR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $18.30 $18.30 43.9% 83%
20261023 $18.20 $18.20 43.6% 81%
20261022 $19.25 $19.25 44.5% 86%
20261021 $19.85 $19.85 40.5% 64%
20261020 $20.10 $20.10 42.7% 76%
20261019 $19.95 $19.95 40.7% 65%
20261016 $20.30 $4.55 38.7% 54%
20261015 $20.80 $6.28 39.6% 59%
20261014 $21.35 $6.00 39.7% 59%
20261013 $21.25 $6.47 39.1% 56%
20261012 $20.45 $7.45 37.0% 45%
20261009 $20.80 $8.22 35.6% 37%
20261008 $20.35 $7.00 35.8% 38%
20261007 $21.35 $8.15 36.2% 40%
20261006 $21.75 $7.90 36.0% 40%
20261005 $21.45 $9.03 35.5% 36%
20261002 $9.90 $9.90 34.0% 29%
20261001 $9.10 $9.10 34.3% 30%
20260930 $11.20 $11.20 33.7% 27%
20260929 $9.40 $9.40 32.1% 18%
20260928 $11.15 $11.15 33.6% 26%
20260925 $11.55 $11.55 31.1% 13%
20260924 $13.25 $13.25 33.1% 23%
20260923 $13.28 $13.28 32.9% 23%
20260922 $13.40 $13.40 32.9% 23%
20260921 $12.85 $12.85 31.5% 15%
20260918 $13.90 $2.70 30.9% 12%
20260917 $14.15 $4.78 31.3% 13%
20260916 $15.05 $5.05 32.3% 19%
20260915 $14.05 $5.75 30.9% 12%
20260914 $14.75 $6.30 31.2% 13%
20260911 $15.20 $7.32 30.4% 9%
20260910 $16.25 $7.70 32.3% 19%
20260909 $16.20 $8.32 31.7% 16%
20260908 $16.20 $8.90 31.2% 13%
20260904 $16.75 $10.40 30.0% 7%
20260903 $17.35 $10.15 30.6% 9%
20260902 $10.35 $10.35 31.3% 11%
20260901 $10.80 $10.80 31.0% 9%
20260831 $11.00 $11.00 30.0% 5%
20260828 $12.00 $12.00 30.0% 5%
20260827 $11.85 $11.85 29.4% 3%
20260826 $12.20 $12.20 29.4% 2%
20260825 $12.40 $12.40 28.9% 0%
20260824 $13.80 $13.80 30.0% 5%
20260821 $13.50 $2.75 29.2% 2%
20260820 $14.15 $4.00 29.6% 3%
20260819 $14.30 $4.12 29.7% 4%
20260818 $15.05 $6.83 28.8% 0%
20260817 $15.30 $5.50 29.4% 0%
20260814 $15.95 $6.62 29.3% 0%
20260813 $16.45 $6.83 29.7% 0%
20260812 $17.75 $8.47 31.1% 2%
20260811 $17.55 $8.18 30.7% 0%
20260810 $19.00 $9.45 33.0% 7%
20260807 — — 32.2% 3%
20260806 $20.75 $11.80 32.9% 6%
20260805 $10.65 $10.65 31.6% 0%
20260804 $14.15 $14.15 34.5% 0%
20260803 $14.55 $14.55 35.6% 4%

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.