CRAI · Expected Move
CRA International, Inc.
The expected move for CRAI 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).
CRAI 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 CRAI Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to CRAI'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.
CRAI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260821 | $5.00 | $5.00 | — | — |
| 20260820 | $5.00 | $5.00 | — | — |
| 20260819 | $5.00 | $5.00 | — | — |
| 20260818 | $5.05 | $5.05 | — | — |
| 20260817 | $5.05 | $5.05 | — | — |
| 20260814 | $5.60 | $5.60 | 30.7% | 5% |
| 20260813 | $5.75 | $5.75 | 29.0% | 0% |
| 20260812 | $6.25 | $6.25 | 30.2% | 0% |
| 20260811 | $6.90 | $6.90 | 31.3% | 0% |
| 20260810 | $7.70 | $7.70 | 32.3% | 0% |
| 20260806 | $11.10 | $11.10 | 39.3% | 0% |
| 20260805 | $15.05 | $15.05 | 49.6% | 33% |
| 20260804 | $15.10 | $15.10 | 48.0% | 25% |
| 20260803 | $15.50 | $15.50 | 48.5% | 28% |
| 20260731 | $15.60 | $15.60 | 45.7% | 14% |
| 20260730 | $17.50 | $17.50 | 48.6% | 28% |
| 20260729 | $17.40 | $17.40 | 45.9% | 15% |
| 20260728 | $16.60 | $16.60 | 45.3% | 12% |
| 20260727 | $16.85 | $16.85 | 46.3% | 17% |
| 20260724 | $18.10 | $18.10 | 49.4% | 32% |
| 20260723 | $17.60 | $17.60 | 45.5% | 22% |
| 20260722 | $17.05 | $17.05 | 44.5% | 20% |
| 20260721 | $18.00 | $18.00 | 44.5% | 20% |
| 20260720 | $18.55 | $18.55 | 45.0% | 23% |
| 20260716 | $19.20 | $19.20 | 43.1% | 15% |
| 20260715 | $18.50 | $18.50 | 43.3% | 24% |
| 20260714 | $18.95 | $18.95 | 44.7% | 31% |
| 20260713 | $19.05 | $19.05 | 43.5% | 28% |
| 20260710 | $18.60 | $18.60 | 42.7% | 25% |
| 20260709 | $19.00 | $19.00 | 44.1% | 30% |
| 20260708 | $19.00 | $19.00 | 45.1% | 35% |
| 20260707 | $19.50 | $19.50 | 45.0% | 38% |
| 20260706 | $19.55 | $19.55 | 45.6% | 40% |
| 20260702 | $19.50 | $19.50 | 44.6% | 37% |
| 20260701 | $19.50 | $19.50 | 44.3% | 38% |
| 20260630 | $19.95 | $19.95 | 45.3% | 42% |
| 20260629 | $20.05 | $20.05 | 45.9% | 44% |
| 20260626 | $20.50 | $20.50 | 44.0% | 38% |
| 20260625 | $20.05 | $20.05 | 45.0% | 42% |
| 20260624 | $20.10 | $20.10 | 44.5% | 41% |
| 20260623 | $20.50 | $20.50 | 44.6% | 42% |
| 20260622 | $20.10 | $20.10 | 44.6% | 42% |
| 20260618 | $20.50 | $20.50 | — | — |
| 20260617 | $20.60 | $20.60 | — | — |
| 20260616 | $22.75 | $22.75 | — | — |
| 20260615 | $21.55 | $21.55 | — | — |
| 20260613 | $23.00 | $23.00 | — | — |
| 20260612 | $23.50 | $23.50 | — | — |
| 20260611 | $24.10 | $24.10 | — | — |
| 20260610 | $25.00 | $25.00 | — | — |
| 20260609 | $24.20 | $24.20 | — | — |
| 20260608 | $24.95 | $24.95 | — | — |
| 20260605 | $26.05 | $26.05 | — | — |
| 20260604 | $25.10 | $25.10 | — | — |
| 20260603 | $25.55 | $25.55 | — | — |
| 20260602 | $25.95 | $25.95 | — | — |
| 20260601 | $26.15 | $26.15 | — | — |
| 20260529 | $25.05 | $25.05 | — | — |
| 20260528 | $26.05 | $26.05 | — | — |
| 20260527 | $26.05 | $26.05 | — | — |
More on CRAI
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.