CRC · Expected Move
California Resources Corporation
The expected move for CRC 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).
CRC 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 CRC Expected Move
30-Day Straddle
$5.22
7-Day Straddle
$1.45
30-Day ATM IV
38.3%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to CRC'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.
CRC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.22 | $1.45 | 38.3% | 25% |
| 20261015 | $4.83 | $1.00 | 36.8% | 18% |
| 20261014 | $5.47 | $1.95 | 39.3% | 29% |
| 20261013 | $5.22 | $2.38 | 37.9% | 23% |
| 20261012 | $5.47 | $2.27 | 38.6% | 26% |
| 20261009 | $5.67 | $2.12 | 39.1% | 28% |
| 20261008 | $5.83 | $2.23 | 42.5% | 43% |
| 20261007 | $6.00 | $1.88 | 40.2% | 33% |
| 20261006 | $7.12 | $2.35 | 47.8% | 66% |
| 20261005 | $6.20 | $2.90 | 40.7% | 35% |
| 20261002 | $3.40 | $3.40 | 40.2% | 33% |
| 20261001 | $3.25 | $3.25 | 39.4% | 29% |
| 20260930 | $3.62 | $3.62 | 40.2% | 33% |
| 20260929 | $3.67 | $3.67 | 39.6% | 30% |
| 20260928 | $3.67 | $3.67 | 40.6% | 34% |
| 20260925 | $3.62 | $3.62 | 38.4% | 25% |
| 20260924 | $3.62 | $3.62 | 38.2% | 24% |
| 20260923 | $3.90 | $3.90 | 37.6% | 22% |
| 20260922 | $3.83 | $3.83 | 37.2% | 20% |
| 20260921 | $4.45 | $4.45 | 39.5% | 30% |
| 20260918 | $4.35 | $1.38 | 38.3% | 25% |
| 20260917 | $4.38 | $1.85 | 36.0% | 15% |
| 20260916 | $5.67 | $2.45 | 46.2% | 59% |
| 20260915 | $5.18 | $3.25 | 42.9% | 45% |
| 20260914 | $5.22 | $2.92 | 36.9% | 19% |
| 20260911 | $4.58 | $3.23 | 32.7% | 0% |
| 20260910 | $6.08 | $3.05 | 42.7% | 39% |
| 20260909 | $5.38 | $3.10 | 36.7% | 10% |
| 20260908 | $5.17 | $3.20 | 38.2% | 18% |
| 20260904 | $5.28 | $2.62 | 34.8% | 2% |
| 20260903 | $5.60 | $3.40 | 37.1% | 13% |
| 20260902 | $4.03 | $4.03 | 38.5% | 19% |
| 20260901 | $3.65 | $3.65 | 35.7% | 6% |
| 20260831 | $3.70 | $3.70 | 38.1% | 17% |
| 20260828 | $3.67 | $3.67 | 35.8% | 6% |
| 20260827 | $3.85 | $3.85 | 37.8% | 16% |
| 20260826 | $4.70 | $4.70 | 42.4% | 38% |
| 20260825 | $4.00 | $4.00 | 37.6% | 15% |
| 20260824 | $5.03 | $5.03 | 45.1% | 50% |
| 20260821 | $4.25 | $2.50 | 35.3% | 4% |
| 20260820 | $5.05 | $2.10 | 40.7% | 30% |
| 20260819 | $5.22 | $2.80 | 38.5% | 19% |
| 20260818 | $4.47 | $2.35 | 34.5% | 0% |
| 20260817 | $5.15 | $2.62 | 40.5% | 26% |
| 20260814 | $4.67 | $2.80 | 35.3% | 0% |
| 20260813 | $5.33 | $3.12 | 41.2% | 19% |
| 20260812 | $5.90 | $3.45 | 42.2% | 25% |
| 20260811 | $5.17 | $2.48 | 37.7% | 0% |
| 20260810 | $5.15 | $3.65 | 38.6% | 0% |
| 20260807 | — | — | 47.2% | 49% |
| 20260806 | $7.57 | $5.42 | 55.6% | 100% |
| 20260805 | $5.38 | $5.38 | 50.0% | 77% |
| 20260804 | $5.03 | $5.03 | 49.7% | 74% |
| 20260803 | $5.20 | $5.20 | 49.9% | 75% |
| 20260731 | $4.95 | $4.95 | 47.8% | 61% |
| 20260730 | $5.12 | $5.12 | 49.6% | 73% |
| 20260729 | $5.15 | $5.15 | 48.2% | 64% |
| 20260728 | $5.10 | $5.10 | 48.3% | 64% |
| 20260727 | $5.25 | $5.25 | 47.7% | 60% |
| 20260724 | $6.00 | $6.00 | 48.4% | 66% |
More on CRC
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.