CRESY · Expected Move
Cresud SA
The expected move for CRESY 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).
CRESY 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 CRESY Expected Move
30-Day Straddle
$1.57
7-Day Straddle
$1.57
30-Day ATM IV
72.0%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to CRESY'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.
CRESY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.57 | $1.57 | 72.0% | 47% |
| 20261021 | $1.95 | $1.95 | 70.4% | 45% |
| 20261020 | $2.10 | $2.10 | 73.2% | 49% |
| 20261019 | $1.60 | $1.60 | 79.2% | 57% |
| 20261016 | $1.65 | $1.50 | 55.5% | 24% |
| 20261015 | $1.65 | $1.95 | 54.5% | 10% |
| 20261014 | $2.47 | $1.50 | 52.5% | 9% |
| 20261013 | $1.45 | $1.20 | 53.5% | 9% |
| 20261012 | $1.43 | $1.05 | 49.2% | 7% |
| 20261009 | $1.93 | $1.30 | 57.7% | 12% |
| 20261008 | $1.90 | $5.17 | 85.9% | 29% |
| 20261007 | $1.78 | $2.95 | 79.4% | 25% |
| 20261006 | $1.45 | $1.07 | 48.1% | 6% |
| 20261005 | $1.65 | $0.97 | 53.6% | 9% |
| 20261002 | $2.10 | $2.10 | 52.4% | 9% |
| 20261001 | $1.32 | $1.32 | 62.2% | 15% |
| 20260930 | $1.57 | $1.57 | 60.1% | 13% |
| 20260929 | $1.45 | $1.45 | 59.8% | 13% |
| 20260928 | $1.10 | $1.10 | 52.2% | 8% |
| 20260925 | $1.18 | $1.18 | 44.2% | 4% |
| 20260924 | $0.90 | $0.90 | 43.8% | 3% |
| 20260923 | $1.07 | $1.07 | 41.2% | 2% |
| 20260922 | $1.33 | $1.33 | 43.2% | 3% |
| 20260921 | $1.27 | $1.27 | 45.9% | 5% |
| 20260918 | $1.33 | $0.35 | 46.4% | 5% |
| 20260917 | $1.40 | $0.40 | 50.1% | 8% |
| 20260916 | $3.02 | $2.50 | 103.0% | 40% |
| 20260915 | $1.05 | $0.68 | 41.0% | 2% |
| 20260914 | $1.23 | $0.65 | 47.6% | 6% |
| 20260911 | $1.30 | $0.75 | 48.1% | 6% |
| 20260910 | $1.15 | $0.68 | 38.8% | 1% |
| 20260909 | $1.23 | $0.68 | 90.1% | 32% |
| 20260908 | $1.15 | $1.18 | 98.8% | 37% |
| 20260904 | $1.27 | $1.20 | 39.8% | 1% |
| 20260903 | $1.25 | $0.95 | 44.0% | 4% |
| 20260902 | $0.88 | $0.88 | — | — |
| 20260901 | $0.80 | $0.80 | 46.6% | 5% |
| 20260831 | $1.38 | $1.38 | 48.4% | 7% |
| 20260828 | $1.30 | $1.30 | — | — |
| 20260827 | $1.40 | $1.40 | 44.2% | 4% |
| 20260826 | $1.30 | $1.30 | — | — |
| 20260825 | $1.50 | $1.50 | — | — |
| 20260824 | $1.48 | $1.48 | 46.6% | 5% |
| 20260821 | $1.38 | $1.30 | — | — |
| 20260820 | $1.50 | $1.07 | 62.2% | 15% |
| 20260819 | $1.25 | $1.02 | — | — |
| 20260818 | $0.93 | $0.72 | 39.6% | 1% |
| 20260817 | $1.22 | $1.12 | — | — |
| 20260814 | $1.12 | $0.70 | 79.8% | 26% |
| 20260813 | $1.48 | $1.07 | — | — |
| 20260812 | $1.25 | $3.25 | — | — |
| 20260811 | $1.27 | $0.75 | 48.4% | 7% |
| 20260810 | $1.32 | $1.00 | 47.0% | 6% |
| 20260807 | — | — | 42.3% | 3% |
| 20260806 | $1.60 | $1.38 | 51.6% | 8% |
| 20260805 | $1.60 | $1.60 | 79.8% | 26% |
| 20260804 | $1.32 | $1.32 | 70.3% | 20% |
| 20260803 | $4.00 | $4.00 | 48.0% | 6% |
| 20260731 | $2.15 | $2.15 | 78.8% | 25% |
| 20260730 | $1.45 | $1.45 | 53.3% | 10% |
More on CRESY
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.