CRGY · Expected Move

Crescent Energy Company

The expected move for CRGY 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).

CRGY 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 CRGY Expected Move
30-Day Straddle
$1.80
7-Day Straddle
$0.55
30-Day ATM IV
52.0%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to CRGY'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.
CRGY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $1.80 $0.55 52.0% 57%
20261015 $1.57 $0.32 49.2% 44%
20261014 $1.52 $0.50 47.7% 37%
20261013 $1.60 $0.70 48.2% 39%
20261012 $1.70 $0.57 50.7% 51%
20261009 $1.85 $0.62 51.7% 56%
20261008 $1.75 $0.75 49.0% 43%
20261007 $1.83 $0.82 47.1% 34%
20261006 $1.80 $0.88 45.3% 25%
20261005 $1.70 $0.88 44.3% 20%
20261002 $1.07 $1.07 49.1% 43%
20261001 $1.20 $1.20 49.0% 43%
20260930 $1.07 $1.07 46.4% 30%
20260929 $1.18 $1.18 51.8% 56%
20260928 $1.12 $1.12 48.3% 40%
20260925 $1.35 $1.35 49.3% 44%
20260924 $1.25 $1.25 45.9% 28%
20260923 $1.38 $1.38 47.9% 38%
20260922 $1.48 $1.48 50.0% 48%
20260921 $1.45 $1.45 46.9% 33%
20260918 $1.42 $0.20 46.5% 31%
20260917 $1.48 $0.38 46.1% 29%
20260916 $1.70 $0.70 48.8% 42%
20260915 $1.70 $0.68 — —
20260914 $1.55 $0.65 45.5% 26%
20260911 $1.77 $0.85 46.3% 30%
20260910 $1.77 $0.82 48.7% 41%
20260909 $1.75 $0.80 47.1% 34%
20260908 $1.65 $0.93 46.6% 32%
20260904 $1.68 $0.93 44.6% 22%
20260903 $1.65 $0.88 42.6% 12%
20260902 $1.12 $1.12 46.0% 29%
20260901 $1.02 $1.02 43.3% 16%
20260831 $0.90 $0.90 43.0% 14%
20260828 $1.20 $1.20 45.8% 28%
20260827 $1.15 $1.15 44.8% 23%
20260826 $1.23 $1.23 45.4% 26%
20260825 $1.32 $1.32 45.8% 28%
20260824 $1.32 $1.32 44.8% 23%
20260821 $1.40 $0.15 45.2% 25%
20260820 $1.43 $0.45 45.1% 24%
20260819 $1.38 $0.85 45.3% 25%
20260818 $1.45 $0.62 48.1% 39%
20260817 $1.27 $0.53 40.1% 0%
20260814 $1.25 $0.72 42.6% 0%
20260813 $1.40 $0.82 50.6% 44%
20260812 $1.38 $0.80 45.7% 17%
20260811 $1.45 $0.68 42.5% 0%
20260810 $1.60 $1.02 52.0% 45%
20260807 — — 50.2% 33%
20260806 $1.55 $1.00 52.3% 46%
20260805 $1.07 $1.07 53.6% 54%
20260804 $1.18 $1.18 56.2% 71%
20260803 $1.38 $1.38 60.9% 100%
20260731 $1.48 $1.48 59.5% 95%
20260730 $1.25 $1.25 57.0% 78%
20260729 $1.25 $1.25 57.0% 78%
20260728 $1.25 $1.25 59.8% 97%
20260727 $1.20 $1.20 50.6% 37%
20260724 $1.27 $1.27 50.6% 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.