CRL · Expected Move
Charles River Laboratories International, Inc.
The expected move for CRL 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).
CRL 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 CRL Expected Move
30-Day Straddle
$48.25
7-Day Straddle
$48.25
30-Day ATM IV
62.9%
IV Rank
94%
Implied one-standard-deviation move through the next 30 days. Compare to CRL'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.
CRL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $48.25 | $48.25 | 62.9% | 94% |
| 20261021 | $48.00 | $48.00 | 60.4% | 84% |
| 20261020 | $46.50 | $46.50 | 63.0% | 94% |
| 20261019 | $44.00 | $44.00 | 62.4% | 92% |
| 20261016 | $46.60 | $1.68 | 63.2% | 95% |
| 20261015 | $48.00 | $8.23 | 61.7% | 89% |
| 20261014 | $46.95 | $10.05 | 61.2% | 87% |
| 20261013 | $45.60 | $10.55 | 59.2% | 79% |
| 20261012 | $45.65 | $13.00 | 58.1% | 75% |
| 20261009 | $46.10 | $13.50 | 55.5% | 64% |
| 20261008 | $46.65 | $15.90 | 56.0% | 66% |
| 20261007 | $46.85 | $18.15 | 55.7% | 65% |
| 20261006 | $47.10 | $19.95 | 54.0% | 58% |
| 20261005 | $46.85 | $18.50 | 51.8% | 49% |
| 20261002 | $19.10 | $19.10 | 49.9% | 41% |
| 20261001 | $19.55 | $19.55 | 49.7% | 40% |
| 20260930 | $21.30 | $21.30 | 49.7% | 40% |
| 20260929 | $21.90 | $21.90 | 49.4% | 39% |
| 20260928 | $23.15 | $23.15 | 49.3% | 39% |
| 20260925 | $24.55 | $24.55 | 47.7% | 32% |
| 20260924 | $26.05 | $26.05 | 48.2% | 34% |
| 20260923 | $26.55 | $26.55 | 49.5% | 40% |
| 20260922 | $27.90 | $27.90 | 48.2% | 34% |
| 20260921 | $28.20 | $28.20 | 49.8% | 41% |
| 20260918 | $28.90 | $3.30 | 46.5% | 27% |
| 20260917 | $30.60 | $7.42 | 48.1% | 34% |
| 20260916 | $29.55 | $11.65 | 46.8% | 29% |
| 20260915 | $28.70 | $10.03 | 44.9% | 21% |
| 20260914 | $28.95 | $12.00 | 44.9% | 21% |
| 20260911 | $30.30 | $13.20 | 43.7% | 16% |
| 20260910 | $31.95 | $15.25 | 46.2% | 26% |
| 20260909 | $32.45 | $15.80 | 45.7% | 24% |
| 20260908 | $33.55 | $16.95 | 46.4% | 27% |
| 20260904 | $34.05 | $19.35 | 43.4% | 15% |
| 20260903 | $35.45 | $19.80 | 43.0% | 13% |
| 20260902 | $21.00 | $21.00 | 43.6% | 16% |
| 20260901 | $21.85 | $21.85 | 44.6% | 20% |
| 20260831 | $21.00 | $21.00 | 43.5% | 15% |
| 20260828 | $23.45 | $23.45 | 42.4% | 11% |
| 20260827 | $25.00 | $25.00 | 42.6% | 12% |
| 20260826 | $24.25 | $24.25 | 42.9% | 13% |
| 20260825 | $25.50 | $25.50 | 42.3% | 10% |
| 20260824 | $27.75 | $27.75 | 44.4% | 19% |
| 20260821 | $28.50 | $5.20 | 43.4% | 15% |
| 20260820 | $29.05 | $7.95 | 44.3% | 18% |
| 20260819 | $29.25 | $9.05 | 44.3% | 18% |
| 20260818 | $28.50 | $9.75 | 43.8% | 17% |
| 20260817 | $29.90 | $12.03 | 43.5% | 15% |
| 20260814 | $27.30 | $13.15 | 39.8% | 0% |
| 20260813 | $30.60 | $15.35 | 43.4% | 0% |
| 20260812 | $32.00 | $16.70 | 43.8% | 2% |
| 20260811 | $32.60 | $17.80 | 45.0% | 8% |
| 20260810 | $33.40 | $18.60 | 45.9% | 12% |
| 20260807 | — | — | 45.1% | 8% |
| 20260806 | $35.10 | $21.90 | 50.0% | 31% |
| 20260805 | $23.00 | $23.00 | 51.0% | 36% |
| 20260804 | $29.80 | $29.80 | 63.9% | 98% |
| 20260803 | $29.70 | $29.70 | 64.4% | 100% |
| 20260731 | $29.25 | $29.25 | 61.4% | 90% |
| 20260730 | $30.35 | $30.35 | 61.2% | 90% |
More on CRL
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.