CRNT · Expected Move

Ceragon Networks Ltd

The expected move for CRNT 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).

CRNT 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 CRNT Expected Move
30-Day Straddle
$0.57
7-Day Straddle
$0.57
30-Day ATM IV
100.4%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to CRNT'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.
CRNT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.57 $0.57 100.4% 25%
20261021 $3.90 $3.90 99.2% 24%
20261020 $0.60 $0.60 97.6% 23%
20261019 $0.40 $0.40 95.5% 22%
20261016 $0.43 $0.20 89.8% 19%
20261015 $0.43 $0.12 74.5% 10%
20261014 $0.53 $0.38 110.1% 30%
20261013 $0.97 $0.42 — —
20261012 $0.75 $0.42 107.2% 29%
20261009 $0.57 $1.50 99.0% 24%
20261008 $0.57 $2.62 102.1% 26%
20261007 $0.43 $0.42 96.5% 23%
20261006 $0.60 $0.42 108.0% 29%
20261005 $2.62 $0.42 85.8% 16%
20261002 $0.93 $0.93 82.0% 14%
20261001 $0.70 $0.70 78.7% 12%
20260930 $0.28 $0.28 78.1% 12%
20260929 $0.45 $0.45 92.9% 21%
20260928 $0.45 $0.45 85.7% 16%
20260925 $0.40 $0.40 78.8% 12%
20260924 $2.33 $2.33 78.5% 12%
20260923 $0.75 $0.75 74.2% 10%
20260922 $0.47 $0.47 — —
20260921 $1.02 $1.02 — —
20260918 $0.35 $0.17 86.7% 17%
20260917 $0.50 $0.30 105.7% 28%
20260916 $0.57 $0.12 74.5% 10%
20260915 $0.23 $0.15 59.5% 1%
20260914 $0.28 $0.40 57.2% 0%
20260911 $0.30 $0.15 117.5% 34%
20260910 $0.30 $0.12 75.2% 9%
20260909 $0.28 $0.12 85.2% 15%
20260908 $0.38 $0.22 79.8% 12%
20260904 $1.45 $0.20 105.1% 26%
20260903 $0.75 $0.50 80.3% 12%
20260902 $0.17 $0.17 81.6% 13%
20260901 $0.20 $0.20 — —
20260831 $0.20 $0.20 85.8% 15%
20260828 $0.20 $0.20 103.5% 25%
20260827 $0.28 $0.28 97.2% 22%
20260826 $7.62 $7.62 83.8% 14%
20260825 $2.02 $2.02 — —
20260824 $0.28 $0.28 85.2% 15%
20260821 $0.28 $0.12 74.9% 9%
20260820 $0.22 $0.90 — —
20260819 $0.42 $0.40 110.0% 29%
20260818 $0.42 $1.97 107.6% 28%
20260817 $0.45 $1.35 — —
20260814 $0.47 $0.28 156.5% 56%
20260813 $0.47 $0.42 — —
20260812 $0.68 $0.33 81.9% 13%
20260811 $0.57 $0.25 106.7% 27%
20260810 $0.38 $0.25 78.1% 11%
20260807 — — 91.3% 18%
20260806 $0.75 $0.45 90.6% 18%
20260805 $0.45 $0.45 106.5% 27%
20260804 $0.45 $0.45 90.3% 18%
20260803 $2.02 $2.02 101.5% 24%
20260731 $0.45 $0.45 — —
20260730 $0.55 $0.55 114.6% 32%

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.