CROX · Expected Move

Crocs, Inc.

The expected move for CROX 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).

CROX 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 CROX Expected Move
30-Day Straddle
$15.90
7-Day Straddle
$15.90
30-Day ATM IV
59.9%
IV Rank
80%
Implied one-standard-deviation move through the next 30 days. Compare to CROX'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.
CROX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $15.90 $15.90 59.9% 80%
20261023 $16.45 $16.45 60.8% 84%
20261022 $17.70 $17.70 64.2% 95%
20261021 $16.35 $16.35 59.8% 80%
20261020 $15.20 $15.20 53.4% 59%
20261019 $15.85 $15.85 56.2% 68%
20261016 $18.65 $2.48 59.7% 80%
20261015 $18.25 $2.48 58.5% 76%
20261014 $15.20 $4.40 51.2% 51%
20261013 $16.55 $4.33 54.7% 63%
20261012 $17.15 $5.08 55.4% 65%
20261009 $16.75 $5.55 53.4% 59%
20261008 $17.90 $6.58 54.0% 61%
20261007 $16.95 $5.50 51.7% 53%
20261006 $19.15 $6.68 55.2% 65%
20261005 $18.40 $7.08 53.1% 58%
20261002 $8.45 $8.45 50.3% 48%
20261001 $9.35 $9.35 54.4% 62%
20260930 $8.15 $8.15 50.4% 49%
20260929 $9.85 $9.85 50.9% 50%
20260928 $9.93 $9.93 48.9% 44%
20260925 $10.30 $10.30 47.4% 39%
20260924 $9.75 $9.75 47.4% 39%
20260923 $10.25 $10.25 46.7% 36%
20260922 $10.95 $10.95 46.3% 35%
20260921 $11.65 $11.65 46.8% 37%
20260918 $11.43 $2.73 41.5% 19%
20260917 $11.10 $3.18 40.5% 16%
20260916 $10.90 $3.62 41.2% 18%
20260915 $10.85 $4.20 40.8% 16%
20260914 $10.75 $4.55 38.9% 10%
20260911 $10.70 $5.72 36.8% 3%
20260910 $11.25 $4.72 40.9% 17%
20260909 $12.00 $6.33 42.4% 22%
20260908 $11.30 $6.12 38.5% 9%
20260904 $14.00 $8.43 41.6% 19%
20260903 $13.10 $8.05 40.8% 16%
20260902 $7.15 $7.15 36.5% 2%
20260901 $8.50 $8.50 41.3% 18%
20260831 $7.28 $7.28 35.8% 0%
20260828 $9.35 $9.35 39.8% 6%
20260827 $8.55 $8.55 37.9% 0%
20260826 $9.12 $9.12 38.7% 2%
20260825 $9.90 $9.90 39.8% 6%
20260824 $10.45 $10.45 40.7% 9%
20260821 $10.38 $2.55 38.5% 2%
20260820 $11.40 $3.65 40.5% 9%
20260819 $11.90 $3.97 40.6% 9%
20260818 $11.40 $5.70 37.9% 0%
20260817 $12.95 $5.12 42.4% 10%
20260814 $13.65 $6.78 41.2% 6%
20260813 $14.00 $7.85 41.5% 7%
20260812 $14.05 $8.00 42.9% 12%
20260811 $14.85 $8.35 43.7% 15%
20260810 $15.75 $8.90 43.6% 15%
20260807 — — 42.0% 9%
20260806 $17.40 $10.90 45.5% 22%
20260805 $9.15 $9.15 41.9% 9%
20260804 $9.55 $9.55 41.2% 6%
20260803 $10.95 $10.95 45.6% 22%

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.