CRS · Expected Move

Carpenter Technology Corp

The expected move for CRS 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).

CRS 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 CRS Expected Move
30-Day Straddle
$48.95
7-Day Straddle
$48.95
30-Day ATM IV
58.1%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to CRS'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.
CRS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $48.95 $48.95 58.1% 64%
20261020 $48.10 $48.10 55.6% 53%
20261019 $48.95 $48.95 54.8% 50%
20261016 $49.60 $6.10 53.2% 42%
20261015 $48.90 $8.07 51.5% 35%
20261014 $50.95 $11.65 53.0% 42%
20261013 $50.35 $13.60 51.7% 35%
20261012 $49.75 $16.25 50.1% 28%
20261009 $50.30 $16.95 47.6% 17%
20261008 $51.95 $19.75 48.1% 19%
20261007 $52.80 $20.10 47.9% 19%
20261006 $53.65 $22.40 47.3% 16%
20261005 $53.80 $23.50 47.7% 17%
20261002 $25.00 $25.00 47.2% 15%
20261001 $26.95 $26.95 47.5% 17%
20260930 $28.15 $28.15 48.0% 19%
20260929 $30.45 $30.45 49.0% 23%
20260928 $31.95 $31.95 48.7% 22%
20260925 $33.50 $33.50 46.6% 13%
20260924 $36.30 $36.30 48.7% 22%
20260923 $36.35 $36.35 47.1% 15%
20260922 $37.95 $37.95 47.9% 18%
20260921 $39.10 $39.10 47.9% 19%
20260918 $41.45 $4.77 45.7% 9%
20260917 $42.25 $10.68 45.9% 9%
20260916 $43.70 $13.60 46.2% 11%
20260915 $45.70 $16.30 47.1% 15%
20260914 $46.55 $19.15 47.1% 15%
20260911 $49.35 $20.65 44.9% 5%
20260910 $51.30 $22.65 45.7% 8%
20260909 $53.50 $26.80 46.0% 10%
20260908 $55.65 $28.55 47.1% 15%
20260904 $56.80 $31.55 43.8% 0%
20260903 $56.65 $32.90 43.9% 0%
20260902 $33.05 $33.05 44.7% 1%
20260901 $36.25 $36.25 44.9% 2%
20260831 $37.65 $37.65 45.2% 3%
20260828 $40.35 $40.35 44.5% 0%
20260827 $42.30 $42.30 44.6% 0%
20260826 $42.95 $42.95 45.3% 0%
20260825 $46.00 $46.00 46.5% 4%
20260824 $46.25 $46.25 46.9% 6%
20260821 $50.00 $4.45 46.1% 2%
20260820 $53.30 $12.07 48.5% 14%
20260819 $54.30 $16.30 46.8% 6%
20260818 $59.05 $21.40 47.8% 10%
20260817 $62.30 $25.20 48.6% 15%
20260814 $63.95 $27.85 47.2% 8%
20260813 $66.10 $32.35 48.9% 16%
20260812 $65.75 $32.95 49.2% 18%
20260811 $69.55 $37.00 50.4% 23%
20260810 $73.95 $40.30 50.9% 26%
20260807 — — 51.2% 27%
20260806 $85.70 $52.85 54.2% 42%
20260805 $53.75 $53.75 55.1% 46%
20260804 $56.55 $56.55 57.1% 56%
20260803 $55.25 $55.25 55.3% 48%
20260731 $55.40 $55.40 55.6% 49%
20260730 $52.95 $52.95 53.1% 37%
20260729 $72.70 $72.70 66.0% 100%

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.