CRTO · Expected Move
Criteo S.A. Ordinary Shares
The expected move for CRTO 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).
CRTO 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 CRTO Expected Move
30-Day Straddle
$2.80
7-Day Straddle
$2.02
30-Day ATM IV
59.8%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to CRTO'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.
CRTO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $2.80 | $2.02 | 59.8% | 46% |
| 20261106 | $2.02 | $1.62 | 68.8% | 65% |
| 20261105 | $2.42 | $1.52 | 58.3% | 42% |
| 20261104 | $1.68 | $1.68 | 68.2% | 64% |
| 20261103 | $1.82 | $1.82 | 62.3% | 51% |
| 20261102 | $1.75 | $1.75 | 58.6% | 43% |
| 20261030 | $2.12 | $2.12 | 62.5% | 52% |
| 20261029 | $2.23 | $2.23 | 69.4% | 66% |
| 20261028 | $2.27 | $2.27 | 74.5% | 77% |
| 20261027 | $2.52 | $2.52 | 79.3% | 88% |
| 20261026 | $2.70 | $2.70 | 85.0% | 100% |
| 20261023 | $2.08 | $2.08 | 63.1% | 76% |
| 20261022 | $2.20 | $2.20 | 65.9% | 85% |
| 20261021 | $2.33 | $2.33 | 68.8% | 94% |
| 20261020 | $2.52 | $2.52 | 68.3% | 92% |
| 20261019 | $2.05 | $2.05 | 62.9% | 58% |
| 20261016 | $2.60 | $1.05 | 67.1% | 67% |
| 20261015 | $2.42 | $0.88 | 64.8% | 62% |
| 20261014 | $2.27 | $1.25 | 60.5% | 52% |
| 20261013 | $2.58 | $0.78 | 66.6% | 66% |
| 20261012 | $2.53 | $0.88 | 63.3% | 59% |
| 20261009 | $3.03 | $1.62 | 68.8% | 72% |
| 20261008 | $2.58 | $1.00 | 61.9% | 55% |
| 20261007 | $2.60 | $1.08 | 62.4% | 56% |
| 20261006 | $2.50 | $1.12 | 60.4% | 52% |
| 20261005 | $2.33 | $0.82 | 60.2% | 51% |
| 20261002 | $0.93 | $0.93 | 64.9% | 62% |
| 20261001 | $0.95 | $0.95 | 50.7% | 29% |
| 20260930 | $1.43 | $1.43 | 63.8% | 60% |
| 20260929 | $1.77 | $1.77 | 64.0% | 60% |
| 20260928 | $1.95 | $1.95 | — | — |
| 20260925 | $2.30 | $2.30 | 62.8% | 57% |
| 20260924 | $2.47 | $2.47 | 70.8% | 76% |
| 20260923 | $1.80 | $1.80 | 56.3% | 42% |
| 20260922 | $1.77 | $1.77 | 61.0% | 53% |
| 20260921 | $2.20 | $2.20 | 62.1% | 56% |
| 20260918 | $1.93 | $1.20 | 50.2% | 27% |
| 20260917 | $2.03 | $1.27 | 54.3% | 37% |
| 20260916 | $2.33 | $1.45 | 59.9% | 50% |
| 20260915 | $2.17 | $1.12 | 56.2% | 42% |
| 20260914 | $2.25 | $1.20 | 55.8% | 41% |
| 20260911 | $2.42 | $1.05 | 54.6% | 38% |
| 20260910 | $2.20 | $1.17 | 51.4% | 30% |
| 20260909 | $2.25 | $1.05 | 50.8% | 29% |
| 20260908 | $1.98 | $1.55 | 46.7% | 19% |
| 20260904 | $2.65 | $1.65 | 55.9% | 41% |
| 20260903 | $2.20 | $1.67 | 44.4% | 14% |
| 20260902 | $1.77 | $1.77 | 54.0% | 37% |
| 20260901 | $1.65 | $1.65 | 53.9% | 36% |
| 20260831 | $2.38 | $2.38 | 64.9% | 62% |
| 20260828 | $1.93 | $1.93 | 55.6% | 40% |
| 20260827 | $2.25 | $2.25 | 58.4% | 47% |
| 20260826 | $1.60 | $1.60 | 45.8% | 17% |
| 20260825 | $1.78 | $1.78 | 48.4% | 23% |
| 20260824 | $2.33 | $2.33 | 60.7% | 52% |
| 20260821 | $1.98 | $0.47 | 50.9% | 29% |
| 20260820 | $2.27 | $0.98 | 57.6% | 45% |
| 20260819 | $2.53 | $1.32 | 53.1% | 34% |
| 20260818 | $2.45 | $0.93 | 51.0% | 29% |
| 20260817 | $2.42 | $1.43 | 52.0% | 32% |
More on CRTO
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.