CRUS · Expected Move
Cirrus Logic Inc
The expected move for CRUS 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).
CRUS 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 CRUS Expected Move
30-Day Straddle
$13.45
7-Day Straddle
$2.50
30-Day ATM IV
50.5%
IV Rank
72%
Implied one-standard-deviation move through the next 30 days. Compare to CRUS'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.
CRUS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $13.45 | $2.50 | 50.5% | 72% |
| 20261015 | $13.10 | $2.65 | 47.1% | 59% |
| 20261014 | $13.70 | $3.23 | 48.3% | 64% |
| 20261013 | $13.25 | $3.80 | 46.8% | 58% |
| 20261012 | $12.85 | $3.65 | 46.6% | 57% |
| 20261009 | $13.75 | $4.70 | 45.0% | 51% |
| 20261008 | $14.30 | $5.05 | 44.8% | 50% |
| 20261007 | $14.60 | $5.38 | 45.6% | 53% |
| 20261006 | $15.35 | $6.00 | 44.2% | 48% |
| 20261005 | $15.05 | $6.17 | 42.0% | 40% |
| 20261002 | $6.40 | $6.40 | 42.2% | 41% |
| 20261001 | $7.12 | $7.12 | 41.2% | 36% |
| 20260930 | $7.50 | $7.50 | 42.1% | 40% |
| 20260929 | $7.50 | $7.50 | 41.6% | 38% |
| 20260928 | $7.15 | $7.15 | 41.1% | 36% |
| 20260925 | $8.25 | $8.25 | 40.5% | 34% |
| 20260924 | $8.25 | $8.25 | 39.0% | 28% |
| 20260923 | $8.25 | $8.25 | 38.1% | 25% |
| 20260922 | $10.15 | $10.15 | 42.5% | 41% |
| 20260921 | $10.45 | $10.45 | 42.9% | 43% |
| 20260918 | $9.20 | $1.85 | 34.3% | 11% |
| 20260917 | $10.05 | $3.20 | 37.4% | 22% |
| 20260916 | $10.32 | $4.25 | 38.5% | 27% |
| 20260915 | $10.70 | $4.65 | 37.0% | 21% |
| 20260914 | $10.15 | $4.75 | 36.3% | 18% |
| 20260911 | $9.95 | $5.25 | 34.1% | 10% |
| 20260910 | $10.40 | $6.43 | 36.5% | 19% |
| 20260909 | $10.65 | $4.85 | 37.3% | 22% |
| 20260908 | $9.60 | $5.10 | 33.7% | 8% |
| 20260904 | $10.75 | $6.22 | 33.6% | 8% |
| 20260903 | $10.38 | $6.10 | 32.0% | 2% |
| 20260902 | $6.45 | $6.45 | 31.6% | 0% |
| 20260901 | $6.45 | $6.45 | 34.8% | 7% |
| 20260831 | $7.35 | $7.35 | 34.8% | 7% |
| 20260828 | $6.82 | $6.82 | 34.1% | 4% |
| 20260827 | $7.62 | $7.62 | 35.0% | 8% |
| 20260826 | $7.65 | $7.65 | 35.2% | 9% |
| 20260825 | $7.65 | $7.65 | 33.4% | 1% |
| 20260824 | $7.92 | $7.92 | 35.8% | 11% |
| 20260821 | $8.65 | $1.70 | 34.1% | 4% |
| 20260820 | $9.40 | $3.05 | 35.4% | 10% |
| 20260819 | $9.20 | $3.27 | 33.1% | 0% |
| 20260818 | $9.07 | $3.85 | 33.1% | 0% |
| 20260817 | $9.95 | $4.05 | 35.3% | 5% |
| 20260814 | $10.25 | $4.42 | 34.2% | 0% |
| 20260813 | $11.47 | $5.75 | 37.2% | 0% |
| 20260812 | $11.57 | $6.03 | 37.2% | 0% |
| 20260811 | $12.20 | $6.10 | 37.6% | 0% |
| 20260810 | $12.35 | $7.05 | 37.9% | 0% |
| 20260807 | — | — | 38.8% | 0% |
| 20260806 | $15.30 | $10.80 | 45.8% | 34% |
| 20260805 | $14.40 | $14.40 | 56.5% | 92% |
| 20260804 | $14.60 | $14.60 | 55.3% | 86% |
| 20260803 | $14.20 | $14.20 | 55.9% | 89% |
| 20260731 | $14.10 | $14.10 | 53.2% | 75% |
| 20260730 | $15.35 | $15.35 | 54.3% | 80% |
| 20260729 | $15.60 | $15.60 | 54.2% | 82% |
| 20260728 | $16.85 | $16.85 | 56.0% | 91% |
| 20260727 | $16.70 | $16.70 | 56.2% | 92% |
| 20260724 | $17.30 | $17.30 | 56.8% | 95% |
More on CRUS
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.