CRVL · Expected Move

Corvel Corp

The expected move for CRVL 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).

CRVL 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 CRVL Expected Move
30-Day Straddle
$6.05
7-Day Straddle
$5.00
30-Day ATM IV
30.8%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to CRVL'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.
CRVL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $6.05 $5.00 30.8% 10%
20261015 $6.30 $5.05 31.2% 13%
20261014 $6.55 $5.05 31.4% 14%
20261013 $6.30 $5.00 31.3% 14%
20261012 $6.50 $5.05 32.7% 23%
20261009 $7.55 $5.25 33.7% 29%
20261008 $7.05 $5.05 32.3% 20%
20261007 $7.10 $5.05 31.7% 16%
20261006 $7.05 $5.10 35.3% 41%
20261005 $7.55 $5.00 32.8% 24%
20261002 $5.10 $5.10 34.7% 37%
20261001 $5.00 $5.00 31.8% 17%
20260930 $5.05 $5.05 36.0% 45%
20260929 $5.05 $5.05 32.1% 28%
20260928 $5.00 $5.00 33.7% 28%
20260925 $5.00 $5.00 32.2% 21%
20260924 $5.05 $5.05 32.6% 24%
20260923 $5.50 $5.50 36.5% 42%
20260922 $5.25 $5.25 31.6% 19%
20260921 $6.00 $6.00 34.6% 33%
20260918 $5.30 $4.00 32.7% 24%
20260917 $5.60 $4.03 30.5% 13%
20260916 $5.75 $5.03 29.7% 10%
20260915 $6.10 $5.07 31.8% 20%
20260914 $6.50 $5.07 31.8% 20%
20260911 $5.55 $5.05 32.3% 22%
20260910 $6.25 $5.05 38.7% 52%
20260909 $6.25 $5.05 33.1% 26%
20260908 $6.55 $5.05 36.7% 43%
20260904 $6.10 $5.05 34.3% 31%
20260903 $5.75 $5.05 31.9% 20%
20260902 $5.10 $5.10 33.8% 29%
20260901 $5.03 $5.03 34.4% 32%
20260831 $5.05 $5.05 34.0% 30%
20260828 $5.10 $5.10 34.4% 32%
20260827 $5.10 $5.10 34.4% 32%
20260826 $5.10 $5.10 33.6% 22%
20260825 $5.10 $5.10 33.8% 23%
20260824 $5.53 $5.53 33.1% 20%
20260821 $5.05 $5.00 32.7% 19%
20260820 $5.05 $5.00 29.4% 6%
20260819 $5.55 $5.00 32.2% 17%
20260818 $6.55 $5.15 33.2% 20%
20260817 $6.00 $5.00 31.3% 13%
20260814 $5.55 $5.00 34.4% 25%
20260813 $5.60 $5.05 35.1% 28%
20260812 $6.05 $5.05 32.7% 19%
20260811 $6.67 $5.07 42.1% 53%
20260810 $6.75 $5.47 38.5% 40%
20260807 — — 34.7% 26%
20260806 $5.95 $5.07 40.5% 47%
20260805 $5.75 $5.75 41.2% 50%
20260804 $5.05 $5.05 42.1% 53%
20260803 $5.30 $5.30 43.3% 57%
20260731 $5.10 $5.10 42.3% 54%
20260730 $5.10 $5.10 42.8% 56%
20260729 $6.55 $6.55 42.2% 53%
20260728 $6.25 $6.25 43.4% 58%
20260727 $5.55 $5.55 41.9% 52%
20260724 $5.55 $5.55 41.9% 52%

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.