CSTM · Expected Move

Constellium SE Class A Ordinary shares

The expected move for CSTM 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).

CSTM 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 CSTM Expected Move
30-Day Straddle
$3.33
7-Day Straddle
$1.50
30-Day ATM IV
50.1%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to CSTM'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.
CSTM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261106 $3.33 $1.50 50.1% 45%
20261105 $3.40 $1.52 55.1% 62%
20261104 $1.57 $1.57 40.7% 13%
20261103 $1.18 $1.18 41.4% 16%
20261102 $1.15 $1.15 42.0% 18%
20261030 $1.85 $1.85 41.6% 16%
20261029 $1.62 $1.62 39.0% 7%
20261028 $1.95 $1.95 36.8% 0%
20261027 $2.62 $2.62 48.5% 34%
20261026 $2.73 $2.73 45.9% 24%
20261023 $2.42 $2.42 47.3% 29%
20261022 $2.52 $2.52 47.1% 29%
20261021 $2.92 $2.92 50.7% 42%
20261020 $3.00 $3.00 49.3% 37%
20261019 $2.95 $2.95 45.8% 24%
20261016 $3.05 $1.92 44.6% 19%
20261015 $3.08 $1.00 46.6% 27%
20261014 $3.45 $0.88 52.4% 48%
20261013 $2.75 $1.15 41.4% 7%
20261012 $3.85 $1.35 49.7% 38%
20261009 $3.42 $0.98 49.5% 38%
20261008 $3.40 $1.73 49.3% 37%
20261007 $3.40 $1.32 49.7% 38%
20261006 $3.57 $1.55 47.8% 31%
20261005 $3.72 $1.45 49.1% 36%
20261002 $2.22 $2.22 49.9% 39%
20261001 $1.25 $1.25 49.0% 36%
20260930 $1.82 $1.82 50.8% 42%
20260929 $1.85 $1.85 47.6% 30%
20260928 $1.95 $1.95 48.2% 33%
20260925 $2.12 $2.12 47.8% 31%
20260924 $2.15 $2.15 47.5% 30%
20260923 $2.10 $2.10 46.1% 25%
20260922 $2.17 $2.17 46.6% 27%
20260921 $2.45 $2.45 46.8% 27%
20260918 $2.55 $0.62 44.7% 20%
20260917 $3.15 $0.57 51.7% 46%
20260916 $2.75 $0.82 46.7% 27%
20260915 $2.73 $1.80 46.2% 25%
20260914 $2.35 $1.25 40.1% 2%
20260911 $2.85 $1.33 43.6% 16%
20260910 $2.75 $1.32 — —
20260909 $3.00 $1.48 44.2% 18%
20260908 $3.80 $1.95 50.6% 41%
20260904 $3.25 $1.77 43.8% 16%
20260903 $3.33 $1.90 46.7% 27%
20260902 $2.15 $2.15 50.9% 43%
20260901 $2.03 $2.03 46.3% 25%
20260831 $2.10 $2.10 50.9% 43%
20260828 $2.25 $2.25 43.0% 13%
20260827 $2.20 $2.20 42.0% 9%
20260826 $2.40 $2.40 46.3% 25%
20260825 $2.58 $2.58 47.1% 29%
20260824 $2.62 $2.62 50.2% 40%
20260821 $2.85 $0.57 48.8% 35%
20260820 $2.90 $1.18 48.1% 32%
20260819 $2.75 $1.10 49.4% 37%
20260818 $2.55 $1.08 39.5% 0%
20260817 $3.22 $1.48 45.7% 11%
20260814 $3.05 $1.60 43.2% 0%

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.