CTO · Expected Move

CTO Realty Growth, Inc.

The expected move for CTO 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).

CTO 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 CTO Expected Move
30-Day Straddle
$2.47
7-Day Straddle
$0.70
30-Day ATM IV
31.6%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to CTO'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.
CTO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $2.47 $0.70 31.6% 47%
20261015 $1.38 $0.88 27.3% 31%
20261014 $1.38 $0.95 27.9% 33%
20261013 $1.40 $1.32 25.1% 23%
20261012 $1.55 $0.97 27.5% 32%
20261009 $1.57 $0.85 30.0% 41%
20261008 $1.40 $0.73 28.4% 35%
20261007 $1.48 $0.95 27.7% 32%
20261006 $1.48 $1.02 28.0% 34%
20261005 $1.68 $1.00 34.7% 59%
20261002 $1.32 $1.32 31.4% 46%
20261001 $1.20 $1.20 29.3% 38%
20260930 $1.02 $1.02 28.9% 37%
20260929 $0.83 $0.83 25.0% 22%
20260928 $1.27 $1.27 30.3% 41%
20260925 $1.25 $1.25 30.1% 41%
20260924 $1.12 $1.12 25.7% 24%
20260923 $1.12 $1.12 25.7% 24%
20260922 $1.18 $1.18 27.1% 29%
20260921 $1.20 $1.20 34.0% 55%
20260918 $1.00 $0.42 24.7% 17%
20260917 $1.40 $0.88 29.6% 31%
20260916 $1.25 $2.05 45.6% 79%
20260915 $2.38 $1.70 43.3% 72%
20260914 $1.45 $0.97 28.8% 29%
20260911 $1.57 $0.95 31.8% 38%
20260910 $2.80 $2.23 44.5% 76%
20260909 $4.22 $1.48 40.2% 63%
20260908 $1.88 $1.58 33.8% 44%
20260904 $2.77 $1.60 45.4% 78%
20260903 $3.85 $1.43 28.3% 27%
20260902 $1.50 $1.50 25.8% 20%
20260901 $1.50 $1.50 24.8% 15%
20260831 $1.52 $1.52 27.4% 23%
20260828 $1.43 $1.43 25.5% 17%
20260827 $1.80 $1.80 31.8% 34%
20260826 $1.15 $1.15 23.0% 11%
20260825 $1.03 $1.03 22.0% 8%
20260824 $1.25 $1.25 27.7% 23%
20260821 $2.58 $1.45 38.2% 52%
20260820 $1.43 $0.48 26.6% 20%
20260819 $2.08 $0.62 36.2% 46%
20260818 $2.17 $0.55 37.0% 42%
20260817 $2.20 $1.65 40.4% 50%
20260814 $1.38 $1.60 29.3% 24%
20260813 $1.38 $0.67 27.4% 19%
20260812 $2.60 $1.88 40.9% 51%
20260811 $2.27 $1.02 38.1% 44%
20260810 $1.73 $1.65 34.0% 35%
20260807 — — 43.6% 57%
20260806 $2.23 $3.00 41.2% 52%
20260805 $1.02 $1.02 32.0% 30%
20260804 $1.10 $1.10 40.3% 49%
20260803 $0.82 $0.82 26.1% 16%
20260731 $1.43 $1.43 43.6% 57%
20260730 $0.93 $0.93 33.2% 33%
20260729 $1.88 $1.88 19.6% 1%
20260728 $1.95 $1.95 38.1% 43%
20260727 $1.95 $1.95 43.1% 54%
20260724 $2.08 $2.08 39.6% 47%

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.