CUBI · Expected Move

CUSTOMERS BANCORP INC

The expected move for CUBI 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).

CUBI 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 CUBI Expected Move
30-Day Straddle
$7.78
7-Day Straddle
$7.78
30-Day ATM IV
40.5%
IV Rank
72%
Implied one-standard-deviation move through the next 30 days. Compare to CUBI'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.
CUBI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $7.78 $7.78 40.5% 72%
20261021 $6.98 $6.98 40.4% 71%
20261020 $7.00 $7.00 38.9% 63%
20261019 $6.75 $6.75 38.7% 62%
20261016 $6.68 $1.30 36.5% 50%
20261015 $7.00 $1.88 37.6% 55%
20261014 $7.27 $2.02 38.6% 61%
20261013 $7.32 $2.58 38.1% 58%
20261012 $7.35 $3.12 37.8% 57%
20261009 $7.62 $2.73 35.8% 46%
20261008 $7.80 $3.55 37.1% 53%
20261007 $7.30 $2.97 33.6% 33%
20261006 $7.80 $2.70 36.2% 48%
20261005 $7.60 $2.78 34.5% 39%
20261002 $3.55 $3.55 32.3% 26%
20261001 $3.73 $3.73 37.8% 57%
20260930 $3.77 $3.77 33.8% 34%
20260929 $4.95 $4.95 35.6% 45%
20260928 $4.35 $4.35 32.1% 25%
20260925 $4.12 $4.12 31.9% 24%
20260924 $5.53 $5.53 35.6% 44%
20260923 $5.05 $5.05 33.9% 35%
20260922 $5.38 $5.38 32.8% 29%
20260921 $6.12 $6.12 35.6% 44%
20260918 $6.28 $1.35 36.5% 50%
20260917 $6.72 $2.38 36.9% 52%
20260916 $6.15 $2.67 33.9% 35%
20260915 $6.47 $3.40 34.6% 39%
20260914 $6.35 $3.05 33.7% 34%
20260911 $6.38 $3.45 31.3% 20%
20260910 $6.53 $3.85 31.4% 21%
20260909 $6.30 $3.50 31.3% 20%
20260908 $6.80 $4.12 31.8% 23%
20260904 $6.30 $4.00 29.5% 10%
20260903 $6.90 $4.12 31.7% 23%
20260902 $4.47 $4.47 30.4% 15%
20260901 $4.08 $4.08 27.6% 0%
20260831 $4.10 $4.10 29.4% 6%
20260828 $4.28 $4.28 29.3% 5%
20260827 $4.35 $4.35 29.7% 7%
20260826 $5.00 $5.00 30.8% 13%
20260825 $5.10 $5.10 32.7% 23%
20260824 $5.40 $5.40 32.5% 22%
20260821 $5.38 $1.73 30.8% 13%
20260820 $5.78 $2.02 31.2% 15%
20260819 $5.22 $2.20 28.3% 0%
20260818 $6.53 $3.03 33.4% 21%
20260817 $6.10 $3.33 31.7% 12%
20260814 $6.60 $3.35 30.0% 2%
20260813 $7.18 $3.02 32.6% 17%
20260812 $6.92 $3.72 32.9% 17%
20260811 $7.35 $3.38 33.3% 19%
20260810 $7.55 $3.92 35.6% 31%
20260807 — — 36.2% 34%
20260806 $7.62 $4.40 33.7% 21%
20260805 $4.58 $4.58 31.6% 10%
20260804 $4.40 $4.40 29.6% 0%
20260803 $4.70 $4.70 31.8% 0%
20260731 $5.12 $5.12 33.0% 0%
20260730 $6.28 $6.28 36.4% 14%

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.