CVE · Expected Move

Cenovus Energy Inc.

The expected move for CVE 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).

CVE 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 CVE Expected Move
30-Day Straddle
$2.98
7-Day Straddle
$2.98
30-Day ATM IV
42.6%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to CVE'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.
CVE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $2.98 $2.98 42.6% 70%
20261023 $2.92 $2.92 40.5% 57%
20261022 $2.90 $2.90 40.4% 56%
20261021 $2.90 $2.90 38.4% 44%
20261020 $2.88 $2.88 38.0% 42%
20261019 $2.95 $2.95 38.2% 43%
20261016 $3.33 $0.50 40.9% 60%
20261015 $3.27 $0.62 41.2% 61%
20261014 $3.33 $0.90 39.9% 53%
20261013 $3.40 $1.05 40.1% 55%
20261012 $3.23 $1.12 38.5% 45%
20261009 $3.42 $1.50 40.8% 59%
20261008 $3.30 $1.52 39.8% 52%
20261007 $3.10 $1.80 37.6% 40%
20261006 $3.75 $1.67 42.5% 69%
20261005 $3.60 $1.73 40.0% 54%
20261002 $1.85 $1.85 39.9% 53%
20261001 $1.95 $1.95 39.3% 49%
20260930 $2.08 $2.08 41.0% 60%
20260929 $2.05 $2.05 40.2% 55%
20260928 $2.27 $2.27 39.7% 52%
20260925 $2.17 $2.17 38.9% 47%
20260924 $2.33 $2.33 38.7% 46%
20260923 $2.30 $2.30 39.5% 51%
20260922 $2.47 $2.47 38.5% 45%
20260921 $2.45 $2.45 38.6% 45%
20260918 $2.65 $0.43 36.4% 32%
20260917 $2.65 $0.55 36.1% 30%
20260916 $2.72 $0.77 37.1% 36%
20260915 $2.88 $1.20 36.7% 34%
20260914 $2.90 $1.10 38.2% 43%
20260911 $3.00 $1.32 36.6% 33%
20260910 $3.35 $1.57 39.3% 50%
20260909 $3.23 $1.55 37.0% 35%
20260908 $3.25 $1.52 37.7% 40%
20260904 $3.12 $1.60 34.9% 23%
20260903 $3.23 $1.45 34.6% 21%
20260902 $1.98 $1.98 36.8% 34%
20260901 $1.82 $1.82 35.6% 27%
20260831 $2.17 $2.17 37.7% 40%
20260828 $2.25 $2.25 36.8% 35%
20260827 $2.35 $2.35 38.2% 43%
20260826 $2.35 $2.35 38.3% 43%
20260825 $2.55 $2.55 38.4% 44%
20260824 $2.55 $2.55 38.7% 46%
20260821 $2.42 $0.45 33.8% 16%
20260820 $2.80 $0.82 38.2% 43%
20260819 $2.70 $1.02 33.7% 16%
20260818 $2.25 $0.60 31.1% 0%
20260817 $2.70 $0.90 35.7% 6%
20260814 $2.70 $1.10 35.4% 3%
20260813 $2.83 $1.33 35.0% 0%
20260812 $2.75 $1.45 36.5% 0%
20260811 $2.90 $1.48 37.6% 4%
20260810 $3.08 $1.88 39.4% 22%
20260807 — — 37.1% 0%
20260806 $3.73 $1.93 47.6% 100%
20260805 $1.83 $1.83 40.9% 37%
20260804 $1.98 $1.98 41.7% 46%
20260803 $2.17 $2.17 40.2% 30%

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.