CVI · Expected Move
CVR ENERGY, INC.
The expected move for CVI 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).
CVI straddle price & implied vol
60 sessionsBars: 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 CVI Expected Move
30-Day Straddle
$11.30
7-Day Straddle
$1.77
30-Day ATM IV
73.0%
IV Rank
99%
Implied one-standard-deviation move through the next 30 days. Compare to CVI'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.
CVI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $11.30 | $1.77 | 73.0% | 99% |
| 20261015 | $11.05 | $2.65 | 70.7% | 89% |
| 20261014 | $11.15 | $3.00 | 70.3% | 87% |
| 20261013 | $11.60 | $3.28 | 70.2% | 87% |
| 20261012 | $11.00 | $3.70 | 70.3% | 88% |
| 20261009 | $10.80 | $4.15 | 68.6% | 80% |
| 20261008 | $11.75 | $4.85 | 71.7% | 94% |
| 20261007 | $10.95 | $4.85 | 69.0% | 82% |
| 20261006 | $11.60 | $5.20 | 72.0% | 95% |
| 20261005 | $11.70 | $5.30 | 70.9% | 90% |
| 20261002 | $5.78 | $5.78 | 70.1% | 86% |
| 20261001 | $6.03 | $6.03 | 71.8% | 94% |
| 20260930 | $5.25 | $5.25 | 68.7% | 80% |
| 20260929 | $5.90 | $5.90 | 72.2% | 96% |
| 20260928 | $5.93 | $5.93 | 71.6% | 93% |
| 20260925 | $6.57 | $6.57 | 70.0% | 86% |
| 20260924 | $6.82 | $6.82 | 69.1% | 82% |
| 20260923 | $7.25 | $7.25 | 71.0% | 90% |
| 20260922 | $7.10 | $7.10 | 68.5% | 80% |
| 20260921 | $7.68 | $7.68 | 68.4% | 79% |
| 20260918 | $7.40 | $1.83 | 60.2% | 43% |
| 20260917 | $8.00 | $1.80 | 65.0% | 64% |
| 20260916 | $8.45 | $2.72 | 67.3% | 74% |
| 20260915 | $8.10 | $3.12 | 65.4% | 66% |
| 20260914 | $6.90 | $3.42 | 61.3% | 48% |
| 20260911 | $7.85 | $4.25 | 64.4% | 62% |
| 20260910 | $7.78 | $3.90 | 63.3% | 57% |
| 20260909 | $7.40 | $4.22 | 62.1% | 51% |
| 20260908 | $7.40 | $4.17 | 61.9% | 41% |
| 20260904 | $7.07 | $4.25 | 58.8% | 30% |
| 20260903 | $6.95 | $4.53 | 59.0% | 31% |
| 20260902 | $4.03 | $4.03 | 57.8% | 27% |
| 20260901 | $4.78 | $4.78 | 62.5% | 43% |
| 20260831 | $4.75 | $4.75 | 62.1% | 42% |
| 20260828 | $4.82 | $4.82 | 58.4% | 29% |
| 20260827 | $4.78 | $4.78 | 59.3% | 32% |
| 20260826 | $4.85 | $4.85 | 61.2% | 39% |
| 20260825 | $4.35 | $4.35 | 57.0% | 24% |
| 20260824 | $4.75 | $4.75 | 59.4% | 32% |
| 20260821 | $5.78 | $0.50 | 63.6% | 47% |
| 20260820 | $4.28 | $1.25 | 52.8% | 9% |
| 20260819 | $4.58 | $1.70 | 53.1% | 10% |
| 20260818 | $4.78 | $2.40 | 54.2% | 14% |
| 20260817 | $5.05 | $2.42 | 54.8% | 16% |
| 20260814 | $4.53 | $2.17 | 52.3% | 7% |
| 20260813 | $4.78 | $2.42 | 54.7% | 16% |
| 20260812 | $5.12 | $2.65 | 58.2% | 28% |
| 20260811 | $4.78 | $3.05 | 55.6% | 19% |
| 20260810 | $5.12 | $2.83 | 61.1% | 38% |
| 20260807 | — | — | 58.7% | 30% |
| 20260806 | $4.55 | $3.25 | 56.9% | 23% |
| 20260805 | $3.17 | $3.17 | 57.0% | 24% |
| 20260804 | $3.22 | $3.22 | 57.6% | 26% |
| 20260803 | $3.50 | $3.50 | 58.9% | 31% |
| 20260731 | $4.00 | $4.00 | 58.2% | 28% |
| 20260730 | $4.80 | $4.80 | 61.4% | 39% |
| 20260729 | $5.12 | $5.12 | 69.5% | 68% |
| 20260728 | $5.05 | $5.05 | 71.1% | 74% |
| 20260727 | $5.75 | $5.75 | 73.2% | 81% |
| 20260724 | $5.17 | $5.17 | 68.8% | 66% |
More on CVI
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.