CVLC · Expected Move
Calvert US Large-Cap Core Responsible Index ETF · ETF
The expected move for CVLC 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).
CVLC 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 CVLC Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
23.3%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to CVLC'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.
CVLC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 23.3% | 43% |
| 20261020 | $1.55 | $1.55 | 15.3% | 13% |
| 20261019 | $0.00 | $0.00 | 38.0% | 100% |
| 20261016 | $3.80 | $10.00 | 16.0% | 26% |
| 20261015 | $3.22 | $1.17 | 13.2% | 8% |
| 20261014 | $3.23 | $1.25 | 13.5% | 10% |
| 20261013 | $3.17 | $1.38 | 12.8% | 5% |
| 20261012 | $3.22 | $1.45 | 12.8% | 5% |
| 20261009 | $3.48 | $1.55 | 13.6% | 11% |
| 20261008 | $3.48 | $1.55 | 14.0% | 13% |
| 20261007 | $3.60 | $1.68 | 13.9% | 12% |
| 20261006 | $3.58 | $1.73 | 14.1% | 14% |
| 20261005 | $3.70 | $1.70 | 14.2% | 14% |
| 20261002 | $1.85 | $1.85 | 14.2% | 14% |
| 20261001 | $2.02 | $2.02 | 14.5% | 16% |
| 20260930 | $2.08 | $2.08 | 14.4% | 16% |
| 20260929 | $2.08 | $2.08 | 13.8% | 12% |
| 20260928 | $2.08 | $2.08 | 13.5% | 10% |
| 20260925 | $2.33 | $2.33 | 13.8% | 11% |
| 20260924 | $2.30 | $2.30 | 13.1% | 7% |
| 20260923 | $2.30 | $2.30 | 14.4% | 16% |
| 20260922 | $2.33 | $2.33 | 13.1% | 7% |
| 20260921 | $2.22 | $2.22 | 12.0% | 0% |
| 20260918 | $2.45 | $9.50 | 12.0% | 0% |
| 20260917 | $2.60 | $1.40 | 12.3% | 0% |
| 20260916 | $3.20 | $2.25 | 14.6% | 14% |
| 20260915 | $3.03 | $1.85 | 13.9% | 9% |
| 20260914 | $2.98 | $1.55 | 13.1% | 4% |
| 20260911 | $3.02 | $1.75 | 13.3% | 5% |
| 20260910 | $3.40 | $1.90 | 14.9% | 16% |
| 20260909 | $3.17 | $1.80 | 13.8% | 9% |
| 20260908 | $3.10 | $2.10 | 13.2% | 5% |
| 20260904 | $3.15 | $2.45 | 12.6% | 0% |
| 20260903 | $3.30 | $2.33 | 12.5% | 0% |
| 20260902 | $2.15 | $2.15 | 12.9% | 0% |
| 20260901 | $2.12 | $2.12 | 13.2% | 0% |
| 20260831 | $2.42 | $2.42 | 13.2% | 0% |
| 20260828 | $3.12 | $3.12 | 15.1% | 12% |
| 20260827 | $2.98 | $2.98 | 13.5% | 1% |
| 20260826 | $2.77 | $2.77 | 13.8% | 3% |
| 20260825 | $2.97 | $2.97 | 14.3% | 7% |
| 20260824 | $2.77 | $2.77 | 13.3% | 0% |
| 20260821 | $3.05 | $10.00 | 13.5% | 0% |
| 20260820 | $3.10 | $1.23 | 13.9% | 0% |
| 20260819 | $3.45 | $1.35 | 22.4% | 56% |
| 20260818 | $3.55 | $1.52 | 19.4% | 35% |
| 20260817 | $4.20 | $1.52 | 19.0% | 33% |
| 20260814 | $3.60 | $1.60 | 18.1% | 27% |
| 20260813 | $3.65 | $1.60 | 17.7% | 24% |
| 20260812 | $4.27 | $1.73 | 18.6% | 30% |
| 20260811 | $4.07 | $1.73 | 19.0% | 33% |
| 20260810 | $4.70 | $6.35 | 19.8% | 38% |
| 20260806 | $4.95 | $2.92 | 19.6% | 37% |
| 20260805 | $2.83 | $2.83 | 20.6% | 44% |
| 20260804 | $2.58 | $2.58 | 17.8% | 24% |
| 20260803 | $2.75 | $2.75 | 16.2% | 13% |
| 20260731 | $2.80 | $2.80 | 19.3% | 35% |
| 20260730 | $3.10 | $3.10 | 19.6% | 37% |
| 20260729 | $3.23 | $3.23 | 22.3% | 56% |
| 20260728 | $3.35 | $3.35 | 20.6% | 44% |
More on CVLC
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.