CVLT (Commault Systems, Inc.)

Expected Move & Straddle Price History

The expected move for CVLT 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).

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.

Current CVLT Expected Move
30-Day Straddle
$14.20
7-Day Straddle
$6.70
Avg IV
0.6%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to CVLT'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.
CVLT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260911 $14.20 $6.70 0.6% 28%
20260910 $14.40 $7.05 0.8% 51%
20260909 $14.60 $7.45 0.5% 13%
20260908 $15.45 $8.53 0.5% 14%
20260904 $15.60 $9.15 0.7% 43%
20260903 $16.10 $9.95 0.7% 37%
20260902 $9.50 $9.50 0.8% 55%
20260901 $9.35 $9.35 0.8% 58%
20260831 $10.28 $10.28 0.6% 33%
20260828 $9.95 $9.95 0.6% 20%
20260827 $11.25 $11.25 0.6% 31%
20260826 $11.75 $11.75 0.6% 27%
20260825 $11.25 $11.25 0.7% 37%
20260824 $11.75 $11.75 0.7% 39%
20260821 $13.15 $1.80 0.6% 27%
20260820 $12.30 $3.62 0.6% 31%
20260819 $13.10 $4.22 0.6% 33%
20260818 $14.45 $5.78 0.6% 31%
20260817 $14.10 $6.70 0.5% 8%
20260814 $15.00 $6.62 0.5% 14%
20260813 $16.60 $8.05 0.5% 12%
20260812 $15.40 $8.03 0.5% 19%
20260811 $16.15 $8.25 0.5% 18%
20260810 $17.25 $8.68 0.5% 10%
20260806 $18.15 $11.65 0.6% 21%
20260805 $10.55 $10.55 0.8% 36%
20260804 $10.70 $10.70 0.7% 27%
20260803 $11.35 $11.35 0.8% 37%
20260731 $11.20 $11.20 0.8% 36%
20260730 $11.50 $11.50 0.8% 37%
20260729 $11.65 $11.65 0.8% 34%
20260728 $12.75 $12.75 0.8% 34%
20260727 $21.55 $21.55 0.7% 32%
20260724 $19.95 $19.95 0.7% 28%
20260723 $21.05 $21.05 0.7% 25%
20260722 $19.90 $19.90 0.7% 27%
20260721 $21.95 $21.95 0.7% 30%
20260720 $22.05 $22.05 0.7% 29%
20260716 $22.45 $4.50 0.7% 27%
20260715 $23.40 $3.65 0.7% 24%
20260714 $22.05 $6.80 0.6% 22%
20260713 $22.95 $6.97 0.6% 16%
20260710 $23.30 $6.80 0.6% 16%
20260709 $23.60 $8.90 0.6% 19%
20260708 $23.90 $9.20 0.7% 24%
20260707 $23.75 $9.65 0.6% 16%
20260706 $24.60 $10.85 0.6% 20%
20260702 $11.75 $11.75 0.9% 53%
20260701 $11.75 $11.75 1.1% 67%
20260630 $10.80 $10.80 0.9% 52%
20260629 $11.00 $11.00 1.0% 56%
20260626 $11.10 $11.10 0.9% 46%
20260625 $11.75 $11.75 1.0% 59%
20260624 $12.35 $12.35 0.9% 49%
20260623 $12.15 $12.15 0.9% 51%
20260622 $12.45 $12.45 0.9% 52%
20260618 $13.45 $1.73 0.7% 28%
20260617 $13.50 $2.80 0.8% 36%
20260616 $13.80 $4.25 0.8% 42%
20260615 $13.75 $5.07 0.6% 21%