CVLT · Expected Move

Commault Systems, Inc.

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).

CVLT 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 CVLT Expected Move
30-Day Straddle
$26.25
7-Day Straddle
$26.25
30-Day ATM IV
70.3%
IV Rank
100%
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 StraddleATM IVIV Rank
20261026 $26.25 $26.25 70.3% 100%
20261023 $24.95 $24.95 65.2% 96%
20261022 $24.50 $24.50 64.2% 92%
20261021 $23.55 $23.55 62.9% 87%
20261020 $22.60 $22.60 62.3% 85%
20261019 $23.10 $23.10 63.1% 88%
20261016 $22.65 $2.35 61.3% 81%
20261015 $23.65 $3.72 59.3% 73%
20261014 $24.00 $5.72 61.2% 81%
20261013 $23.90 $7.33 58.3% 69%
20261012 $24.20 $6.40 60.0% 76%
20261009 $24.20 $7.75 55.7% 59%
20261008 $23.70 $8.75 56.4% 62%
20261007 $23.75 $8.23 55.9% 60%
20261006 $24.75 $9.03 55.7% 59%
20261005 $24.45 $9.85 54.4% 54%
20261002 $10.55 $10.55 55.2% 58%
20261001 $11.10 $11.10 53.5% 51%
20260930 $11.60 $11.60 53.7% 52%
20260929 $11.15 $11.15 51.6% 44%
20260928 $10.60 $10.60 49.5% 35%
20260925 $11.35 $11.35 48.1% 33%
20260924 $13.45 $13.45 50.1% 41%
20260923 $12.90 $12.90 47.6% 36%
20260922 $12.85 $12.85 46.9% 33%
20260921 $13.05 $13.05 46.3% 31%
20260918 $13.10 $1.98 40.9% 13%
20260917 $14.80 $3.42 43.5% 24%
20260916 $14.75 $4.78 44.6% 27%
20260915 $15.60 $5.75 45.4% 30%
20260914 $14.25 $6.08 43.1% 22%
20260911 $14.20 $6.70 44.5% 27%
20260910 $14.40 $7.05 43.5% 24%
20260909 $14.60 $7.45 43.6% 24%
20260908 $15.45 $8.53 44.4% 27%
20260904 $15.60 $9.15 42.0% 19%
20260903 $16.10 $9.95 42.8% 21%
20260902 $9.50 $9.50 42.1% 18%
20260901 $9.35 $9.35 44.1% 25%
20260831 $10.28 $10.28 42.8% 21%
20260828 $9.95 $9.95 40.6% 13%
20260827 $11.25 $11.25 42.3% 19%
20260826 $11.75 $11.75 42.9% 21%
20260825 $11.25 $11.25 42.9% 21%
20260824 $11.75 $11.75 43.8% 20%
20260821 $13.15 $1.80 43.8% 20%
20260820 $12.30 $3.62 41.6% 14%
20260819 $13.10 $4.22 41.2% 13%
20260818 $14.45 $5.78 42.5% 16%
20260817 $14.10 $6.70 41.4% 13%
20260814 $15.00 $6.62 40.3% 10%
20260813 $16.60 $8.05 43.7% 19%
20260812 $15.40 $8.03 42.9% 17%
20260811 $16.15 $8.25 45.1% 22%
20260810 $17.25 $8.68 47.2% 28%
20260807 — — 46.2% 25%
20260806 $18.15 $11.65 49.9% 35%
20260805 $10.55 $10.55 47.8% 29%
20260804 $10.70 $10.70 46.7% 26%
20260803 $11.35 $11.35 50.5% 36%

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.