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
$15.30
7-Day Straddle
$5.75
Avg IV
0.7%
IV Rank
32%
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
20260613 $15.30 $5.75 0.7% 32%
20260612 $15.45 $5.85 0.7% 26%
20260611 $15.00 $7.33 0.7% 32%
20260610 $15.50 $6.72 0.7% 25%
20260609 $14.35 $8.30 0.7% 25%
20260608 $14.95 $8.32 0.7% 29%
20260605 $16.55 $9.62 0.6% 20%
20260604 $16.85 $8.85 0.6% 22%
20260603 $16.95 $11.65 0.6% 18%
20260602 $10.57 $10.57 0.9% 44%
20260601 $11.35 $11.35 0.8% 40%
20260529 $11.05 $11.05 0.8% 37%
20260528 $9.80 $9.80 0.6% 20%
20260527 $9.80 $9.80 0.6% 16%
20260526 $9.25 $9.25 0.6% 20%
20260522 $9.55 $9.55 0.4% 1%
20260521 $9.70 $9.70 0.5% 8%
20260520 $9.75 $9.75 0.5% 7%
20260519 $10.35 $10.35 0.6% 16%
20260518 $9.85 $9.85 0.5% 9%
20260515 $10.80 $2.05 0.5% 11%
20260514 $9.57 $3.90 0.5% 6%
20260513 $10.70 $4.38 0.5% 11%
20260512 $10.22 $4.95 0.5% 7%
20260511 $10.70 $4.75 0.4% 0%
20260510 $10.05 $4.95 0.4% 0%
20260508 $10.05 $4.95 0.5% 4%
20260507 $11.25 $5.62 0.5% 3%
20260506 $11.10 $5.88 0.5% 2%
20260505 $10.80 $6.58 0.5% 1%
20260504 $11.20 $7.10 0.5% 0%
20260502 $6.05 $6.05 0.7% 13%
20260501 $6.05 $6.05 0.9% 42%
20260430 $6.72 $6.72 0.8% 22%
20260429 $7.82 $7.82 0.9% 32%
20260428 $8.20 $8.20 0.8% 25%
20260427 $12.35 $12.35 1.0% 51%
20260424 $12.65 $12.65 0.9% 32%
20260423 $11.30 $11.30 0.9% 31%
20260422 $11.65 $11.65 0.8% 19%
20260421 $11.90 $11.90 0.7% 15%
20260420 $12.45 $12.45 0.7% 14%
20260417 $11.90 $1.27 0.7% 9%
20260416 $13.25 $3.15 0.8% 22%
20260415 $15.65 $5.67 0.8% 19%
20260414 $14.45 $6.93 0.8% 24%
20260413 $15.70 $6.97 0.8% 29%
20260410 $16.30 $7.35 0.9% 31%
20260409 $15.10 $8.05 0.9% 32%
20260408 $13.60 $5.30 0.8% 24%
20260407 $13.60 $5.62 0.8% 19%
20260406 $13.45 $5.75 0.8% 20%
20260402 $14.20 $5.72 0.7% 15%
20260401 $6.42 $6.42 1.3% 86%
20260331 $6.47 $6.47 1.4% 100%
20260330 $7.40 $7.40 1.3% 100%
20260327 $7.65 $7.65 1.3% 100%
20260326 $7.58 $7.58 1.2% 97%
20260325 $7.80 $7.80 1.2% 100%
20260324 $8.60 $8.60 1.1% 93%