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
$12.75
7-Day Straddle
$12.75
Avg IV
0.8%
IV Rank
34%
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
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%
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%