CVSA · Expected Move

Covista Inc.

The expected move for CVSA 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).

CVSA 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 CVSA Expected Move
30-Day Straddle
$11.55
7-Day Straddle
$7.40
30-Day ATM IV
39.7%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to CVSA'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.
CVSA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261110 $11.55 $7.40 39.7% 16%
20261109 $11.80 $7.40 40.3% 19%
20261106 $12.15 $8.05 42.0% 25%
20261105 $13.40 $8.85 43.8% 31%
20261104 $8.68 $8.68 38.1% 10%
20261103 $9.60 $9.60 41.0% 21%
20261102 $9.65 $9.65 39.9% 17%
20261030 $9.60 $9.60 39.3% 15%
20261029 $15.35 $15.35 54.5% 71%
20261028 $15.85 $15.85 57.3% 82%
20261027 $15.85 $15.85 56.4% 78%
20261026 $15.70 $15.70 53.6% 68%
20261023 $15.90 $15.90 52.3% 64%
20261022 $16.35 $16.35 53.5% 68%
20261021 $15.50 $15.50 52.4% 65%
20261020 $15.75 $15.75 51.6% 62%
20261019 $16.10 $16.10 52.8% 67%
20261016 $15.75 $2.50 50.2% 58%
20261015 $15.95 $3.67 49.4% 55%
20261014 $16.50 $3.98 50.2% 57%
20261013 $16.00 $4.08 48.5% 52%
20261012 $16.10 $3.75 48.0% 50%
20261009 $16.85 $5.20 47.5% 48%
20261008 $16.55 $5.35 45.5% 41%
20261007 $17.05 $6.12 45.8% 42%
20261006 $16.50 $5.72 44.1% 36%
20261005 $15.45 $7.03 43.1% 33%
20261002 $7.95 $7.95 46.0% 43%
20261001 $7.70 $7.70 45.2% 40%
20260930 $8.60 $8.60 45.7% 42%
20260929 $8.50 $8.50 46.4% 44%
20260928 $8.00 $8.00 45.6% 41%
20260925 $9.60 $9.60 44.3% 37%
20260924 $8.85 $8.85 41.4% 27%
20260923 $9.25 $9.25 41.7% 28%
20260922 $9.57 $9.57 40.2% 22%
20260921 $10.25 $10.25 40.1% 22%
20260918 $10.05 $2.70 35.3% 5%
20260917 $10.65 $3.33 36.7% 15%
20260916 $12.15 $4.92 39.5% 24%
20260915 $11.30 $4.40 38.0% 20%
20260914 $11.70 $5.10 39.3% 24%
20260911 $11.40 $5.03 37.0% 16%
20260910 $11.95 $6.05 38.5% 21%
20260909 $11.65 $6.03 36.7% 15%
20260908 $12.80 $7.20 40.2% 27%
20260904 $12.80 $7.25 35.9% 13%
20260903 $13.45 $8.18 39.0% 23%
20260902 $8.30 $8.30 36.7% 15%
20260901 $8.50 $8.50 38.2% 20%
20260831 $9.93 $9.93 38.9% 22%
20260828 $10.00 $10.00 39.0% 23%
20260827 $10.10 $10.10 36.0% 13%
20260826 $10.15 $10.15 37.0% 16%
20260825 $10.35 $10.35 36.2% 13%
20260824 $10.05 $10.05 36.0% 13%
20260821 $11.50 $3.35 36.7% 15%
20260820 $10.60 $3.47 37.1% 16%
20260819 $10.95 $4.83 35.3% 11%
20260818 $11.30 $4.20 35.9% 13%

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.