CWST · Expected Move
Casella Waste Systems Inc
The expected move for CWST 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).
CWST straddle price & implied vol
60 sessionsBars: 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 CWST Expected Move
30-Day Straddle
$9.18
7-Day Straddle
$9.18
30-Day ATM IV
44.5%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to CWST'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.
CWST Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $9.18 | $9.18 | 44.5% | 78% |
| 20261020 | $8.70 | $8.70 | 39.6% | 48% |
| 20261019 | $8.35 | $8.35 | 40.0% | 51% |
| 20261016 | $8.55 | $2.93 | 37.8% | 37% |
| 20261015 | $8.78 | $3.23 | 39.0% | 44% |
| 20261014 | $8.68 | $3.80 | 40.8% | 56% |
| 20261013 | $8.72 | $3.92 | 39.6% | 49% |
| 20261012 | $8.28 | $4.20 | 37.4% | 35% |
| 20261009 | $8.62 | $4.30 | 38.9% | 44% |
| 20261008 | $8.22 | $4.60 | 37.1% | 33% |
| 20261007 | $8.73 | $4.20 | 38.3% | 40% |
| 20261006 | $9.45 | $5.05 | 40.6% | 54% |
| 20261005 | $9.30 | $4.70 | 39.6% | 48% |
| 20261002 | $5.88 | $5.88 | 40.4% | 53% |
| 20261001 | $4.70 | $4.70 | 39.5% | 48% |
| 20260930 | $5.93 | $5.93 | 41.7% | 61% |
| 20260929 | $6.00 | $6.00 | 40.3% | 53% |
| 20260928 | $5.78 | $5.78 | 39.7% | 49% |
| 20260925 | $6.92 | $6.92 | 39.1% | 45% |
| 20260924 | $6.20 | $6.20 | 37.3% | 35% |
| 20260923 | $6.80 | $6.80 | 40.0% | 51% |
| 20260922 | $6.97 | $6.97 | 38.1% | 39% |
| 20260921 | $7.38 | $7.38 | 37.2% | 34% |
| 20260918 | $7.08 | $2.30 | 36.2% | 27% |
| 20260917 | $7.35 | $2.78 | 36.0% | 27% |
| 20260916 | $7.78 | $3.55 | 37.9% | 38% |
| 20260915 | $8.18 | $3.42 | 39.1% | 45% |
| 20260914 | $7.88 | $4.95 | 36.3% | 28% |
| 20260911 | $8.12 | $4.88 | 37.3% | 34% |
| 20260910 | $8.52 | $4.17 | 38.0% | 39% |
| 20260909 | $8.15 | $4.40 | 35.4% | 23% |
| 20260908 | $8.95 | $5.95 | 36.9% | 32% |
| 20260904 | $8.70 | $5.12 | 34.4% | 17% |
| 20260903 | $9.10 | $6.12 | 34.8% | 19% |
| 20260902 | $4.25 | $4.25 | 31.7% | 0% |
| 20260901 | $5.67 | $5.67 | 35.3% | 18% |
| 20260831 | $6.93 | $6.93 | 35.1% | 16% |
| 20260828 | $6.12 | $6.12 | 34.4% | 12% |
| 20260827 | $6.75 | $6.75 | 34.4% | 12% |
| 20260826 | $6.83 | $6.83 | 35.3% | 18% |
| 20260825 | $6.65 | $6.65 | 34.8% | 14% |
| 20260824 | $6.45 | $6.45 | 33.2% | 4% |
| 20260821 | $7.50 | $3.95 | 35.5% | 19% |
| 20260820 | $7.40 | $3.73 | 35.8% | 21% |
| 20260819 | $7.38 | $3.15 | 35.0% | 16% |
| 20260818 | $7.88 | $3.17 | 37.8% | 34% |
| 20260817 | $7.97 | $3.95 | 38.0% | 35% |
| 20260814 | $8.32 | $3.88 | 36.6% | 26% |
| 20260813 | $8.28 | $4.33 | 36.1% | 23% |
| 20260812 | $8.47 | $4.47 | 36.9% | 28% |
| 20260811 | $8.80 | $5.25 | 36.8% | 27% |
| 20260810 | $8.62 | $4.45 | 36.7% | 27% |
| 20260807 | — | — | 38.5% | 38% |
| 20260806 | $10.60 | $7.85 | 45.7% | 85% |
| 20260805 | $7.78 | $7.78 | 44.5% | 77% |
| 20260804 | $8.32 | $8.32 | 45.1% | 81% |
| 20260803 | $8.25 | $8.25 | 43.5% | 70% |
| 20260731 | $8.70 | $8.70 | 47.0% | 93% |
| 20260730 | $8.82 | $8.82 | 45.9% | 86% |
| 20260729 | $9.65 | $9.65 | 48.1% | 100% |
More on CWST
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.