CWT · Expected Move
California Water Service
The expected move for CWT 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).
CWT 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 CWT Expected Move
30-Day Straddle
$4.95
7-Day Straddle
$4.95
30-Day ATM IV
39.7%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to CWT'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.
CWT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $4.95 | $4.95 | 39.7% | 74% |
| 20261023 | $4.95 | $4.95 | 40.4% | 77% |
| 20261022 | $5.58 | $5.58 | 42.3% | 83% |
| 20261021 | $4.93 | $4.93 | 47.2% | 100% |
| 20261020 | $4.97 | $4.97 | 35.2% | 60% |
| 20261019 | $4.95 | $4.95 | 46.6% | 100% |
| 20261016 | $4.90 | $4.90 | 24.2% | 23% |
| 20261015 | $5.03 | $4.90 | 30.7% | 46% |
| 20261014 | $4.97 | $4.97 | 29.7% | 43% |
| 20261013 | $5.00 | $4.90 | 26.9% | 32% |
| 20261012 | $4.90 | $4.90 | 27.4% | 34% |
| 20261009 | $4.90 | $4.90 | 26.7% | 32% |
| 20261008 | $4.90 | $4.90 | 23.5% | 20% |
| 20261007 | $5.03 | $4.90 | 29.3% | 41% |
| 20261006 | $4.93 | $4.90 | 30.0% | 44% |
| 20261005 | $4.97 | $4.90 | 30.5% | 45% |
| 20261002 | $4.70 | $4.70 | 29.5% | 42% |
| 20261001 | $6.40 | $6.40 | 29.3% | 41% |
| 20260930 | $4.25 | $4.25 | 26.9% | 32% |
| 20260929 | $4.93 | $4.93 | 35.9% | 65% |
| 20260928 | $4.80 | $4.80 | 45.3% | 100% |
| 20260925 | $4.80 | $4.80 | 29.0% | 45% |
| 20260924 | $4.80 | $4.80 | 27.9% | 35% |
| 20260923 | $5.10 | $5.10 | 37.7% | 70% |
| 20260922 | $5.10 | $5.10 | 25.2% | 26% |
| 20260921 | $5.35 | $5.35 | 22.7% | 17% |
| 20260918 | $5.25 | $3.25 | 23.8% | 21% |
| 20260917 | $4.40 | $2.97 | 22.8% | 17% |
| 20260916 | $4.92 | $4.90 | 22.2% | 15% |
| 20260915 | $4.90 | $4.80 | 39.6% | 77% |
| 20260914 | $4.90 | $4.80 | 24.5% | 23% |
| 20260911 | $4.80 | $4.80 | 29.4% | 41% |
| 20260910 | $4.80 | $4.80 | 39.1% | 76% |
| 20260909 | $4.80 | $4.80 | 37.8% | 71% |
| 20260908 | $4.80 | $4.80 | 27.8% | 35% |
| 20260904 | $4.88 | $4.80 | 25.5% | 27% |
| 20260903 | $4.80 | $4.80 | 24.6% | 23% |
| 20260902 | $4.80 | $4.80 | 32.6% | 52% |
| 20260901 | $4.80 | $4.80 | 20.1% | 7% |
| 20260831 | $4.80 | $4.80 | 21.3% | 12% |
| 20260828 | $4.80 | $4.80 | 27.5% | 34% |
| 20260827 | $4.80 | $4.80 | 27.5% | 34% |
| 20260826 | $4.80 | $4.80 | 29.1% | 39% |
| 20260825 | $4.80 | $4.80 | 21.7% | 12% |
| 20260824 | $4.92 | $4.92 | 32.3% | 47% |
| 20260821 | $4.80 | $2.62 | 22.9% | 16% |
| 20260820 | $4.80 | $0.47 | 31.5% | 44% |
| 20260819 | $4.80 | $0.55 | 20.0% | 6% |
| 20260818 | $4.80 | $0.80 | 18.6% | 2% |
| 20260817 | $4.80 | $0.72 | 18.4% | 1% |
| 20260814 | $4.80 | $1.00 | 18.1% | 0% |
| 20260813 | $3.62 | $1.27 | 19.1% | 0% |
| 20260812 | $4.80 | $1.45 | 38.3% | 63% |
| 20260811 | $3.55 | $1.50 | 37.7% | 61% |
| 20260810 | $4.95 | $1.35 | 29.0% | 29% |
| 20260806 | $3.77 | $1.73 | 21.3% | 1% |
| 20260805 | $1.70 | $1.70 | 20.9% | 0% |
| 20260804 | $2.30 | $2.30 | 24.0% | 4% |
| 20260803 | $3.60 | $3.60 | 23.0% | 0% |
| 20260731 | $3.60 | $3.60 | 29.6% | 23% |
More on CWT
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.