CYBR · Expected Move
CyberArk Software Ltd.
The expected move for CYBR 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).
CYBR 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 CYBR Expected Move
30-Day Straddle
$42.45
7-Day Straddle
$29.65
30-Day ATM IV
41.9%
IV Rank
77%
Implied one-standard-deviation move through the next 30 days. Compare to CYBR'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.
CYBR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260210 | $42.45 | $29.65 | 41.9% | 77% |
| 20260209 | $44.20 | $29.05 | 42.8% | 80% |
| 20260206 | $44.95 | $31.10 | 44.1% | 85% |
| 20260205 | $47.25 | $34.85 | 47.9% | 100% |
| 20260204 | $33.25 | $33.25 | 43.7% | 96% |
| 20260203 | $35.15 | $35.15 | 44.7% | 100% |
| 20260202 | $34.65 | $34.65 | 41.4% | 99% |
| 20260130 | $33.85 | $33.85 | 39.1% | 87% |
| 20260129 | $36.80 | $36.80 | 41.5% | 99% |
| 20260128 | $37.65 | $37.65 | 39.6% | 90% |
| 20260127 | $37.40 | $37.40 | 39.3% | 88% |
| 20260126 | $36.75 | $36.75 | 38.7% | 85% |
| 20260123 | $36.35 | $36.35 | 37.2% | 78% |
| 20260122 | $37.65 | $37.65 | 37.6% | 80% |
| 20260121 | $38.30 | $38.30 | 38.2% | 82% |
| 20260120 | $42.15 | $42.15 | 40.4% | 94% |
| 20260116 | $41.80 | $6.60 | 36.5% | 74% |
| 20260115 | $40.80 | $8.90 | 35.8% | 70% |
| 20260114 | $43.15 | $11.15 | 36.8% | 75% |
| 20260113 | $43.05 | $11.35 | 36.4% | 74% |
| 20260112 | $41.80 | $13.00 | 35.0% | 66% |
| 20260109 | $43.45 | $12.70 | 34.0% | 61% |
| 20260108 | $43.70 | $15.77 | 34.1% | 61% |
| 20260107 | $42.85 | $15.90 | 31.3% | 47% |
| 20260106 | $41.85 | $15.05 | 32.3% | 52% |
| 20260105 | $41.75 | $17.90 | 32.7% | 54% |
| 20260102 | $18.95 | $18.95 | 31.3% | 47% |
| 20251231 | $18.95 | $18.95 | 29.5% | 38% |
| 20251230 | $19.60 | $19.60 | 30.1% | 41% |
| 20251229 | $20.85 | $20.85 | 29.3% | 37% |
| 20251226 | $19.95 | $19.95 | 27.0% | 25% |
| 20251224 | $20.55 | $20.55 | 25.7% | 18% |
| 20251223 | $22.90 | $22.90 | 25.9% | 19% |
| 20251222 | $22.40 | $22.40 | 25.1% | 15% |
| 20251219 | $22.20 | $2.90 | 22.1% | 0% |
| 20251218 | $25.45 | $5.75 | 25.2% | 9% |
| 20251217 | $28.35 | $8.93 | 27.3% | 21% |
| 20251216 | $26.40 | $9.15 | 25.0% | 8% |
| 20251215 | $24.95 | $9.60 | 23.6% | 0% |
| 20251212 | $28.30 | $12.93 | 24.7% | 0% |
| 20251211 | $28.85 | $13.90 | 25.1% | 1% |
| 20251210 | $31.55 | $17.20 | 26.1% | 7% |
| 20251209 | $29.90 | $17.00 | 25.0% | 0% |
| 20251208 | $32.10 | $17.00 | 26.1% | 6% |
| 20251205 | $32.40 | $19.15 | 25.1% | 0% |
| 20251204 | $32.90 | $20.30 | 25.7% | 2% |
| 20251203 | $20.30 | $20.30 | 25.5% | 1% |
| 20251202 | $22.10 | $22.10 | 26.9% | 7% |
| 20251201 | $22.45 | $22.45 | 26.3% | 4% |
| 20251128 | $23.00 | $23.00 | 26.3% | 5% |
| 20251126 | $24.25 | $24.25 | 26.2% | 4% |
| 20251125 | $28.05 | $28.05 | 29.9% | 21% |
| 20251124 | $27.50 | $27.50 | 29.3% | 18% |
| 20251121 | $32.90 | $1.85 | 33.9% | 38% |
| 20251120 | $33.55 | $10.62 | 33.4% | 36% |
| 20251119 | $44.70 | $33.10 | 40.7% | 69% |
| 20251118 | $41.75 | $28.10 | 37.4% | 53% |
| 20251117 | $42.30 | $28.30 | 37.0% | 51% |
| 20251114 | $42.60 | $29.50 | 36.5% | 49% |
| 20251113 | $43.95 | $32.25 | 37.2% | 52% |
More on CYBR
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.