Cresud ADR (CRESY) Expected Move

Tracking the CRESY expected move helps you see how far Cresud ADR's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Cresud ADR's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the CRESY expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For CRESY, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The CRESY expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Cresud ADR is unlikely to go.

Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria, an agricultural company, produces basic agricultural commodities in Brazil and other Latin American countries. It operates through Agricultural Business, and Urban Properties and Investment Business segments. The Agricultural Business segment is involved in the planting, harvesting, and sale of crops, such as wheat, corn, soybeans, cotton, and sunflower, as well as sugarcane; sale of grain derivatives, including flour and oil; breeding, purchasing, and/or fattening of cattle for sale to meat processors and local livestock auction markets; provision of agricultural services; leasing of farms to third parties; disposal and development of farmlands; and brokerage activities.

The Urban Properties and Investment Business segment leases, rents, and services commercial and other spaces in shopping malls; leases offices and other rental spaces; develops, maintains, and sells undeveloped parcels of land and/or trading properties; and operates hotels, as well as engages in the entertainment activities. The company was incorporated in 1936 and is headquartered in Buenos Aires, Argentina.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the CRESY expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Cresud ADR expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about CRESY.