Central Garden & Pet Company (CENTA) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Central Garden & Pet Company (CENTA) operates in the Consumer Defensive sector, specifically the Packaged Foods industry, with a market capitalization near $2.15B, listed on NASDAQ, employing roughly 6,000 people, carrying a beta of 0.54 to the broader market. Central Garden & Pet Company produces and distributes various products for the lawn and garden, and pet supplies markets in the United States. Led by Nicholas Lahanas, public since 2007-02-06.

Snapshot as of May 15, 2026.

Spot Price
$33.60
Expected Move
19.0%
Implied High
$40.00
Implied Low
$27.20
Front DTE
34 days

As of May 15, 2026, Central Garden & Pet Company (CENTA) has an expected move of 19.04%, a one-standard-deviation implied price range of roughly $27.20 to $40.00 from the current $33.60. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

CENTA Strategy Sizing to the Expected Move

With Central Garden & Pet Company pricing an expected move of 19.04% from $33.60, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

Learn how expected move is reported and how to read the data →

Per-expiration expected move for CENTA derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $33.60 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263466.4%20.3%$40.41$26.79
Jul 17, 20266361.3%25.5%$42.16$25.04
Sep 18, 202612632.7%19.2%$40.06$27.14
Dec 18, 202621728.5%22.0%$40.98$26.22

Frequently asked CENTA expected move questions

What is the current CENTA expected move?
As of May 15, 2026, Central Garden & Pet Company (CENTA) has an expected move of 19.04% over the next 34 days, implying a one-standard-deviation price range of $27.20 to $40.00 from the current $33.60. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the CENTA expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is CENTA expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.