Cue Biopharma, Inc. (CUE) 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.
Cue Biopharma, Inc. (CUE) operates in the Healthcare sector, specifically the Biotechnology industry, with a market capitalization near $73.3M, listed on NASDAQ, employing roughly 29 people, carrying a beta of 2.47 to the broader market. Cue Biopharma, Inc. Led by Shao-Lee Lin, public since 2018-01-02.
Snapshot as of Aug 28, 2026.
- Spot Price
- $27.93
- Front DTE
- 49 days
How to read the CUE implied-range chart
The shaded range above shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.
CUE expected move and event pricing
Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move.
Sizing CUE structures to the expected move
Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for CUE derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $27.93 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Oct 16, 2026 | 49 | 499.9% | 183.2% | $79.09 | $-23.23 |