CB · Expected Move
Chubb Limited
The expected move for CB 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).
CB 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 CB Expected Move
30-Day Straddle
$15.40
7-Day Straddle
$15.40
30-Day ATM IV
20.4%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to CB'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.
CB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $15.40 | $15.40 | 20.4% | 28% |
| 20261023 | $15.80 | $15.80 | 20.2% | 26% |
| 20261022 | $16.20 | $16.20 | 19.7% | 21% |
| 20261021 | $16.15 | $16.15 | 19.9% | 23% |
| 20261020 | $19.35 | $19.35 | 22.7% | 55% |
| 20261019 | $19.30 | $19.30 | 22.6% | 54% |
| 20261016 | $19.60 | $1.85 | 22.1% | 48% |
| 20261015 | $19.15 | $4.18 | 21.7% | 43% |
| 20261014 | $20.55 | $4.65 | 23.2% | 60% |
| 20261013 | $19.10 | $6.07 | 21.4% | 40% |
| 20261012 | $20.00 | $6.05 | 22.3% | 50% |
| 20261009 | $20.55 | $7.00 | 21.7% | 44% |
| 20261008 | $20.35 | $7.80 | 21.4% | 40% |
| 20261007 | $20.35 | $8.60 | 21.8% | 45% |
| 20261006 | $20.40 | $8.55 | 21.5% | 41% |
| 20261005 | $20.45 | $8.95 | 21.4% | 40% |
| 20261002 | $9.25 | $9.25 | 20.4% | 29% |
| 20261001 | $9.47 | $9.47 | 20.0% | 24% |
| 20260930 | $9.93 | $9.93 | 20.3% | 28% |
| 20260929 | $10.95 | $10.95 | 20.4% | 29% |
| 20260928 | $11.00 | $11.00 | 20.4% | 29% |
| 20260925 | $11.50 | $11.50 | 19.9% | 23% |
| 20260924 | $12.25 | $12.25 | 20.3% | 27% |
| 20260923 | $12.80 | $12.80 | 20.0% | 24% |
| 20260922 | $13.30 | $13.30 | 20.0% | 24% |
| 20260921 | $14.20 | $14.20 | 20.0% | 24% |
| 20260918 | $14.05 | $0.88 | 18.5% | 7% |
| 20260917 | $14.10 | $3.65 | 18.1% | 3% |
| 20260916 | $15.15 | $5.60 | 19.0% | 13% |
| 20260915 | $15.35 | $5.30 | 18.8% | 10% |
| 20260914 | $16.10 | $6.68 | 19.7% | 21% |
| 20260911 | $16.05 | $6.43 | 19.3% | 17% |
| 20260910 | $17.75 | $8.20 | 20.7% | 32% |
| 20260909 | $17.55 | $8.55 | 19.9% | 23% |
| 20260908 | $16.95 | $9.12 | 19.3% | 16% |
| 20260904 | $17.15 | $8.95 | 18.0% | 1% |
| 20260903 | $17.55 | $10.65 | 18.5% | 7% |
| 20260902 | $9.43 | $9.43 | 18.3% | 4% |
| 20260901 | $11.25 | $11.25 | 19.1% | 14% |
| 20260831 | $10.45 | $10.45 | 18.5% | 7% |
| 20260828 | $12.45 | $12.45 | 19.2% | 15% |
| 20260827 | $11.85 | $11.85 | 18.5% | 7% |
| 20260826 | $12.20 | $12.20 | 18.4% | 6% |
| 20260825 | $13.35 | $13.35 | 18.8% | 11% |
| 20260824 | $13.75 | $13.75 | 19.5% | 18% |
| 20260821 | $13.65 | $1.60 | 17.9% | 0% |
| 20260820 | $14.40 | $3.73 | 18.8% | 5% |
| 20260819 | $15.40 | $4.68 | 19.6% | 15% |
| 20260818 | $16.05 | $5.75 | 20.0% | 20% |
| 20260817 | $15.50 | $7.07 | 19.2% | 11% |
| 20260814 | $15.50 | $6.75 | 18.3% | 0% |
| 20260813 | $17.45 | $8.62 | 20.2% | 20% |
| 20260812 | $17.00 | $9.20 | 19.6% | 11% |
| 20260811 | $18.30 | $10.20 | 20.2% | 20% |
| 20260810 | $19.35 | $11.05 | 21.4% | 35% |
| 20260807 | — | — | 20.6% | 25% |
| 20260806 | $20.85 | $13.00 | 21.5% | 36% |
| 20260805 | $14.00 | $14.00 | 22.5% | 48% |
| 20260804 | $14.90 | $14.90 | 23.2% | 57% |
| 20260803 | $13.30 | $13.30 | 21.9% | 41% |
More on CB
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.