CB (Chubb Limited)

Expected Move & Straddle Price History

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).

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.

Current CB Expected Move
30-Day Straddle
$16.95
7-Day Straddle
$7.35
Avg IV
0.3%
IV Rank
10%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260613 $16.95 $7.35 0.3% 10%
20260612 $17.05 $7.38 0.3% 10%
20260611 $17.45 $8.55 0.3% 0%
20260610 $18.15 $10.05 0.3% 0%
20260609 $17.90 $9.40 0.3% 0%
20260608 $19.55 $9.70 0.3% 0%
20260605 $19.85 $10.60 0.3% 1%
20260604 $18.90 $10.95 0.3% 0%
20260603 $18.40 $10.75 0.3% 3%
20260602 $12.60 $12.60 0.7% 69%
20260601 $12.40 $12.40 0.8% 82%
20260529 $11.65 $11.65 0.6% 55%
20260528 $13.75 $13.75 0.6% 60%
20260527 $13.50 $13.50 0.6% 59%
20260526 $15.40 $15.40 0.6% 61%
20260510 $15.80 $7.33 0.5% 40%
20260508 $15.80 $7.33 0.4% 21%
20260507 $17.40 $8.18 0.5% 33%
20260506 $18.15 $9.30 0.5% 31%
20260505 $17.75 $9.90 0.5% 35%
20260504 $18.90 $9.95 0.4% 27%
20260502 $10.60 $10.60 0.9% 91%
20260501 $10.60 $10.60 0.8% 84%
20260430 $10.70 $10.70 0.6% 56%
20260429 $11.75 $11.75 0.8% 74%
20260428 $11.80 $11.80 0.5% 34%
20260427 $12.25 $12.25 0.7% 67%
20260424 $12.55 $12.55 0.6% 58%
20260423 $13.35 $13.35 0.5% 30%
20260422 $13.40 $13.40 0.7% 62%
20260421 $15.20 $15.20 0.6% 51%
20260420 $16.80 $16.80 0.4% 18%
20260417 $16.70 $1.88 0.6% 49%
20260416 $17.65 $3.12 0.6% 49%
20260415 $19.60 $6.47 0.6% 50%
20260414 $18.55 $6.20 0.5% 42%
20260413 $18.80 $6.75 0.5% 32%
20260410 $19.40 $7.95 0.5% 40%
20260409 $19.55 $8.15 0.5% 35%
20260408 $19.80 $9.10 0.4% 25%
20260407 $21.75 $10.70 0.3% 9%
20260406 $21.20 $10.30 0.3% 12%
20260402 $21.60 $10.30 0.5% 30%
20260401 $12.05 $12.05 0.4% 20%
20260331 $12.70 $12.70 0.3% 11%
20260330 $13.75 $13.75 0.4% 17%
20260327 $14.65 $14.65 0.3% 12%
20260326 $15.00 $15.00 0.4% 18%
20260325 $14.25 $14.25 0.3% 11%
20260324 $15.00 $15.00 0.4% 15%
20260323 $15.50 $15.50 0.4% 15%
20260320 $17.30 $3.38 0.3% 10%
20260319 $15.80 $4.03 0.3% 8%
20260318 $17.40 $6.08 0.3% 10%
20260317 $16.90 $6.10 0.3% 8%
20260316 $17.40 $7.53 0.3% 10%
20260313 $18.55 $8.95 0.3% 8%
20260312 $19.10 $9.55 0.3% 7%
20260311 $19.65 $11.40 0.3% 5%
20260310 $19.00 $10.70 0.3% 1%