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
$16.05
7-Day Straddle
$6.43
Avg IV
0.4%
IV Rank
21%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $16.05 | $6.43 | 0.4% | 21% |
| 20260910 | $17.75 | $8.20 | 0.4% | 16% |
| 20260909 | $17.55 | $8.55 | 0.3% | 14% |
| 20260908 | $16.95 | $9.12 | 0.4% | 21% |
| 20260904 | $17.15 | $8.95 | 0.3% | 8% |
| 20260903 | $17.55 | $10.65 | 0.3% | 7% |
| 20260902 | $9.43 | $9.43 | 0.6% | 60% |
| 20260901 | $11.25 | $11.25 | 0.5% | 47% |
| 20260831 | $10.45 | $10.45 | 0.7% | 78% |
| 20260828 | $12.45 | $12.45 | 0.6% | 58% |
| 20260827 | $11.85 | $11.85 | 0.6% | 54% |
| 20260826 | $12.20 | $12.20 | 0.6% | 63% |
| 20260825 | $13.35 | $13.35 | 0.5% | 33% |
| 20260824 | $13.75 | $13.75 | 0.5% | 48% |
| 20260821 | $13.65 | $1.60 | 0.5% | 47% |
| 20260820 | $14.40 | $3.73 | 0.6% | 54% |
| 20260819 | $15.40 | $4.68 | 0.6% | 51% |
| 20260818 | $16.05 | $5.75 | 0.5% | 48% |
| 20260817 | $15.50 | $7.07 | 0.6% | 50% |
| 20260814 | $15.50 | $6.75 | 0.5% | 39% |
| 20260813 | $17.45 | $8.62 | 0.5% | 43% |
| 20260812 | $17.00 | $9.20 | 0.5% | 39% |
| 20260811 | $18.30 | $10.20 | 0.5% | 46% |
| 20260810 | $19.35 | $11.05 | 0.5% | 41% |
| 20260806 | $20.85 | $13.00 | 0.5% | 36% |
| 20260805 | $14.00 | $14.00 | 0.4% | 22% |
| 20260804 | $14.90 | $14.90 | 0.5% | 43% |
| 20260803 | $13.30 | $13.30 | 0.5% | 37% |
| 20260731 | $14.65 | $14.65 | 0.5% | 40% |
| 20260730 | $15.20 | $15.20 | 0.5% | 36% |
| 20260729 | $16.00 | $16.00 | 0.4% | 29% |
| 20260728 | $16.65 | $16.65 | 0.5% | 37% |
| 20260727 | $16.90 | $16.90 | 0.5% | 33% |
| 20260724 | $17.40 | $17.40 | 0.4% | 31% |
| 20260723 | $16.60 | $16.60 | 0.4% | 16% |
| 20260722 | $17.30 | $17.30 | 0.4% | 24% |
| 20260721 | $21.90 | $21.90 | 0.4% | 27% |
| 20260720 | $22.10 | $22.10 | 0.4% | 30% |
| 20260716 | $20.80 | $6.12 | 0.4% | 19% |
| 20260715 | $21.00 | $6.38 | 0.4% | 18% |
| 20260714 | $20.65 | $6.75 | 0.4% | 23% |
| 20260713 | $23.55 | $6.00 | 0.4% | 22% |
| 20260710 | $21.80 | $7.03 | 0.4% | 18% |
| 20260709 | $22.20 | $9.00 | 0.4% | 19% |
| 20260708 | $22.35 | $10.70 | 0.3% | 11% |
| 20260707 | $22.45 | $9.65 | 0.4% | 18% |
| 20260706 | $23.90 | $10.90 | 0.4% | 19% |
| 20260702 | $11.05 | $11.05 | 0.4% | 22% |
| 20260701 | $11.60 | $11.60 | 0.3% | 6% |
| 20260630 | $11.85 | $11.85 | 0.4% | 26% |
| 20260629 | $11.40 | $11.40 | 0.4% | 24% |
| 20260626 | $12.15 | $12.15 | 0.4% | 24% |
| 20260625 | $13.00 | $13.00 | 0.4% | 17% |
| 20260624 | $13.00 | $13.00 | 0.4% | 21% |
| 20260623 | $13.50 | $13.50 | 0.4% | 18% |
| 20260622 | $13.50 | $13.50 | 0.4% | 18% |
| 20260618 | $14.15 | $2.12 | 0.3% | 13% |
| 20260617 | $13.85 | $6.28 | 0.3% | 9% |
| 20260616 | $14.25 | $5.35 | 0.3% | 4% |
| 20260615 | $15.90 | $7.05 | 0.3% | 11% |