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
$16.65
7-Day Straddle
$16.65
Avg IV
0.5%
IV Rank
37%
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
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%
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%