CF (CF Industries Holding, Inc.)

Expected Move & Straddle Price History

The expected move for CF 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 CF Expected Move
30-Day Straddle
$13.60
7-Day Straddle
$7.90
Avg IV
0.5%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to CF'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.
CF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260901 $13.60 $7.90 0.5% 19%
20260831 $11.95 $5.12 0.4% 6%
20260828 $11.15 $5.45 0.5% 11%
20260827 $11.50 $6.60 0.5% 11%
20260826 $11.25 $6.42 0.5% 16%
20260825 $12.05 $7.07 0.5% 15%
20260824 $12.40 $5.08 0.4% 3%
20260821 $11.10 $5.28 0.8% 89%
20260820 $11.15 $6.03 0.7% 64%
20260819 $10.25 $5.62 0.8% 84%
20260818 $10.65 $6.22 0.8% 76%
20260817 $10.25 $3.70 0.7% 64%
20260814 $9.75 $4.33 0.4% 1%
20260813 $9.60 $5.12 0.4% 2%
20260812 $10.35 $5.68 0.4% 0%
20260811 $10.35 $5.35 0.4% 0%
20260810 $10.60 $4.90 0.4% 0%
20260806 $10.50 $6.90 0.5% 17%
20260805 $12.35 $8.15 0.5% 21%
20260804 $12.80 $9.15 0.5% 17%
20260803 $13.15 $7.50 0.5% 16%
20260731 $13.00 $8.10 0.5% 11%
20260730 $13.20 $8.90 0.5% 19%
20260729 $13.55 $9.50 0.5% 19%
20260728 $13.95 $9.50 0.5% 18%
20260727 $13.85 $4.82 0.5% 16%
20260724 $13.35 $5.78 0.6% 47%
20260723 $13.35 $6.12 0.6% 34%
20260722 $13.65 $7.05 0.6% 39%
20260721 $13.55 $7.30 0.6% 38%
20260720 $14.30 $5.20 0.6% 40%
20260716 $12.15 $5.80 0.5% 18%
20260715 $12.05 $5.95 0.5% 15%
20260714 $13.70 $7.07 0.5% 21%
20260713 $13.85 $5.05 0.5% 22%
20260710 $11.95 $4.92 0.5% 13%
20260709 $12.40 $5.60 0.5% 21%
20260708 $13.55 $6.88 0.5% 24%
20260707 $12.60 $6.80 0.5% 20%
20260706 $12.35 $4.47 0.5% 17%
20260702 $9.80 $4.97 0.4% 3%
20260701 $10.05 $5.35 0.5% 9%
20260630 $10.40 $5.85 0.5% 14%
20260629 $9.60 $2.90 0.4% 9%
20260626 $9.10 $4.20 0.5% 18%
20260625 $10.05 $4.97 0.5% 22%
20260624 $9.55 $5.12 0.5% 20%
20260623 $10.10 $5.55 0.5% 22%
20260622 $10.45 $4.55 0.5% 27%
20260618 $9.85 $5.83 0.6% 52%
20260617 $10.00 $5.50 0.6% 53%
20260616 $10.15 $6.47 0.6% 47%
20260615 $10.55 $4.35 0.7% 67%
20260613 $10.90 $5.40 0.5% 28%
20260612 $10.50 $5.30 0.5% 22%
20260611 $11.10 $5.75 0.5% 26%
20260610 $11.40 $6.70 0.5% 26%
20260609 $12.05 $7.32 0.5% 31%
20260608 $12.60 $5.12 0.5% 28%
20260605 $12.40 $6.40 0.5% 26%