CF · Expected Move
CF Industries Holding, Inc.
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).
CF 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 CF Expected Move
30-Day Straddle
$12.40
7-Day Straddle
$5.45
30-Day ATM IV
45.9%
IV Rank
68%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $12.40 | $5.45 | 45.9% | 68% |
| 20261015 | $12.25 | $6.07 | 45.9% | 68% |
| 20261014 | $13.55 | $6.38 | 49.9% | 94% |
| 20261013 | $13.05 | $6.97 | 47.6% | 79% |
| 20261012 | $12.25 | $4.05 | 45.4% | 64% |
| 20261009 | $11.80 | $4.58 | 46.8% | 74% |
| 20261008 | $11.25 | $5.47 | 44.4% | 58% |
| 20261007 | $11.50 | $5.70 | 44.1% | 56% |
| 20261006 | $12.25 | $5.90 | 45.2% | 62% |
| 20261005 | $12.20 | $4.22 | 43.8% | 49% |
| 20261002 | $10.35 | $5.43 | 42.6% | 42% |
| 20261001 | $10.35 | $5.80 | 41.0% | 32% |
| 20260930 | $11.05 | $6.45 | 42.2% | 39% |
| 20260929 | $11.50 | $6.55 | 42.5% | 41% |
| 20260928 | $11.60 | $4.75 | 42.8% | 43% |
| 20260925 | $10.40 | $5.10 | 40.8% | 31% |
| 20260924 | $11.15 | $6.17 | 41.9% | 37% |
| 20260923 | $11.35 | $7.00 | 41.9% | 37% |
| 20260922 | $12.20 | $7.35 | 44.2% | 47% |
| 20260921 | $12.45 | $5.10 | 43.7% | 44% |
| 20260918 | $12.00 | $6.00 | 42.6% | 38% |
| 20260917 | $13.30 | $6.95 | 43.7% | 44% |
| 20260916 | $13.55 | $7.50 | 44.4% | 48% |
| 20260915 | $14.15 | $8.50 | 45.3% | 50% |
| 20260914 | $13.95 | $5.35 | 45.1% | 42% |
| 20260911 | $13.55 | $6.03 | 45.5% | 41% |
| 20260910 | $13.85 | $7.50 | 45.8% | 42% |
| 20260909 | $14.90 | $8.40 | 46.7% | 46% |
| 20260908 | $14.80 | $8.70 | 47.3% | 49% |
| 20260904 | $13.35 | $6.32 | 45.0% | 39% |
| 20260903 | $13.70 | $6.40 | 44.4% | 37% |
| 20260902 | $14.70 | $8.18 | 46.2% | 44% |
| 20260901 | $13.60 | $7.90 | 43.8% | 34% |
| 20260831 | $11.95 | $5.12 | 39.5% | 15% |
| 20260828 | $11.15 | $5.45 | 39.8% | 17% |
| 20260827 | $11.50 | $6.60 | 40.6% | 20% |
| 20260826 | $11.25 | $6.42 | 39.9% | 17% |
| 20260825 | $12.05 | $7.07 | 40.6% | 20% |
| 20260824 | $12.40 | $5.08 | 40.5% | 19% |
| 20260821 | $11.10 | $5.28 | 39.3% | 15% |
| 20260820 | $11.15 | $6.03 | 39.2% | 14% |
| 20260819 | $10.25 | $5.62 | 37.6% | 8% |
| 20260818 | $10.65 | $6.22 | 38.2% | 10% |
| 20260817 | $10.25 | $3.70 | 35.7% | 0% |
| 20260814 | $9.75 | $4.33 | 36.4% | 0% |
| 20260813 | $9.60 | $5.12 | 36.5% | 0% |
| 20260812 | $10.35 | $5.68 | 37.8% | 1% |
| 20260811 | $10.35 | $5.35 | 37.7% | 0% |
| 20260810 | $10.60 | $4.90 | 37.9% | 0% |
| 20260807 | — | — | 38.2% | 0% |
| 20260806 | $10.50 | $6.90 | 42.4% | 16% |
| 20260805 | $12.35 | $8.15 | 46.1% | 31% |
| 20260804 | $12.80 | $9.15 | 47.1% | 35% |
| 20260803 | $13.15 | $7.50 | 47.3% | 36% |
| 20260731 | $13.00 | $8.10 | 46.1% | 31% |
| 20260730 | $13.20 | $8.90 | 47.0% | 34% |
| 20260729 | $13.55 | $9.50 | 46.9% | 34% |
| 20260728 | $13.95 | $9.50 | 48.9% | 42% |
| 20260727 | $13.85 | $4.82 | 49.5% | 44% |
| 20260724 | $13.35 | $5.78 | 48.4% | 40% |
More on CF
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.