CHDN · Expected Move
Churchill Downs Inc
The expected move for CHDN 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).
CHDN 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 CHDN Expected Move
30-Day Straddle
$8.45
7-Day Straddle
$8.45
30-Day ATM IV
42.5%
IV Rank
73%
Implied one-standard-deviation move through the next 30 days. Compare to CHDN'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.
CHDN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $8.45 | $8.45 | 42.5% | 73% |
| 20261021 | $7.68 | $7.68 | 38.8% | 51% |
| 20261020 | $7.88 | $7.88 | 40.4% | 60% |
| 20261019 | $8.47 | $8.47 | 43.9% | 82% |
| 20261016 | $8.55 | $3.18 | 42.6% | 74% |
| 20261015 | $8.60 | $3.08 | 42.7% | 75% |
| 20261014 | $8.75 | $2.35 | 43.3% | 78% |
| 20261013 | $9.50 | $3.75 | 43.7% | 81% |
| 20261012 | $8.55 | $3.08 | 40.8% | 63% |
| 20261009 | $8.62 | $3.73 | 40.2% | 59% |
| 20261008 | $9.55 | $2.98 | 43.8% | 81% |
| 20261007 | $9.55 | $4.58 | 45.7% | 93% |
| 20261006 | $8.57 | $5.03 | 39.1% | 52% |
| 20261005 | $8.78 | $5.17 | 41.5% | 67% |
| 20261002 | $4.75 | $4.75 | 39.6% | 56% |
| 20261001 | $3.47 | $3.47 | 39.1% | 52% |
| 20260930 | $4.90 | $4.90 | 41.9% | 69% |
| 20260929 | $5.17 | $5.17 | 41.0% | 64% |
| 20260928 | $5.42 | $5.42 | 41.8% | 69% |
| 20260925 | $5.35 | $5.35 | 36.8% | 38% |
| 20260924 | $5.78 | $5.78 | 38.8% | 50% |
| 20260923 | $5.25 | $5.25 | 35.4% | 29% |
| 20260922 | $6.38 | $6.38 | 39.6% | 55% |
| 20260921 | $6.53 | $6.53 | 35.2% | 29% |
| 20260918 | $7.15 | $2.40 | 38.4% | 48% |
| 20260917 | $7.03 | $3.27 | 36.6% | 37% |
| 20260916 | $7.10 | $3.65 | 36.9% | 39% |
| 20260915 | $6.62 | $3.55 | 35.2% | 29% |
| 20260914 | $7.68 | $3.58 | 38.4% | 48% |
| 20260911 | $6.72 | $4.30 | 33.2% | 16% |
| 20260910 | $8.22 | $3.90 | 37.3% | 41% |
| 20260909 | $8.20 | $4.72 | 38.3% | 47% |
| 20260908 | $8.32 | $4.47 | 36.9% | 39% |
| 20260904 | $9.22 | $5.90 | 37.9% | 45% |
| 20260903 | $7.70 | $4.15 | 30.5% | 0% |
| 20260902 | $5.30 | $5.30 | 34.2% | 21% |
| 20260901 | $5.68 | $5.68 | 35.2% | 27% |
| 20260831 | $5.70 | $5.70 | 33.0% | 13% |
| 20260828 | $4.88 | $4.88 | 31.0% | 1% |
| 20260827 | $5.85 | $5.85 | 33.5% | 16% |
| 20260826 | $6.22 | $6.22 | 33.4% | 16% |
| 20260825 | $6.20 | $6.20 | 33.5% | 17% |
| 20260824 | $6.67 | $6.67 | 33.9% | 19% |
| 20260821 | $6.85 | $2.30 | 32.3% | 9% |
| 20260820 | $7.15 | $2.42 | 31.9% | 7% |
| 20260819 | $6.85 | $3.82 | 32.1% | 8% |
| 20260818 | $6.72 | $3.50 | 33.9% | 19% |
| 20260817 | $6.45 | $3.77 | 30.8% | 0% |
| 20260814 | $7.70 | $3.90 | 34.1% | 18% |
| 20260813 | $7.00 | $4.08 | 32.1% | 5% |
| 20260812 | $7.55 | $3.88 | 34.5% | 20% |
| 20260811 | $8.00 | $5.08 | 36.2% | 31% |
| 20260810 | $8.07 | $4.97 | 35.7% | 28% |
| 20260807 | — | — | 36.6% | 34% |
| 20260806 | $9.22 | $6.25 | 37.9% | 42% |
| 20260805 | $5.07 | $5.07 | 35.7% | 28% |
| 20260804 | $4.55 | $4.55 | 34.9% | 23% |
| 20260803 | $5.45 | $5.45 | 37.8% | 42% |
| 20260731 | $5.72 | $5.72 | 36.0% | 30% |
| 20260730 | $6.55 | $6.55 | 36.7% | 35% |
More on CHDN
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.