CHE (Chemed Corporation)

Expected Move & Straddle Price History

The expected move for CHE 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 CHE Expected Move
30-Day Straddle
$38.20
7-Day Straddle
$17.90
Avg IV
0.4%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to CHE'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.
CHE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260910 $38.20 $17.90 0.4% 6%
20260909 $39.30 $17.65 0.3% 3%
20260908 $41.20 $22.15 0.4% 6%
20260904 $40.20 $21.65 0.3% 2%
20260903 $41.40 $23.25 0.3% 3%
20260902 $24.15 $24.15 0.8% 100%
20260901 $24.30 $24.30 0.7% 100%
20260831 $24.50 $24.50 0.6% 78%
20260828 $27.40 $27.40 0.5% 56%
20260827 $31.55 $31.55 0.7% 100%
20260826 $28.90 $28.90 0.6% 66%
20260825 $33.20 $33.20 0.6% 73%
20260824 $33.65 $33.65 0.5% 58%
20260821 $34.80 $6.50 0.6% 88%
20260820 $36.40 $10.10 0.6% 85%
20260819 $37.55 $11.88 0.5% 48%
20260818 $38.05 $17.05 0.6% 83%
20260817 $38.70 $17.10 0.5% 42%
20260814 $38.15 $19.65 0.6% 69%
20260813 $35.95 $20.90 0.4% 19%
20260812 $29.65 $13.40 0.4% 33%
20260811 $32.35 $16.05 0.5% 35%
20260810 $32.00 $15.50 0.4% 13%
20260806 $37.10 $21.20 0.4% 14%
20260805 $17.75 $17.75 0.5% 59%
20260804 $23.45 $23.45 0.5% 44%
20260803 $24.30 $24.30 0.6% 67%
20260731 $25.10 $25.10 0.6% 69%
20260730 $27.40 $27.40 0.5% 51%
20260729 $28.50 $28.50 0.5% 38%
20260728 $45.75 $45.75 0.5% 59%
20260727 $47.60 $47.60 0.5% 41%
20260724 $42.20 $42.20 0.5% 44%
20260723 $42.45 $42.45 0.5% 41%
20260722 $42.10 $42.10 0.6% 64%
20260721 $44.35 $44.35 0.5% 54%
20260720 $43.50 $43.50 0.5% 55%
20260716 $45.55 $11.12 0.4% 17%
20260715 $45.85 $10.35 0.5% 43%
20260714 $45.60 $11.30 0.5% 43%
20260713 $47.35 $12.55 0.5% 46%
20260710 $45.75 $12.15 0.5% 39%
20260709 $46.80 $15.25 0.5% 40%
20260708 $46.80 $16.70 0.4% 31%
20260707 $46.35 $17.20 0.5% 35%
20260706 $47.35 $19.45 0.4% 22%
20260702 $17.90 $17.90 0.4% 18%
20260701 $20.75 $20.75 0.6% 74%
20260630 $20.55 $20.55 0.5% 35%
20260629 $21.00 $21.00 0.4% 32%
20260626 $19.45 $19.45 0.4% 16%
20260625 $23.10 $23.10 0.5% 37%
20260624 $23.50 $23.50 0.4% 30%
20260623 $25.90 $25.90 0.4% 23%
20260622 $25.40 $25.40 0.4% 32%
20260618 $26.45 $7.22 0.4% 27%
20260617 $29.00 $11.43 0.4% 21%
20260616 $28.45 $11.55 0.4% 23%
20260615 $29.85 $13.80 0.4% 28%
20260613 $31.15 $18.35 0.4% 22%