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
$31.95
7-Day Straddle
$18.60
Avg IV
0.4%
IV Rank
24%
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
20260612 $31.95 $18.60 0.4% 24%
20260611 $32.30 $17.85 0.4% 24%
20260610 $28.30 $17.10 0.4% 16%
20260609 $29.65 $16.50 0.4% 13%
20260608 $30.65 $15.40 0.4% 20%
20260605 $29.85 $19.10 0.4% 12%
20260604 $30.50 $20.60 0.3% 6%
20260603 $31.80 $18.15 0.4% 19%
20260602 $18.10 $18.10 0.7% 100%
20260601 $20.75 $20.75 0.7% 91%
20260529 $21.60 $21.60 0.6% 81%
20260528 $23.40 $23.40 0.5% 60%
20260527 $22.20 $22.20 0.6% 65%
20260526 $22.15 $22.15 0.5% 49%
20260522 $24.35 $24.35 0.4% 35%
20260521 $23.85 $23.85 0.5% 38%
20260520 $23.95 $23.95 0.5% 40%
20260519 $24.15 $24.15 0.4% 31%
20260518 $24.30 $24.30 0.4% 21%
20260515 $25.10 $4.85 0.4% 27%
20260514 $26.45 $6.77 0.4% 31%
20260513 $26.65 $10.15 0.4% 33%
20260512 $28.10 $11.72 0.4% 29%
20260511 $27.20 $11.85 0.4% 27%
20260510 $28.05 $11.62 0.5% 42%
20260508 $28.05 $11.62 0.5% 39%
20260507 $28.85 $12.38 0.4% 38%
20260506 $29.05 $13.60 0.5% 42%
20260505 $29.75 $13.85 0.4% 15%
20260504 $31.65 $14.20 0.4% 26%
20260502 $15.70 $15.70 0.5% 57%
20260501 $15.70 $15.70 0.5% 53%
20260430 $17.35 $17.35 0.5% 47%
20260429 $16.90 $16.90 0.5% 49%
20260428 $17.25 $17.25 0.5% 59%
20260427 $20.25 $20.25 0.5% 45%
20260424 $22.05 $22.05 0.5% 50%
20260423 $34.55 $34.55 0.6% 79%
20260422 $31.95 $31.95 0.6% 71%
20260421 $33.85 $33.85 0.6% 73%
20260420 $31.65 $31.65 0.6% 67%
20260417 $33.50 $7.12 0.5% 60%
20260416 $35.40 $8.00 0.5% 54%
20260415 $33.45 $9.75 0.5% 56%
20260414 $34.25 $11.18 0.5% 58%
20260413 $36.15 $10.65 0.5% 49%
20260410 $35.50 $11.98 0.5% 46%
20260409 $36.35 $11.65 0.5% 44%
20260408 $35.50 $11.22 0.5% 42%
20260407 $37.40 $14.50 0.5% 39%
20260406 $35.25 $13.65 0.5% 43%
20260402 $38.40 $17.50 0.4% 36%
20260401 $16.35 $16.35 0.6% 78%
20260331 $19.15 $19.15 0.6% 83%
20260330 $23.40 $23.40 0.6% 85%
20260327 $23.55 $23.55 0.6% 77%
20260326 $23.15 $23.15 0.6% 75%
20260325 $20.70 $20.70 0.5% 54%
20260324 $23.10 $23.10 0.6% 68%
20260323 $22.70 $22.70 0.5% 56%