CHE · Expected Move
Chemed Corporation
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).
CHE 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 CHE Expected Move
30-Day Straddle
$43.35
7-Day Straddle
$43.35
30-Day ATM IV
38.1%
IV Rank
82%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $43.35 | $43.35 | 38.1% | 82% |
| 20261023 | $44.50 | $44.50 | 37.9% | 81% |
| 20261022 | $44.50 | $44.50 | 37.8% | 81% |
| 20261021 | $45.65 | $45.65 | 38.8% | 85% |
| 20261020 | $46.90 | $46.90 | 38.9% | 86% |
| 20261019 | $44.40 | $44.40 | 37.0% | 76% |
| 20261016 | $48.00 | $6.62 | 37.4% | 79% |
| 20261015 | $48.00 | $10.50 | 37.2% | 78% |
| 20261014 | $50.05 | $10.07 | 38.0% | 81% |
| 20261013 | $48.00 | $11.77 | 37.3% | 78% |
| 20261012 | $49.00 | $14.60 | 37.7% | 80% |
| 20261009 | $48.35 | $13.90 | 35.2% | 67% |
| 20261008 | $49.00 | $14.65 | 35.1% | 67% |
| 20261007 | $50.35 | $19.45 | 35.6% | 70% |
| 20261006 | $51.55 | $17.55 | 35.0% | 67% |
| 20261005 | $51.85 | $18.75 | 34.3% | 63% |
| 20261002 | $22.00 | $22.00 | 34.2% | 63% |
| 20261001 | $23.10 | $23.10 | 32.8% | 56% |
| 20260930 | $24.75 | $24.75 | 34.1% | 62% |
| 20260929 | $23.45 | $23.45 | 33.0% | 57% |
| 20260928 | $26.30 | $26.30 | 33.6% | 60% |
| 20260925 | $27.45 | $27.45 | 31.9% | 52% |
| 20260924 | $27.30 | $27.30 | 31.4% | 49% |
| 20260923 | $27.30 | $27.30 | 31.0% | 47% |
| 20260922 | $28.40 | $28.40 | 30.8% | 46% |
| 20260921 | $30.75 | $30.75 | 31.5% | 50% |
| 20260918 | $31.00 | $7.57 | 27.5% | 30% |
| 20260917 | $33.40 | $10.45 | 29.5% | 40% |
| 20260916 | $35.90 | $10.32 | 30.9% | 47% |
| 20260915 | $34.70 | $12.80 | 29.5% | 40% |
| 20260914 | $36.90 | $15.85 | 29.4% | 39% |
| 20260911 | $35.70 | $14.40 | 27.9% | 32% |
| 20260910 | $38.20 | $17.90 | 28.8% | 36% |
| 20260909 | $39.30 | $17.65 | 29.7% | 41% |
| 20260908 | $41.20 | $22.15 | 30.8% | 46% |
| 20260904 | $40.20 | $21.65 | 28.3% | 34% |
| 20260903 | $41.40 | $23.25 | 28.0% | 33% |
| 20260902 | $24.15 | $24.15 | 27.8% | 32% |
| 20260901 | $24.30 | $24.30 | 28.1% | 33% |
| 20260831 | $24.50 | $24.50 | 28.0% | 32% |
| 20260828 | $27.40 | $27.40 | 27.4% | 30% |
| 20260827 | $31.55 | $31.55 | 30.0% | 42% |
| 20260826 | $28.90 | $28.90 | 26.9% | 27% |
| 20260825 | $33.20 | $33.20 | 28.5% | 35% |
| 20260824 | $33.65 | $33.65 | 29.7% | 41% |
| 20260821 | $34.80 | $6.50 | 29.2% | 38% |
| 20260820 | $36.40 | $10.10 | 29.9% | 42% |
| 20260819 | $37.55 | $11.88 | 30.4% | 44% |
| 20260818 | $38.05 | $17.05 | 31.0% | 47% |
| 20260817 | $38.70 | $17.10 | 30.7% | 46% |
| 20260814 | $38.15 | $19.65 | 28.1% | 33% |
| 20260813 | $35.95 | $20.90 | 27.2% | 29% |
| 20260812 | $29.65 | $13.40 | 21.3% | 0% |
| 20260811 | $32.35 | $16.05 | 23.2% | 8% |
| 20260810 | $32.00 | $15.50 | 22.1% | 3% |
| 20260807 | — | — | 22.0% | 3% |
| 20260806 | $37.10 | $21.20 | 23.5% | 10% |
| 20260805 | $17.75 | $17.75 | 21.5% | 0% |
| 20260804 | $23.45 | $23.45 | 24.5% | 8% |
| 20260803 | $24.30 | $24.30 | 24.1% | 6% |
More on CHE
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.