CHEF · Expected Move
The Chef's Warehouse Inc
The expected move for CHEF 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).
CHEF 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 CHEF Expected Move
30-Day Straddle
$11.80
7-Day Straddle
$11.80
30-Day ATM IV
49.3%
IV Rank
97%
Implied one-standard-deviation move through the next 30 days. Compare to CHEF'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.
CHEF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $11.80 | $11.80 | 49.3% | 97% |
| 20261026 | $11.50 | $11.50 | 49.1% | 96% |
| 20261023 | $11.90 | $11.90 | 49.7% | 100% |
| 20261022 | $12.15 | $12.15 | 49.7% | 100% |
| 20261021 | $11.50 | $11.50 | 45.8% | 80% |
| 20261020 | $12.15 | $12.15 | 47.2% | 87% |
| 20261019 | $12.00 | $12.00 | 45.6% | 79% |
| 20261016 | $13.50 | $2.55 | 47.0% | 86% |
| 20261015 | $13.55 | $3.15 | 46.9% | 86% |
| 20261014 | $13.50 | $3.50 | 45.8% | 80% |
| 20261013 | $12.20 | $4.35 | 43.9% | 70% |
| 20261012 | $12.40 | $4.42 | 43.4% | 68% |
| 20261009 | $13.70 | $5.20 | 43.8% | 69% |
| 20261008 | $13.80 | $5.75 | 44.5% | 73% |
| 20261007 | $13.45 | $5.80 | 43.2% | 66% |
| 20261006 | $13.75 | $5.97 | 43.2% | 67% |
| 20261005 | $13.60 | $6.45 | 42.8% | 64% |
| 20261002 | $7.05 | $7.05 | 40.9% | 55% |
| 20261001 | $7.12 | $7.12 | 42.5% | 63% |
| 20260930 | $7.53 | $7.53 | 41.4% | 58% |
| 20260929 | $7.30 | $7.30 | 41.9% | 60% |
| 20260928 | $7.92 | $7.92 | 40.7% | 54% |
| 20260925 | $7.60 | $7.60 | 38.3% | 41% |
| 20260924 | $7.65 | $7.65 | 38.7% | 44% |
| 20260923 | $7.55 | $7.55 | 37.5% | 38% |
| 20260922 | $8.18 | $8.18 | 38.3% | 42% |
| 20260921 | $8.45 | $8.45 | 38.3% | 42% |
| 20260918 | $8.60 | $2.00 | 34.5% | 22% |
| 20260917 | $8.85 | $3.30 | 35.7% | 28% |
| 20260916 | $9.40 | $3.15 | 37.6% | 43% |
| 20260915 | $9.18 | $4.50 | 36.8% | 39% |
| 20260914 | $9.85 | $4.60 | 36.1% | 36% |
| 20260911 | $9.80 | $4.67 | 35.7% | 34% |
| 20260910 | $9.70 | $5.05 | 35.6% | 33% |
| 20260909 | $10.15 | $4.80 | 36.6% | 38% |
| 20260908 | $10.45 | $5.50 | 36.9% | 40% |
| 20260904 | $10.25 | $5.47 | 32.6% | 19% |
| 20260903 | $10.35 | $6.22 | 33.3% | 22% |
| 20260902 | $6.20 | $6.20 | 32.8% | 20% |
| 20260901 | $7.10 | $7.10 | 35.3% | 32% |
| 20260831 | $7.85 | $7.85 | 33.8% | 25% |
| 20260828 | $7.82 | $7.82 | 35.5% | 33% |
| 20260827 | $8.45 | $8.45 | 36.2% | 36% |
| 20260826 | $8.40 | $8.40 | 34.7% | 29% |
| 20260825 | $8.25 | $8.25 | 34.8% | 30% |
| 20260824 | $8.75 | $8.75 | 35.8% | 34% |
| 20260821 | $8.10 | $2.20 | 33.7% | 24% |
| 20260820 | $8.77 | $2.73 | 35.5% | 33% |
| 20260819 | $8.90 | $3.80 | 35.1% | 31% |
| 20260818 | $9.03 | $3.28 | 36.1% | 36% |
| 20260817 | $9.15 | $4.60 | 34.6% | 29% |
| 20260814 | $8.65 | $4.12 | 32.3% | 18% |
| 20260813 | $9.50 | $4.53 | 32.8% | 20% |
| 20260812 | $9.15 | $5.55 | 32.8% | 20% |
| 20260811 | $10.35 | $5.88 | 36.8% | 39% |
| 20260810 | $9.30 | $5.38 | 33.0% | 21% |
| 20260807 | — | — | 35.5% | 33% |
| 20260806 | $10.70 | $7.10 | 35.6% | 33% |
| 20260805 | $7.97 | $7.97 | 38.2% | 45% |
| 20260804 | $6.70 | $6.70 | 35.4% | 32% |
More on CHEF
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.