CHEF (The Chef's Warehouse Inc)

Expected Move & Straddle Price History

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).

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 CHEF Expected Move
30-Day Straddle
$9.80
7-Day Straddle
$4.67
Avg IV
0.7%
IV Rank
46%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260911 $9.80 $4.67 0.7% 46%
20260910 $9.70 $5.05 0.6% 27%
20260909 $10.15 $4.80 0.8% 54%
20260908 $10.45 $5.50 0.7% 47%
20260904 $10.25 $5.47 0.7% 38%
20260903 $10.35 $6.22 0.6% 27%
20260902 $6.20 $6.20 0.5% 21%
20260901 $7.10 $7.10 0.6% 24%
20260831 $7.85 $7.85 0.7% 39%
20260828 $7.82 $7.82 0.6% 27%
20260827 $8.45 $8.45 0.7% 44%
20260826 $8.40 $8.40 0.7% 37%
20260825 $8.25 $8.25 0.5% 21%
20260824 $8.75 $8.75 0.5% 17%
20260821 $8.10 $2.20 0.4% 6%
20260820 $8.77 $2.73 0.5% 24%
20260819 $8.90 $3.80 0.6% 28%
20260818 $9.03 $3.28 0.6% 32%
20260817 $9.15 $4.60 0.6% 27%
20260814 $8.65 $4.12 0.6% 26%
20260813 $9.50 $4.53 0.4% 4%
20260812 $9.15 $5.55 0.4% 11%
20260811 $10.35 $5.88 0.5% 23%
20260810 $9.30 $5.38 0.4% 4%
20260806 $10.70 $7.10 0.4% 8%
20260805 $7.97 $7.97 0.8% 54%
20260804 $6.70 $6.70 0.6% 31%
20260803 $7.08 $7.08 0.8% 57%
20260731 $8.10 $8.10 0.5% 20%
20260730 $7.78 $7.78 0.6% 27%
20260729 $7.00 $7.00 0.5% 23%
20260728 $9.65 $9.65 0.6% 32%
20260727 $10.55 $10.55 0.6% 34%
20260724 $10.05 $10.05 0.6% 32%
20260723 $10.10 $10.10 0.5% 23%
20260722 $10.38 $10.38 0.5% 21%
20260721 $11.00 $11.00 0.6% 31%
20260720 $11.00 $11.00 0.6% 34%
20260716 $12.25 $3.65 0.5% 20%
20260715 $11.15 $3.27 0.6% 29%
20260714 $11.70 $3.20 0.7% 37%
20260713 $12.65 $4.53 0.4% 8%
20260710 $11.25 $4.62 0.5% 22%
20260709 $12.55 $5.07 0.5% 12%
20260708 $11.60 $4.78 0.5% 21%
20260707 $11.50 $5.15 0.4% 11%
20260706 $11.45 $4.58 0.5% 20%
20260702 $5.00 $5.00 0.9% 68%
20260701 $5.70 $5.70 1.2% 100%
20260630 $5.92 $5.92 0.8% 65%
20260629 $5.97 $5.97 0.8% 69%
20260626 $5.45 $5.45 1.0% 85%
20260625 $6.03 $6.03 0.9% 81%
20260624 $6.67 $6.67 0.8% 66%
20260623 $7.00 $7.00 0.9% 81%
20260622 $6.68 $6.68 1.1% 100%
20260618 $7.25 $1.10 0.8% 63%
20260617 $7.38 $2.98 0.8% 62%
20260616 $6.78 $3.75 0.9% 85%
20260615 $7.40 $3.25 0.8% 60%