CHKP · Expected Move
Check Point Software Technologies Ltd
The expected move for CHKP 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).
CHKP 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 CHKP Expected Move
30-Day Straddle
$15.85
7-Day Straddle
$9.70
30-Day ATM IV
42.2%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to CHKP'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.
CHKP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $15.85 | $9.70 | 42.2% | 40% |
| 20261106 | $16.70 | $9.85 | 42.9% | 43% |
| 20261105 | $18.90 | $12.05 | 46.3% | 58% |
| 20261104 | $10.22 | $10.22 | 41.4% | 37% |
| 20261103 | $11.05 | $11.05 | 44.3% | 49% |
| 20261102 | $11.60 | $11.60 | 42.2% | 40% |
| 20261030 | $17.80 | $17.80 | 54.9% | 95% |
| 20261029 | $17.95 | $17.95 | 54.5% | 94% |
| 20261028 | $18.10 | $18.10 | 53.7% | 90% |
| 20261027 | $17.95 | $17.95 | 52.4% | 85% |
| 20261026 | $19.20 | $19.20 | 54.7% | 95% |
| 20261023 | $19.95 | $19.95 | 56.0% | 100% |
| 20261022 | $18.60 | $18.60 | 54.3% | 100% |
| 20261021 | $17.00 | $17.00 | 51.2% | 87% |
| 20261020 | $15.80 | $15.80 | 48.1% | 72% |
| 20261019 | $16.10 | $16.10 | 48.6% | 74% |
| 20261016 | $17.15 | $3.23 | 49.4% | 78% |
| 20261015 | $15.70 | $3.55 | 45.5% | 59% |
| 20261014 | $15.85 | $3.95 | 46.3% | 64% |
| 20261013 | $15.65 | $4.53 | 45.3% | 58% |
| 20261012 | $15.75 | $4.65 | 44.9% | 57% |
| 20261009 | $16.45 | $5.07 | 43.4% | 50% |
| 20261008 | $17.60 | $6.35 | 47.0% | 67% |
| 20261007 | $15.95 | $6.57 | 43.8% | 51% |
| 20261006 | $16.85 | $6.42 | 44.4% | 54% |
| 20261005 | $16.40 | $5.85 | 42.9% | 47% |
| 20261002 | $7.35 | $7.35 | 43.3% | 49% |
| 20261001 | $8.32 | $8.32 | 43.5% | 50% |
| 20260930 | $7.90 | $7.90 | 42.8% | 47% |
| 20260929 | $8.68 | $8.68 | 42.1% | 44% |
| 20260928 | $8.60 | $8.60 | 42.1% | 43% |
| 20260925 | $9.45 | $9.45 | 39.3% | 30% |
| 20260924 | $10.00 | $10.00 | 39.7% | 32% |
| 20260923 | $10.85 | $10.85 | 40.9% | 38% |
| 20260922 | $11.00 | $11.00 | 39.8% | 33% |
| 20260921 | $11.05 | $11.05 | 39.7% | 32% |
| 20260918 | $10.90 | $3.32 | 35.4% | 12% |
| 20260917 | $10.45 | $3.50 | 35.0% | 10% |
| 20260916 | $13.05 | $5.10 | 38.2% | 25% |
| 20260915 | $12.30 | $5.53 | 38.0% | 24% |
| 20260914 | $12.80 | $6.05 | 37.9% | 23% |
| 20260911 | $11.93 | $5.45 | 35.7% | 13% |
| 20260910 | $11.75 | $4.62 | 35.8% | 14% |
| 20260909 | $12.70 | $5.97 | 37.0% | 19% |
| 20260908 | $12.50 | $6.70 | 36.1% | 15% |
| 20260904 | $12.35 | $7.35 | 32.9% | 0% |
| 20260903 | $13.05 | $7.45 | 34.6% | 8% |
| 20260902 | $7.03 | $7.03 | 36.3% | 15% |
| 20260901 | $7.73 | $7.73 | 35.0% | 9% |
| 20260831 | $8.00 | $8.00 | 35.5% | 12% |
| 20260828 | $8.65 | $8.65 | 34.5% | 7% |
| 20260827 | $8.20 | $8.20 | 33.0% | 0% |
| 20260826 | $9.35 | $9.35 | 35.8% | 11% |
| 20260825 | $8.65 | $8.65 | 35.3% | 9% |
| 20260824 | $8.75 | $8.75 | 33.6% | 0% |
| 20260821 | $9.50 | $1.35 | 33.6% | 0% |
| 20260820 | $10.35 | $2.38 | 35.3% | 3% |
| 20260819 | $11.07 | $3.95 | 35.5% | 4% |
| 20260818 | $10.60 | $4.20 | 35.0% | 1% |
| 20260817 | $10.90 | $4.33 | 34.9% | 0% |
More on CHKP
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.