CHMI · Expected Move
CHERRY HILL MORTGAGE INVESTMENT CORPORATION
The expected move for CHMI 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).
CHMI 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 CHMI Expected Move
30-Day Straddle
$8.12
7-Day Straddle
$8.12
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to CHMI'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.
CHMI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $8.12 | $8.12 | — | — |
| 20261008 | $2.20 | $1.23 | 111.9% | 40% |
| 20261007 | $15.00 | $15.00 | 135.6% | 53% |
| 20261006 | $15.00 | $15.00 | 129.0% | 49% |
| 20261005 | $15.00 | $15.00 | 133.5% | 51% |
| 20261002 | $15.00 | $15.00 | 124.6% | 47% |
| 20261001 | $2.20 | $2.20 | 129.1% | 49% |
| 20260930 | $15.00 | $15.00 | 175.8% | 73% |
| 20260929 | $1.33 | $1.33 | 86.5% | 27% |
| 20260928 | $1.95 | $1.95 | 105.2% | 37% |
| 20260925 | $7.97 | $7.97 | 79.1% | 23% |
| 20260924 | $8.20 | $8.20 | — | — |
| 20260923 | $0.42 | $0.42 | 56.7% | 12% |
| 20260922 | $0.65 | $0.65 | — | — |
| 20260921 | $8.00 | $8.00 | — | — |
| 20260918 | $7.90 | $0.28 | — | — |
| 20260917 | $7.83 | $0.35 | — | — |
| 20260916 | $8.03 | $0.80 | — | — |
| 20260915 | $1.30 | $0.33 | 91.7% | 30% |
| 20260914 | $8.22 | $8.22 | — | — |
| 20260911 | $7.83 | $0.42 | 197.7% | 85% |
| 20260910 | $8.12 | $7.72 | — | — |
| 20260909 | $7.90 | $7.85 | — | — |
| 20260908 | $1.73 | $0.82 | — | — |
| 20260904 | $8.28 | $7.97 | — | — |
| 20260903 | $1.05 | $7.95 | 145.9% | 58% |
| 20260902 | $0.42 | $0.42 | 139.3% | 54% |
| 20260901 | $0.85 | $0.85 | — | — |
| 20260831 | $7.83 | $7.83 | 70.7% | 19% |
| 20260828 | $0.47 | $0.47 | 119.7% | 44% |
| 20260827 | $7.85 | $7.85 | — | — |
| 20260826 | $7.95 | $7.95 | — | — |
| 20260825 | $7.95 | $7.95 | 85.9% | 27% |
| 20260824 | $15.00 | $15.00 | — | — |
| 20260821 | $7.95 | $0.58 | — | — |
| 20260820 | $0.78 | $0.50 | — | — |
| 20260819 | $7.95 | $0.43 | — | — |
| 20260818 | $7.83 | $7.92 | — | — |
| 20260817 | $7.90 | $7.92 | — | — |
| 20260814 | $8.25 | $0.42 | 226.9% | 100% |
| 20260813 | $7.72 | $7.97 | 89.7% | 44% |
| 20260812 | $7.72 | $0.50 | 157.7% | 99% |
| 20260811 | $7.88 | $0.43 | 101.3% | 54% |
| 20260810 | $0.20 | $10.28 | 72.9% | 31% |
| 20260806 | $2.05 | $2.00 | — | — |
| 20260805 | $0.25 | $0.25 | 46.8% | 10% |
| 20260804 | $2.10 | $2.10 | 85.2% | 41% |
| 20260803 | $2.72 | $2.72 | 72.9% | 31% |
| 20260731 | $2.75 | $2.75 | 79.7% | 36% |
| 20260730 | $3.90 | $3.90 | 57.6% | 18% |
| 20260729 | $4.45 | $4.45 | — | — |
| 20260728 | $3.90 | $3.90 | 77.4% | 34% |
| 20260727 | $3.90 | $3.90 | 36.1% | 1% |
| 20260724 | $3.90 | $3.90 | 34.6% | 0% |
| 20260723 | $3.90 | $3.90 | 36.7% | 0% |
| 20260722 | $2.62 | $2.62 | 56.5% | 14% |
| 20260721 | $0.17 | $0.17 | 56.7% | 15% |
| 20260720 | $1.97 | $1.97 | 48.1% | 7% |
| 20260716 | $3.90 | $3.35 | 52.1% | 11% |
| 20260715 | $0.30 | $3.25 | 47.5% | 7% |
More on CHMI
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.