CHMI (CHERRY HILL MORTGAGE INVESTMENT CORPORATION)
Expected Move & Straddle Price History
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).
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 CHMI Expected Move
30-Day Straddle
$8.25
7-Day Straddle
$0.42
Avg IV
1.0%
IV Rank
32%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260814 | $8.25 | $0.42 | 1.0% | 32% |
| 20260813 | $7.72 | $7.97 | 0.5% | 10% |
| 20260812 | $7.72 | $0.50 | 0.9% | 27% |
| 20260811 | $7.88 | $0.43 | 1.5% | 51% |
| 20260810 | $0.20 | $10.28 | 1.5% | 54% |
| 20260806 | $2.05 | $2.00 | 0.2% | 0% |
| 20260805 | $0.25 | $0.25 | 2.0% | 74% |
| 20260804 | $2.10 | $2.10 | 1.7% | 61% |
| 20260803 | $2.72 | $2.72 | 1.8% | 64% |
| 20260731 | $2.75 | $2.75 | 0.3% | 2% |
| 20260730 | $3.90 | $3.90 | 1.7% | 59% |
| 20260729 | $4.45 | $4.45 | 1.3% | 42% |
| 20260728 | $3.90 | $3.90 | 0.4% | 6% |
| 20260727 | $3.90 | $3.90 | 0.4% | 6% |
| 20260724 | $3.90 | $3.90 | 0.3% | 4% |
| 20260723 | $3.90 | $3.90 | 0.3% | 4% |
| 20260722 | $2.62 | $2.62 | 1.3% | 43% |
| 20260721 | $0.17 | $0.17 | 1.2% | 41% |
| 20260720 | $1.97 | $1.97 | 0.7% | 19% |
| 20260716 | $3.90 | $3.35 | 0.3% | 1% |
| 20260715 | $0.30 | $3.25 | 0.2% | 0% |
| 20260714 | $15.00 | $7.88 | 0.5% | 8% |
| 20260713 | $3.90 | $2.33 | 0.7% | 17% |
| 20260710 | $3.35 | $3.45 | 0.4% | 7% |
| 20260709 | $2.60 | $3.90 | 0.7% | 16% |
| 20260708 | $2.00 | $2.00 | 0.6% | 15% |
| 20260707 | $0.85 | $2.00 | 0.6% | 15% |
| 20260706 | $3.90 | $2.00 | 0.3% | 2% |
| 20260702 | $0.20 | $0.20 | 1.6% | 57% |
| 20260701 | $2.88 | $2.88 | 0.5% | 9% |
| 20260630 | $3.90 | $3.90 | 1.4% | 47% |
| 20260629 | $3.90 | $3.90 | 2.1% | 75% |
| 20260626 | $0.47 | $0.47 | 2.6% | 99% |
| 20260625 | $2.35 | $2.35 | 2.4% | 88% |
| 20260624 | $1.70 | $1.70 | 2.2% | 80% |
| 20260623 | $0.60 | $0.60 | 2.7% | 100% |
| 20260622 | $0.43 | $0.43 | 1.1% | 37% |
| 20260618 | $0.48 | $3.25 | 1.8% | 72% |
| 20260617 | $0.57 | $0.12 | 1.7% | 66% |
| 20260616 | $2.42 | $2.05 | 2.0% | 80% |
| 20260615 | $2.33 | $1.97 | 1.8% | 73% |
| 20260613 | $0.45 | $2.10 | 1.9% | 78% |
| 20260612 | $0.45 | $2.10 | 1.9% | 76% |
| 20260611 | $1.02 | $0.62 | 1.7% | 69% |
| 20260610 | $2.35 | $3.27 | 1.8% | 71% |
| 20260609 | $0.62 | $0.20 | 1.6% | 60% |
| 20260608 | $1.75 | $2.10 | 1.4% | 52% |
| 20260605 | $2.17 | $0.68 | 1.4% | 52% |
| 20260604 | $0.80 | $15.00 | 1.6% | 63% |
| 20260603 | $2.67 | $2.60 | 1.2% | 42% |
| 20260602 | $3.90 | $3.90 | 0.9% | 31% |
| 20260601 | $2.62 | $2.62 | 1.4% | 53% |
| 20260529 | $0.65 | $0.65 | 0.6% | 18% |
| 20260528 | $0.28 | $0.28 | 1.2% | 45% |
| 20260527 | $2.88 | $2.88 | 0.6% | 15% |
| 20260526 | $2.10 | $2.10 | 1.1% | 38% |
| 20260522 | $3.90 | $3.90 | 1.2% | 43% |
| 20260521 | $0.55 | $0.55 | 0.3% | 0% |
| 20260520 | $3.27 | $3.27 | 0.8% | 23% |
| 20260519 | $1.92 | $1.92 | 1.3% | 47% |