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
$2.35
7-Day Straddle
$0.15
Avg IV
1.5%
IV Rank
60%
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 |
|---|---|---|---|---|
| 20260609 | $2.35 | $0.15 | 1.5% | 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% |
| 20260518 | $0.72 | $0.72 | 0.5% | 8% |
| 20260515 | $3.40 | $0.22 | 0.5% | 7% |
| 20260514 | $0.17 | $0.25 | 1.0% | 34% |
| 20260513 | $2.15 | $0.50 | 1.1% | 35% |
| 20260512 | $1.55 | $0.50 | 1.1% | 37% |
| 20260511 | $2.48 | $0.20 | 1.1% | 43% |
| 20260510 | $0.33 | $0.50 | 1.1% | 42% |
| 20260508 | $0.33 | $0.50 | 1.1% | 41% |
| 20260507 | $0.30 | $0.23 | 0.8% | 28% |
| 20260506 | $2.48 | $0.22 | 1.1% | 39% |
| 20260505 | $0.38 | $0.17 | 0.7% | 22% |
| 20260504 | $0.47 | $0.17 | 0.7% | 21% |
| 20260502 | $1.60 | $1.60 | 1.1% | 42% |
| 20260501 | $1.60 | $1.60 | 1.7% | 67% |
| 20260430 | $2.65 | $2.65 | 1.0% | 38% |
| 20260429 | $2.08 | $2.08 | 2.4% | 99% |
| 20260428 | $1.77 | $1.77 | 1.7% | 70% |
| 20260427 | $4.50 | $4.50 | 0.4% | 9% |
| 20260424 | $2.05 | $2.05 | 1.6% | 65% |
| 20260423 | $0.57 | $0.57 | 1.2% | 44% |
| 20260422 | $2.73 | $2.73 | 1.0% | 39% |
| 20260421 | $4.20 | $4.20 | 0.5% | 15% |
| 20260420 | $2.58 | $2.58 | 0.9% | 32% |
| 20260417 | $0.55 | $0.40 | 1.8% | 74% |
| 20260416 | $1.00 | $0.17 | 0.8% | 30% |
| 20260415 | $0.62 | $0.17 | 0.4% | 10% |
| 20260414 | $2.77 | $0.33 | 1.2% | 45% |
| 20260413 | $2.08 | $1.82 | 1.9% | 79% |
| 20260410 | $1.78 | $1.77 | 0.9% | 34% |
| 20260409 | $2.77 | $2.70 | 1.7% | 66% |
| 20260408 | $15.00 | $1.38 | 1.5% | 58% |
| 20260407 | $2.77 | $0.50 | 1.6% | 63% |
| 20260406 | $0.72 | $0.75 | 1.6% | 64% |
| 20260402 | $0.85 | $2.73 | 1.5% | 58% |
| 20260401 | $1.00 | $1.00 | 0.9% | 34% |
| 20260331 | $2.58 | $2.58 | 1.1% | 41% |
| 20260330 | $0.38 | $0.38 | 2.0% | 80% |
| 20260327 | $1.02 | $1.02 | 0.8% | 29% |
| 20260326 | $0.35 | $0.35 | 1.4% | 56% |
| 20260325 | $1.12 | $1.12 | 0.9% | 34% |
| 20260324 | $0.75 | $0.75 | 1.9% | 78% |
| 20260323 | $1.50 | $1.50 | 2.0% | 84% |
| 20260320 | $1.75 | $0.30 | 1.5% | 61% |
| 20260319 | $2.15 | $0.20 | 1.5% | 58% |
| 20260318 | $0.55 | $0.20 | 1.3% | 48% |