CHTR · Expected Move

Charter Comm Inc Del CL A New

The expected move for CHTR 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).

CHTR straddle price & implied vol

60 sessions

Bars: 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 CHTR Expected Move
30-Day Straddle
$19.65
7-Day Straddle
$9.98
30-Day ATM IV
76.3%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to CHTR'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.
CHTR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $19.65 $9.98 76.3% 74%
20261021 $16.65 $9.85 67.8% 52%
20261020 $19.25 $11.77 76.3% 74%
20261019 $18.80 $9.50 77.7% 77%
20261016 $19.10 $6.60 76.8% 75%
20261015 $18.05 $5.83 73.0% 65%
20261014 $17.40 $8.90 73.2% 66%
20261013 $18.85 $8.47 77.4% 76%
20261012 $20.30 $6.18 85.8% 98%
20261009 $20.40 $7.65 86.8% 100%
20261008 $18.90 $9.12 75.9% 75%
20261007 $18.50 $7.95 76.1% 75%
20261006 $19.55 $8.78 76.1% 75%
20261005 $19.40 $6.90 75.1% 73%
20261002 $15.75 $7.65 72.5% 66%
20261001 $16.85 $8.28 69.7% 59%
20260930 $17.25 $9.00 68.0% 54%
20260929 $17.10 $7.62 67.0% 52%
20260928 $18.70 $6.70 67.5% 53%
20260925 $13.70 $7.25 58.2% 29%
20260924 $14.20 $9.03 57.4% 29%
20260923 $15.65 $8.93 59.3% 34%
20260922 $14.30 $7.25 51.4% 16%
20260921 $16.40 $8.45 55.3% 25%
20260918 $14.60 $8.00 51.0% 14%
20260917 $16.55 $9.27 52.4% 18%
20260916 $16.85 $9.40 54.9% 24%
20260915 $16.05 $11.88 50.0% 12%
20260914 $18.10 $8.00 54.5% 23%
20260911 $16.40 $9.65 51.5% 16%
20260910 $16.90 $8.57 53.6% 21%
20260909 $15.95 $10.90 52.3% 18%
20260908 $17.40 $12.57 51.3% 15%
20260904 $15.85 $7.22 46.9% 4%
20260903 $15.75 $8.93 47.0% 5%
20260902 $17.70 $10.40 48.8% 9%
20260901 $19.15 $12.15 55.8% 26%
20260831 $17.55 $6.80 48.6% 9%
20260828 $18.35 $8.38 49.4% 11%
20260827 $16.60 $10.05 49.5% 11%
20260826 $19.20 $10.85 53.5% 21%
20260825 $16.95 $11.45 48.4% 8%
20260824 $20.40 $8.00 55.6% 26%
20260821 $15.30 $8.25 50.6% 14%
20260820 $17.55 $10.70 51.1% 15%
20260819 $17.90 $11.55 51.0% 15%
20260818 $17.60 $14.55 49.3% 10%
20260817 $17.15 $9.55 50.8% 14%
20260814 $16.45 $8.62 50.9% 14%
20260813 $18.95 $10.90 53.0% 20%
20260812 $16.65 $8.65 49.1% 10%
20260811 $20.00 $13.30 54.8% 24%
20260810 $20.30 $8.53 55.8% 26%
20260807 — — 53.8% 21%
20260806 $20.35 $11.50 59.5% 38%
20260805 $20.50 $11.50 58.7% 36%
20260804 $21.00 $15.25 60.0% 39%
20260803 $20.70 $8.20 60.7% 41%
20260731 $17.95 $9.65 56.5% 31%
20260730 $17.40 $9.65 58.1% 35%

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.