CIM · Expected Move
Chimera Investment Corp.
The expected move for CIM 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).
CIM 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 CIM Expected Move
30-Day Straddle
$1.22
7-Day Straddle
$1.22
30-Day ATM IV
54.5%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to CIM'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.
CIM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.22 | $1.22 | 54.5% | 78% |
| 20261021 | $1.38 | $1.38 | 64.1% | 100% |
| 20261020 | $1.00 | $1.00 | 47.1% | 61% |
| 20261019 | $0.70 | $0.70 | 35.8% | 34% |
| 20261016 | $0.90 | $0.75 | 37.1% | 37% |
| 20261015 | $1.02 | $0.45 | 34.4% | 31% |
| 20261014 | $0.98 | $8.22 | — | — |
| 20261013 | $0.90 | $0.30 | 36.6% | 36% |
| 20261012 | $1.20 | $0.47 | 45.3% | 57% |
| 20261009 | $0.70 | $0.28 | 27.6% | 14% |
| 20261008 | $0.85 | $0.32 | 33.2% | 28% |
| 20261007 | $0.75 | $0.43 | 32.9% | 27% |
| 20261006 | $0.98 | $0.50 | 40.2% | 44% |
| 20261005 | $1.02 | $0.35 | 34.2% | 30% |
| 20261002 | $0.50 | $0.50 | 35.3% | 33% |
| 20261001 | $0.55 | $0.55 | 33.7% | 29% |
| 20260930 | $0.55 | $0.55 | 58.5% | 88% |
| 20260929 | $2.33 | $2.33 | 56.7% | 84% |
| 20260928 | $1.10 | $1.10 | 38.1% | 39% |
| 20260925 | $0.73 | $0.73 | 33.0% | 27% |
| 20260924 | $1.35 | $1.35 | 43.7% | 53% |
| 20260923 | $0.80 | $0.80 | 41.4% | 47% |
| 20260922 | $0.62 | $0.62 | 32.0% | 25% |
| 20260921 | $0.62 | $0.62 | 38.4% | 40% |
| 20260918 | $0.75 | $0.20 | — | — |
| 20260917 | $0.65 | $0.25 | 26.0% | 11% |
| 20260916 | $0.88 | $0.17 | — | — |
| 20260915 | $1.27 | $0.47 | 51.4% | 71% |
| 20260914 | $0.73 | $0.20 | 43.7% | 53% |
| 20260911 | $0.93 | $2.55 | 41.0% | 46% |
| 20260910 | $0.98 | $0.33 | 35.4% | 33% |
| 20260909 | $0.90 | $0.60 | 31.3% | 23% |
| 20260908 | $0.85 | $0.45 | 34.9% | 32% |
| 20260904 | $0.72 | $0.42 | 41.1% | 47% |
| 20260903 | $0.88 | $0.93 | 26.8% | 12% |
| 20260902 | $0.62 | $0.62 | 37.9% | 39% |
| 20260901 | $0.77 | $0.77 | — | — |
| 20260831 | $0.75 | $0.75 | 34.2% | 30% |
| 20260828 | $0.57 | $0.57 | 33.3% | 28% |
| 20260827 | $0.55 | $0.55 | 29.5% | 19% |
| 20260826 | $0.95 | $0.95 | 36.0% | 34% |
| 20260825 | $0.53 | $0.53 | 46.7% | 60% |
| 20260824 | $0.50 | $0.50 | 55.9% | 82% |
| 20260821 | $0.60 | $0.53 | 40.3% | 45% |
| 20260820 | $0.57 | $0.45 | 25.9% | 10% |
| 20260819 | $0.57 | $0.25 | 27.5% | 14% |
| 20260818 | $0.60 | $0.33 | 22.2% | 2% |
| 20260817 | $0.57 | $0.30 | 49.5% | 67% |
| 20260814 | $0.62 | $0.33 | 25.6% | 10% |
| 20260813 | $0.62 | $0.28 | 21.7% | 0% |
| 20260812 | $0.62 | $0.33 | 25.8% | 10% |
| 20260811 | $0.65 | $0.33 | 22.8% | 3% |
| 20260810 | $0.75 | $0.47 | 24.1% | 6% |
| 20260807 | — | — | 21.5% | 0% |
| 20260806 | $0.50 | $0.45 | 24.1% | 3% |
| 20260805 | $0.47 | $0.47 | 22.9% | 0% |
| 20260804 | $0.62 | $0.62 | 28.7% | 9% |
| 20260803 | $0.80 | $0.80 | 63.5% | 100% |
| 20260731 | $0.82 | $0.82 | — | — |
| 20260730 | $0.78 | $0.78 | 48.2% | 84% |
More on CIM
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.