CINF · Expected Move
Cincinnati Financial Corp
The expected move for CINF 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).
CINF 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 CINF Expected Move
30-Day Straddle
$10.70
7-Day Straddle
$2.05
30-Day ATM IV
25.1%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to CINF'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.
CINF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $10.70 | $2.05 | 25.1% | 67% |
| 20261015 | $11.10 | $2.73 | 25.5% | 71% |
| 20261014 | $10.80 | $2.77 | 25.1% | 67% |
| 20261013 | $10.50 | $2.92 | 24.5% | 62% |
| 20261012 | $10.80 | $3.38 | 25.0% | 66% |
| 20261009 | $10.95 | $3.53 | 24.4% | 61% |
| 20261008 | $11.20 | $3.65 | 24.3% | 60% |
| 20261007 | $11.35 | $4.58 | 24.3% | 60% |
| 20261006 | $11.10 | $4.45 | 23.7% | 55% |
| 20261005 | $11.80 | $5.40 | 24.1% | 58% |
| 20261002 | $5.60 | $5.60 | 23.3% | 51% |
| 20261001 | $5.62 | $5.62 | 22.4% | 43% |
| 20260930 | $5.53 | $5.53 | 23.7% | 55% |
| 20260929 | $6.22 | $6.22 | 23.4% | 52% |
| 20260928 | $6.78 | $6.78 | 23.9% | 56% |
| 20260925 | $5.65 | $5.65 | 21.9% | 39% |
| 20260924 | $6.88 | $6.88 | 22.1% | 40% |
| 20260923 | $6.80 | $6.80 | 21.8% | 38% |
| 20260922 | $6.45 | $6.45 | 20.3% | 24% |
| 20260921 | $7.67 | $7.67 | 20.8% | 28% |
| 20260918 | $6.92 | $2.67 | 17.7% | 0% |
| 20260917 | $7.25 | $2.05 | 19.1% | 7% |
| 20260916 | $8.60 | $2.98 | 22.0% | 35% |
| 20260915 | $8.38 | $3.20 | 20.5% | 21% |
| 20260914 | $8.68 | $3.75 | 21.1% | 27% |
| 20260911 | $7.62 | $3.73 | 18.4% | 1% |
| 20260910 | $8.62 | $4.58 | 20.6% | 22% |
| 20260909 | $9.25 | $4.15 | 21.5% | 30% |
| 20260908 | $8.90 | $4.97 | 20.7% | 23% |
| 20260904 | $9.35 | $5.72 | 20.1% | 17% |
| 20260903 | $8.75 | $5.30 | 18.6% | 2% |
| 20260902 | $5.97 | $5.97 | 19.7% | 13% |
| 20260901 | $6.28 | $6.28 | 21.0% | 26% |
| 20260831 | $6.30 | $6.30 | 20.8% | 24% |
| 20260828 | $7.15 | $7.15 | 20.1% | 17% |
| 20260827 | $6.85 | $6.85 | 19.7% | 13% |
| 20260826 | $7.62 | $7.62 | 20.0% | 17% |
| 20260825 | $7.45 | $7.45 | 20.6% | 22% |
| 20260824 | $7.60 | $7.60 | 20.4% | 20% |
| 20260821 | $7.00 | $2.45 | 19.0% | 7% |
| 20260820 | $8.23 | $2.30 | 21.5% | 30% |
| 20260819 | $8.05 | $3.45 | 21.1% | 27% |
| 20260818 | $9.18 | $3.70 | 22.0% | 36% |
| 20260817 | $9.38 | $3.67 | 22.6% | 41% |
| 20260814 | $8.88 | $4.40 | 20.8% | 24% |
| 20260813 | $10.20 | $5.15 | 23.6% | 50% |
| 20260812 | $9.82 | $5.90 | 22.0% | 35% |
| 20260811 | $10.45 | $5.78 | 23.1% | 46% |
| 20260810 | $10.20 | $6.22 | 23.5% | 50% |
| 20260807 | — | — | 23.9% | 54% |
| 20260806 | $12.15 | $7.75 | 25.6% | 71% |
| 20260805 | $8.05 | $8.05 | 26.0% | 74% |
| 20260804 | $7.75 | $7.75 | 25.5% | 69% |
| 20260803 | $8.57 | $8.57 | 26.2% | 76% |
| 20260731 | $8.53 | $8.53 | 24.5% | 59% |
| 20260730 | $8.85 | $8.85 | 25.4% | 68% |
| 20260729 | $9.70 | $9.70 | 25.5% | 69% |
| 20260728 | $9.80 | $9.80 | 25.3% | 67% |
| 20260727 | $11.40 | $11.40 | 28.7% | 100% |
| 20260724 | $11.65 | $11.65 | 27.8% | 91% |
More on CINF
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.