CNH · Expected Move
CNH INDUSTRIAL N.V.
The expected move for CNH 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).
CNH 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 CNH Expected Move
30-Day Straddle
$1.52
7-Day Straddle
$0.60
30-Day ATM IV
44.1%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to CNH'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.
CNH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261007 | $1.52 | $0.60 | 44.1% | 40% |
| 20261006 | $1.67 | $1.02 | 44.3% | 40% |
| 20261005 | $1.65 | $1.03 | 43.3% | 37% |
| 20261002 | $1.23 | $1.23 | 48.4% | 51% |
| 20261001 | $0.88 | $0.88 | 45.7% | 44% |
| 20260930 | $0.92 | $0.92 | 44.9% | 42% |
| 20260929 | $1.05 | $1.05 | 43.0% | 37% |
| 20260928 | $1.18 | $1.18 | 48.1% | 50% |
| 20260925 | $1.15 | $1.15 | 44.1% | 40% |
| 20260924 | $1.25 | $1.25 | 47.7% | 49% |
| 20260923 | $1.62 | $1.62 | 43.3% | 38% |
| 20260922 | $1.62 | $1.62 | 46.0% | 23% |
| 20260921 | $1.52 | $1.52 | 42.8% | 19% |
| 20260918 | $1.53 | $1.33 | 42.6% | 18% |
| 20260917 | $1.58 | $1.97 | 43.5% | 20% |
| 20260916 | $1.65 | $1.22 | 45.2% | 22% |
| 20260915 | $1.53 | $1.05 | 41.1% | 16% |
| 20260914 | $1.70 | $1.30 | 46.9% | 24% |
| 20260911 | $1.68 | $1.20 | 42.3% | 18% |
| 20260910 | $1.65 | $1.10 | 40.0% | 15% |
| 20260909 | $1.88 | $1.35 | 45.8% | 23% |
| 20260908 | $1.80 | $2.60 | 48.7% | 27% |
| 20260904 | $1.40 | $0.93 | 36.5% | 10% |
| 20260903 | $1.83 | $1.42 | 42.7% | 19% |
| 20260902 | $1.50 | $1.50 | 45.0% | 22% |
| 20260901 | $0.80 | $0.80 | 35.8% | 9% |
| 20260831 | $1.22 | $1.22 | 53.2% | 33% |
| 20260828 | $1.10 | $1.10 | 47.3% | 25% |
| 20260827 | $1.12 | $1.12 | 66.8% | 52% |
| 20260826 | $1.30 | $1.30 | 47.7% | 25% |
| 20260825 | $1.18 | $1.18 | 39.9% | 15% |
| 20260824 | $1.20 | $1.20 | 46.2% | 23% |
| 20260821 | $1.05 | $0.65 | 37.1% | 11% |
| 20260820 | $1.20 | $1.20 | 47.9% | 26% |
| 20260819 | $0.75 | $0.50 | 34.0% | 7% |
| 20260818 | $0.68 | $0.38 | 29.1% | 0% |
| 20260817 | $0.80 | $0.60 | 33.1% | 0% |
| 20260814 | $0.90 | $0.97 | 37.3% | 0% |
| 20260813 | $1.02 | $0.60 | 39.2% | 2% |
| 20260812 | $1.10 | $0.80 | 41.5% | 6% |
| 20260811 | $1.07 | $0.70 | 41.8% | 6% |
| 20260810 | $1.12 | $0.90 | 42.3% | 7% |
| 20260807 | — | — | 40.1% | 4% |
| 20260806 | $1.55 | $1.30 | 51.8% | 22% |
| 20260805 | $1.12 | $1.12 | 45.6% | 12% |
| 20260804 | $1.35 | $1.35 | 43.7% | 9% |
| 20260803 | $1.12 | $1.12 | 47.8% | 16% |
| 20260731 | $1.00 | $1.00 | 47.7% | 16% |
| 20260730 | $1.02 | $1.02 | 48.8% | 17% |
| 20260729 | $1.32 | $1.32 | 53.0% | 24% |
| 20260728 | $1.65 | $1.65 | 53.6% | 25% |
| 20260727 | $1.62 | $1.62 | 49.6% | 19% |
| 20260724 | $1.52 | $1.52 | 50.4% | 20% |
| 20260723 | $1.25 | $1.25 | 50.4% | 20% |
| 20260722 | $1.18 | $1.18 | 43.9% | 10% |
| 20260721 | $1.07 | $1.07 | 45.3% | 12% |
| 20260720 | $1.20 | $1.20 | 49.5% | 19% |
| 20260716 | $1.43 | $1.02 | 53.6% | 26% |
| 20260715 | $1.27 | $1.45 | 49.0% | 19% |
| 20260714 | $1.35 | $0.40 | 50.5% | 22% |
More on CNH
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.