CNH (CNH INDUSTRIAL N.V.)

Expected Move & Straddle Price History

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).

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 CNH Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$0.65
Avg IV
1.1%
IV Rank
43%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260821 $1.05 $0.65 1.1% 43%
20260820 $1.20 $1.20 1.2% 48%
20260819 $0.75 $0.50 1.3% 53%
20260818 $0.68 $0.38 1.3% 56%
20260817 $0.80 $0.60 1.1% 40%
20260814 $0.90 $0.97 0.8% 20%
20260813 $1.02 $0.60 1.3% 51%
20260812 $1.10 $0.80 0.9% 26%
20260811 $1.07 $0.70 0.8% 18%
20260810 $1.12 $0.90 1.2% 49%
20260806 $1.55 $1.30 0.9% 23%
20260805 $1.12 $1.12 1.6% 75%
20260804 $1.35 $1.35 1.0% 35%
20260803 $1.12 $1.12 1.6% 77%
20260731 $1.00 $1.00 1.4% 63%
20260730 $1.02 $1.02 1.7% 85%
20260729 $1.32 $1.32 1.7% 83%
20260728 $1.65 $1.65 0.9% 27%
20260727 $1.62 $1.62 1.3% 57%
20260724 $1.52 $1.52 1.4% 64%
20260723 $1.25 $1.25 1.5% 67%
20260722 $1.18 $1.18 1.1% 39%
20260721 $1.07 $1.07 1.1% 39%
20260720 $1.20 $1.20 1.4% 59%
20260716 $1.43 $1.02 1.2% 45%
20260715 $1.27 $1.45 1.0% 33%
20260714 $1.35 $0.40 1.2% 46%
20260713 $1.30 $0.70 1.0% 33%
20260710 $1.20 $0.75 0.8% 17%
20260709 $1.30 $0.60 1.0% 36%
20260708 $1.30 $0.70 1.0% 34%
20260707 $1.38 $1.00 0.8% 20%
20260706 $1.43 $1.03 0.8% 17%
20260702 $1.07 $1.07 0.8% 21%
20260701 $0.95 $0.95 1.9% 96%
20260630 $1.50 $1.50 1.9% 99%
20260629 $1.50 $1.50 1.1% 42%
20260626 $1.32 $1.32 1.3% 56%
20260625 $1.23 $1.23 1.4% 65%
20260624 $0.98 $0.98 1.1% 40%
20260623 $0.88 $0.88 1.4% 58%
20260622 $1.05 $1.05 1.2% 45%
20260618 $1.05 $0.47 1.2% 50%
20260617 $1.02 $0.50 1.7% 87%
20260616 $1.18 $0.58 1.1% 43%
20260615 $1.48 $0.93 1.3% 51%
20260613 $1.18 $0.82 0.9% 23%
20260612 $1.18 $0.82 1.0% 35%
20260611 $1.07 $0.57 0.7% 14%
20260610 $1.15 $0.72 1.5% 68%
20260609 $1.32 $0.90 1.0% 35%
20260608 $1.38 $1.05 1.4% 60%
20260605 $8.65 $1.05 1.0% 35%
20260604 $1.60 $1.22 0.6% 3%
20260603 $1.58 $1.23 0.5% 0%
20260602 $1.15 $1.15 1.6% 70%
20260601 $0.78 $0.78 1.4% 57%
20260529 $0.78 $0.78 1.8% 91%
20260528 $0.88 $0.88 1.6% 69%
20260527 $0.93 $0.93 1.6% 72%