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
$1.38
7-Day Straddle
$1.00
Avg IV
0.8%
IV Rank
20%
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
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%
20260526 $0.90 $0.90 1.4% 64%
20260522 $0.85 $0.85 1.5% 67%
20260521 $0.85 $0.85 0.9% 28%
20260520 $1.00 $1.00 1.3% 57%
20260519 $0.95 $0.95 1.4% 62%
20260518 $1.15 $1.15 1.3% 55%
20260515 $0.95 $0.38 1.0% 29%
20260514 $1.12 $0.73 1.1% 41%
20260513 $1.18 $0.90 1.1% 37%
20260512 $1.05 $1.00 1.2% 47%
20260511 $1.27 $1.05 1.2% 48%
20260510 $1.35 $0.78 1.1% 41%
20260508 $1.35 $0.78 1.1% 39%
20260507 $1.28 $0.98 1.0% 32%
20260506 $1.33 $0.80 1.0% 31%
20260505 $1.05 $0.57 1.1% 39%
20260504 $1.07 $0.55 1.3% 51%
20260502 $0.85 $0.85 1.8% 91%
20260501 $0.85 $0.85 1.6% 75%
20260430 $0.97 $0.97 1.6% 75%
20260429 $0.72 $0.72 1.9% 96%
20260428 $0.90 $0.90 1.2% 50%
20260427 $0.93 $0.93 1.8% 90%
20260424 $0.92 $0.92 1.9% 100%
20260423 $1.08 $1.08 1.3% 64%
20260422 $1.12 $1.12 1.9% 100%
20260421 $1.15 $1.15 1.3% 64%
20260420 $1.22 $1.22 1.3% 61%
20260417 $1.20 $0.72 1.6% 78%
20260416 $1.20 $0.77 1.8% 93%
20260415 $1.15 $0.80 1.3% 59%