CVX · Expected Move

Chevron Corporation

The expected move for CVX 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).

CVX straddle price & implied vol

60 sessions

Bars: 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 CVX Expected Move
30-Day Straddle
$16.43
7-Day Straddle
$9.20
30-Day ATM IV
31.3%
IV Rank
92%
Implied one-standard-deviation move through the next 30 days. Compare to CVX'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.
CVX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $16.43 $9.20 31.3% 92%
20261022 $16.25 $9.70 31.1% 90%
20261021 $15.25 $9.27 29.4% 69%
20261020 $15.88 $9.88 30.1% 78%
20261019 $15.32 $5.55 28.9% 63%
20261016 $14.28 $6.42 28.8% 63%
20261015 $14.25 $6.67 29.0% 65%
20261014 $15.00 $7.57 28.9% 64%
20261013 $14.28 $7.15 28.2% 55%
20261012 $13.90 $4.71 27.7% 48%
20261009 $13.35 $5.46 27.9% 51%
20261008 $13.73 $6.42 28.5% 59%
20261007 $13.12 $6.51 28.2% 55%
20261006 $13.73 $6.93 28.0% 52%
20261005 $14.05 $4.91 28.2% 54%
20261002 $13.03 $5.56 27.9% 52%
20261001 $13.50 $6.31 28.3% 56%
20260930 $13.52 $6.83 29.0% 64%
20260929 $13.93 $7.07 29.0% 65%
20260928 $14.02 $5.45 28.3% 56%
20260925 $11.80 $5.91 26.7% 36%
20260924 $12.25 $6.43 26.5% 35%
20260923 $12.77 $7.50 27.0% 40%
20260922 $13.02 $7.50 26.8% 38%
20260921 $12.90 $5.12 26.7% 36%
20260918 $12.12 $5.99 26.4% 32%
20260917 $12.48 $6.46 26.0% 28%
20260916 $13.48 $8.62 27.9% 52%
20260915 $14.55 $8.50 28.3% 56%
20260914 $13.75 $5.83 27.2% 43%
20260911 $12.35 $6.26 26.0% 28%
20260910 $12.75 $6.60 26.3% 32%
20260909 $12.97 $6.95 26.2% 26%
20260908 $12.93 $7.30 26.3% 28%
20260904 $11.32 $5.13 24.6% 9%
20260903 $11.80 $5.63 24.4% 8%
20260902 $12.45 $6.28 25.2% 16%
20260901 $13.48 $7.72 27.3% 37%
20260831 $11.93 $4.74 24.7% 11%
20260828 $11.20 $5.28 24.7% 11%
20260827 $10.85 $5.71 24.5% 8%
20260826 $11.53 $6.11 25.3% 16%
20260825 $11.88 $6.73 25.7% 21%
20260824 $12.03 $4.67 25.1% 14%
20260821 $11.50 $5.46 24.3% 6%
20260820 $11.90 $6.12 25.4% 18%
20260819 $12.20 $6.58 25.2% 16%
20260818 $12.80 $7.08 25.0% 13%
20260817 $12.35 $5.20 25.7% 21%
20260814 $10.82 $5.81 24.8% 12%
20260813 $11.25 $6.20 24.3% 6%
20260812 $10.53 $6.61 23.7% 0%
20260811 $11.90 $6.75 24.9% 0%
20260810 $12.12 $4.87 26.4% 14%
20260807 — — 26.3% 13%
20260806 $11.90 $6.08 27.7% 31%
20260805 $11.65 $6.57 27.4% 27%
20260804 $12.75 $7.35 28.9% 45%
20260803 $13.32 $5.15 28.6% 41%
20260731 $12.82 $6.22 28.1% 36%

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.