CYH · Expected Move

Community Health Systems, Inc.

The expected move for CYH 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).

CYH 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 CYH Expected Move
30-Day Straddle
$0.70
7-Day Straddle
$0.70
30-Day ATM IV
67.1%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to CYH'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.
CYH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $0.70 $0.70 67.1% 37%
20261022 $0.75 $0.75 66.5% 37%
20261021 $0.57 $0.57 91.0% 70%
20261020 $0.52 $0.52 — —
20261019 $0.68 $0.68 95.3% 75%
20261016 $0.80 $0.75 109.2% 94%
20261015 $0.72 $7.58 107.6% 92%
20261014 $0.70 $0.50 92.7% 72%
20261013 $0.60 $7.60 78.3% 52%
20261012 $0.82 $0.50 80.4% 55%
20261009 $0.55 $0.80 77.1% 51%
20261008 $0.62 $0.57 — —
20261007 $0.85 $0.80 91.4% 70%
20261006 $0.70 $0.70 103.4% 86%
20261005 $0.85 $0.50 91.5% 70%
20261002 $0.67 $0.67 76.6% 50%
20261001 $0.47 $0.47 78.9% 45%
20260930 $1.18 $1.18 73.0% 38%
20260929 $1.07 $1.07 — —
20260928 $0.28 $0.28 54.7% 17%
20260925 $0.28 $0.28 62.3% 20%
20260924 $0.30 $0.30 61.0% 19%
20260923 $2.10 $2.10 — —
20260922 $0.30 $0.30 53.6% 12%
20260921 $2.15 $2.15 51.5% 11%
20260918 $0.45 $0.50 39.2% 0%
20260917 $0.25 $2.00 43.8% 0%
20260916 $0.30 $3.90 69.6% 17%
20260915 $0.38 $0.50 64.8% 13%
20260914 $0.50 $0.30 70.7% 18%
20260911 $0.47 $0.50 65.6% 13%
20260910 $0.40 $0.28 55.4% 3%
20260909 $0.60 $0.28 85.3% 32%
20260908 $2.48 $0.33 — —
20260904 $0.70 $0.65 — —
20260903 $0.85 $0.28 74.7% 22%
20260902 $2.15 $2.15 88.2% 35%
20260901 $0.28 $0.28 71.9% 19%
20260831 $0.60 $0.60 64.7% 12%
20260828 $2.20 $2.20 — —
20260827 $1.60 $1.60 56.6% 5%
20260826 $1.18 $1.18 61.7% 10%
20260825 $0.60 $0.60 78.3% 26%
20260824 $0.32 $0.32 51.8% 0%
20260821 $0.30 $0.15 56.2% 1%
20260820 $0.35 $0.23 55.3% 0%
20260819 $0.42 $2.05 — —
20260818 $0.45 $0.10 64.8% 10%
20260817 $0.70 $7.55 97.2% 42%
20260814 $0.45 $0.12 61.1% 6%
20260813 $0.45 $0.25 60.1% 5%
20260812 $0.50 $0.75 67.8% 13%
20260811 $0.48 $1.43 60.9% 6%
20260810 $0.57 $2.15 73.8% 19%
20260807 — — 69.1% 14%
20260806 $0.55 $1.70 — —
20260805 $0.35 $0.35 74.1% 19%
20260804 $0.47 $0.47 72.8% 18%
20260803 $0.35 $0.35 75.3% 20%
20260731 $0.68 $0.68 65.3% 10%

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.