ThetaOwl

CNH

CNH Industrial N.V.Industrials
$10.65
Bullish
Mkt Cap: $13.22B|Float: 1.23B|SI: 3.9%|DTC: 3.3
Data as of market close Apr 2, 2026
IV Rank
89
IV Pctl
67%
HV 20d
39.9%
52W Range
$9-$14
ATR(14)
$0.42
Exp. Move
±9.9%
P/C Ratio
0.13
Earnings
Apr 30
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Wide
Low Put/Call

CNH Key Options Data

IV Rank
89.3%
Total GEX
$0.00B
Total DEX
$1.5M
Max Pain
$10.00
Expected Move
±9.9%
Put/Call OI
0.13
Net Premium
$0.0M
Spot Price
$10.65

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$1.05±9.9%$9.60$11.70
2026-05-1543±$1.27±12.0%$9.37$11.92
2026-06-1877±$1.65±15.5%$9.00$12.30
2026-09-18169±$2.38±22.3%$8.27$13.02
2027-01-15288±$2.92±27.5%$7.72$13.57

Explore CNH options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.