Expected Move — CNH
Data as of market close Apr 2, 2026
CNH Expected Move Data
- Nearest Expiry
- 2026-04-17
- Expected Move
- ±9.9%
- Expected Range
- $9.60–$11.70
- Days to Expiry
- 15
- ATM Strike
- $10.00
- Spot Price
- $10.65
Expected Move by Expiration (spot: $10.65)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | $10.00 | ±$1.05 | ±9.9% | $9.60 | $11.70 |
| 2026-05-15 | 43 | $10.00 | ±$1.27 | ±12.0% | $9.37 | $11.92 |
| 2026-06-18 | 77 | $10.00 | ±$1.65 | ±15.5% | $9.00 | $12.30 |
| 2026-09-18 | 169 | $10.00 | ±$2.38 | ±22.3% | $8.27 | $13.02 |
| 2027-01-15 | 288 | $10.00 | ±$2.92 | ±27.5% | $7.72 | $13.57 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | 10 | 1.05 | 9.86 | 9.6 | 11.7 |
| 2026-05-15 | 43 | 10 | 1.27 | 11.97 | 9.37 | 11.92 |
| 2026-06-18 | 77 | 10 | 1.65 | 15.49 | 9 | 12.3 |
| 2026-09-18 | 169 | 10 | 2.38 | 22.3 | 8.27 | 13.02 |
| 2027-01-15 | 288 | 10 | 2.92 | 27.46 | 7.72 | 13.57 |
Check the expected price move for CNH by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.