Tracking the CHMI expected move helps you see how far Cherry Hill Mortgage Investment Corp's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Cherry Hill Mortgage Investment Corp's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the CHMI expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For CHMI, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The CHMI expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Cherry Hill Mortgage Investment Corp is unlikely to go.
Cherry Hill Mortgage Investment Corporation, a residential real estate finance company, acquires, invests in, and manages residential mortgage assets in the United States. The company operates through Investments in RMBS (residential mortgage-backed securities), Investments in Servicing Related Assets, and All Other segments. It manages a portfolio of servicing related assets and RMBS. Cherry Hill Mortgage Investment Corporation qualifies as a real estate investment trust for federal income tax purposes. The company generally would not be subject to federal corporate income taxes if it distributes at least 90% of its taxable income to its stockholders.
Cherry Hill Mortgage Investment Corporation was incorporated in 2012 and is based in Farmingdale, New Jersey.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the CHMI expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Cherry Hill Mortgage Investment Corp expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about CHMI.
