Chemed Corporation (CHE) IV/HV History

Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.

Chemed Corporation (CHE) operates in the Healthcare sector, specifically the Medical - Care Facilities industry, with a market capitalization near $6.15B, listed on NYSE, employing roughly 15,644 people, carrying a beta of 0.54 to the broader market. Chemed Corporation provides hospice and palliative care services to patients through a network of physicians, doctors, registered nurses, home health aides, social workers, clergy, and volunteers primarily in the United States. Led by Kevin J. McNamara, public since 1973-05-03.

Snapshot as of Jun 30, 2026.

Spot Price

$464.65

ATM IV

27.7%

HV 20-Day

30.8%

HV 60-Day

30.3%

IV Rank

31.3%

IV Percentile

54.8%

As of Jun 30, 2026, Chemed Corporation (CHE) ATM implied volatility is 27.7%. 20-day realized volatility is 30.8%, producing an IV-HV spread of -3.1 vol points. Realized volatility currently exceeds implied, an inversion that can signal a pending IV expansion. IV rank is 31.3%.

How CHE iv/hv history Data Feeds Strategy Selection

Strategy selection on Chemed Corporation options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 27.7% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the CHE IV vs HV chart

The dual-line chart above tracks ATM implied volatility (forward-looking, what the chain is pricing) against 20-day realized historical volatility (backward-looking, what actually happened). ATM IV currently prints at 27.7%, 31.3% IV rank, against 30.8% realized over the trailing 20 trading days. Implied is currently below realized by 3.1 vol points, an inverted regime where premium buyers are underpaying for the move - rare and often a setup for IV expansion. Persistent IV-above-HV is the variance-risk-premium-positive state typical of equity markets; persistent IV-below-HV is rare and usually marks underpriced vol that often expands.

CHE IV/HV regimes and trade selection

CHE IV rank at 31.3% sits mid-range - no structural edge from rank alone. Strategy choice should follow event calendar and the dealer-positioning read.

Using CHE vol history alongside the term structure

The IV/HV gap on this page captures the level of premium; the term-structure slope on the volatility page captures its shape across expirations. Contango (positive slope 0.069) is the resting state - longer-dated IV trades above near-dated IV because long-dated cycles include uncertain macro states. Pair the rank read with the slope read with the event calendar to choose the right tenor for the structure.

CHE IV/HV signal in volatility-cycle context

Equity-vol cycles tend to compress and expand on multi-month timeframes: a typical sequence runs low-IV-rank consolidation (months of flat tape, decaying premium) into a vol-expansion catalyst (earnings miss, macro shock, regime change) into elevated-IV-rank stress (premiums fat, dispersion high) back to mean-reverting compression. CHE's 31.3% IV rank places the ticker in the mid-range of its 1-year window - no strong cycle-position signal. The ratio of HV-20 (30.8%) to HV-60 (30.3%) gives a second cycle indicator: when 20-day exceeds 60-day, recent realization is running hotter than the trailing-quarter average - typically a sign that recent days have already started expanding vol regardless of where IV rank prints. Use the time series above to spot inflection points: meaningful IV/HV gap closures and openings tend to precede regime shifts by a few sessions.

Learn how implied vs realized volatility is reported and how to read the data →

Daily ATM implied volatility and 20-day realized (historical) volatility for CHE over the last ~35 trading days. The IV-HV gap measures the variance risk premium - when IV trades persistently above realized HV, premium-sellers earn the spread; when IV dips below HV, vol is structurally underpriced.

Most recent 15 trading days (descending). Older history appears in the chart above.

Frequently asked CHE iv/hv history questions

Is CHE options pricing rich or cheap right now?

As of Jun 30, 2026, Chemed Corporation (CHE) ATM IV is 27.7% against 20-day realized volatility of 30.8%. IV rank is 31.3%. Realized volatility currently exceeds implied: an inversion of the typical equity volatility risk premium that often precedes IV expansion.

What is the CHE variance risk premium?

The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. CHE is currently pricing inverted to the historical pattern, which is one input to whether short-vol or long-vol structures carry their typical edge.

What does CHE IV rank mean for strategy selection?

IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. CHE's current rank of 31.3% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.