Chime Financial, Inc. Class A Common Stock (CHYM) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
Chime Financial, Inc. Class A Common Stock (CHYM) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $6.68B, listed on NASDAQ, employing roughly 1,465 people, carrying a beta of 1.11 to the broader market. Chime is a mobile-first fintech platform offering fee-free banking services—such as checking, savings, early paycheck access, and overdraft protection—via partnerships with FDIC-insured banks. Led by Mark T. Troughton, public since 2025-06-12.
Snapshot as of May 15, 2026.
- Spot Price
- $17.67
- Expected Move
- 17.9%
- Implied High
- $20.84
- Implied Low
- $14.50
- Front DTE
- 34 days
As of May 15, 2026, Chime Financial, Inc. Class A Common Stock (CHYM) has an expected move of 17.95%, a one-standard-deviation implied price range of roughly $14.50 to $20.84 from the current $17.67. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
CHYM Strategy Sizing to the Expected Move
With Chime Financial, Inc. Class A Common Stock pricing an expected move of 17.95% from $17.67, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for CHYM derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $17.67 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 62.6% | 19.1% | $21.05 | $14.29 |
| Jul 17, 2026 | 63 | 62.0% | 25.8% | $22.22 | $13.12 |
| Sep 18, 2026 | 126 | 65.6% | 38.5% | $24.48 | $10.86 |
| Dec 18, 2026 | 217 | 69.6% | 53.7% | $27.15 | $8.19 |
| Jan 15, 2027 | 245 | 66.5% | 54.5% | $27.30 | $8.04 |
| Jan 21, 2028 | 616 | 69.8% | 90.7% | $33.69 | $1.65 |
Frequently asked CHYM expected move questions
- What is the current CHYM expected move?
- As of May 15, 2026, Chime Financial, Inc. Class A Common Stock (CHYM) has an expected move of 17.95% over the next 34 days, implying a one-standard-deviation price range of $14.50 to $20.84 from the current $17.67. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the CHYM expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is CHYM expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.