How do you interest a CEO in strategic thinking and change?

Your question implies that the corporate CEO is not an owner. If that is the case, the difference is ownership and that greatly influences the consulting relationship.

An owner receives money from the business from cash proceeds from the business and from sale or transfer of the business. The wealth building event is transferring the business for value. For various reasons (mostly involving issues of control), founders tend to resist delegating and creating management competency in the business. Often what changes the course is helping a founder understand that the more the business depends on the services of an owner, the less it is worth on transfer. A sophisticated buyer will have a problem with the purchase of a business which requires the services of the seller. The challenge is met when the founder accepts the wisdom of managing the business well by constantly preparing it for a transfer for value by internal sale (pursuant to owners’ agreement) or external sale (to a third party).

Where the CEO is  not an owner, compensation can make a difference. Often the CEO is compensated primarily on short term performance and then somewhat whimsically. The CEO’s resistance to change or strategic planning is that it allocates resources away from the short-term performance standards required for the CEO’s higher compensation. In the case of the CEO, what changes the course is to identify a compensation reward for prioritizing strategic or other change activity.