ARR · Expected Move
ARMOUR Residential REIT, Inc.
The expected move for ARR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ARR straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ARR Expected Move
30-Day Straddle
$0.97
7-Day Straddle
$0.25
30-Day ATM IV
28.0%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to ARR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ARR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $0.97 | $0.25 | 28.0% | 56% |
| 20261015 | $1.02 | $1.02 | 27.2% | 52% |
| 20261014 | $0.97 | $0.68 | 23.5% | 34% |
| 20261013 | $1.07 | $0.62 | 26.3% | 48% |
| 20261012 | $0.98 | $0.53 | 24.8% | 41% |
| 20261009 | $1.12 | $2.02 | 32.0% | 76% |
| 20261008 | $1.07 | $0.67 | 37.0% | 100% |
| 20261007 | $0.93 | $0.55 | 28.2% | 72% |
| 20261006 | $1.07 | $0.60 | 26.7% | 63% |
| 20261005 | $1.22 | $0.82 | 28.0% | 71% |
| 20261002 | $0.75 | $0.75 | 28.1% | 72% |
| 20261001 | $0.68 | $0.68 | 26.5% | 62% |
| 20260930 | $0.73 | $0.73 | 27.1% | 65% |
| 20260929 | $0.72 | $0.72 | 27.6% | 69% |
| 20260928 | $0.70 | $0.70 | 27.1% | 66% |
| 20260925 | $0.70 | $0.70 | 24.4% | 49% |
| 20260924 | $0.78 | $0.78 | 25.7% | 57% |
| 20260923 | $0.80 | $0.80 | 23.8% | 45% |
| 20260922 | $0.62 | $0.62 | 20.9% | 27% |
| 20260921 | $0.70 | $0.70 | 21.3% | 30% |
| 20260918 | $0.80 | $0.30 | 23.9% | 46% |
| 20260917 | $0.75 | $0.17 | 21.1% | 29% |
| 20260916 | $0.80 | $0.30 | 25.8% | 57% |
| 20260915 | $0.72 | $0.33 | 19.9% | 21% |
| 20260914 | $0.83 | $0.60 | 21.6% | 32% |
| 20260911 | $0.83 | $0.45 | 19.7% | 20% |
| 20260910 | $0.83 | $0.47 | 21.1% | 29% |
| 20260909 | $0.85 | $0.40 | 20.5% | 25% |
| 20260908 | $0.82 | $0.55 | 20.2% | 23% |
| 20260904 | $0.90 | $0.57 | 18.3% | 12% |
| 20260903 | $0.82 | $0.45 | 18.3% | 11% |
| 20260902 | $0.47 | $0.47 | 19.0% | 16% |
| 20260901 | $0.55 | $0.55 | 18.7% | 14% |
| 20260831 | $0.55 | $0.55 | 18.5% | 12% |
| 20260828 | $0.57 | $0.57 | 19.2% | 17% |
| 20260827 | $0.77 | $0.77 | 19.9% | 21% |
| 20260826 | $0.68 | $0.68 | 19.6% | 19% |
| 20260825 | $0.82 | $0.82 | 17.5% | 6% |
| 20260824 | $0.70 | $0.70 | 18.4% | 12% |
| 20260821 | $0.62 | $0.70 | 17.1% | 4% |
| 20260820 | $0.70 | $0.40 | 29.2% | 79% |
| 20260819 | $0.75 | $0.50 | 16.5% | 0% |
| 20260818 | $0.62 | $0.45 | 16.8% | 0% |
| 20260817 | $0.85 | $0.48 | 20.3% | 9% |
| 20260814 | $0.80 | $0.50 | 29.3% | 75% |
| 20260813 | $0.85 | $0.58 | 28.4% | 68% |
| 20260812 | $0.95 | $0.58 | 25.6% | 37% |
| 20260811 | $0.95 | $0.60 | 21.4% | 13% |
| 20260810 | $1.10 | $0.78 | 22.0% | 17% |
| 20260807 | — | — | 22.1% | 17% |
| 20260806 | $8.32 | $0.70 | — | — |
| 20260805 | $0.72 | $0.72 | 20.0% | 5% |
| 20260804 | $0.70 | $0.70 | 20.8% | 10% |
| 20260803 | $0.75 | $0.75 | 23.1% | 23% |
| 20260731 | $0.77 | $0.77 | 21.2% | 12% |
| 20260730 | $0.78 | $0.78 | 21.5% | 14% |
| 20260729 | $0.90 | $0.90 | 22.9% | 22% |
| 20260728 | $0.90 | $0.90 | 24.5% | 31% |
| 20260727 | $0.88 | $0.88 | 22.1% | 17% |
| 20260724 | $0.80 | $0.80 | 21.9% | 16% |
More on ARR
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.