IPO · Expected Move
Renaissance IPO ETF · ETF
The expected move for IPO 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).
IPO 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 IPO Expected Move
30-Day Straddle
$3.95
7-Day Straddle
$3.95
30-Day ATM IV
36.3%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to IPO'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.
IPO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.95 | $3.95 | 36.3% | 50% |
| 20261021 | $3.67 | $3.67 | 31.1% | 26% |
| 20261020 | $4.07 | $4.07 | 34.3% | 41% |
| 20261019 | $3.47 | $3.47 | 30.2% | 22% |
| 20261016 | $4.07 | $1.55 | 33.7% | 30% |
| 20261015 | $4.20 | $1.48 | 32.4% | 25% |
| 20261014 | $4.00 | $1.77 | 32.4% | 25% |
| 20261013 | $4.33 | $1.53 | 32.2% | 24% |
| 20261012 | $3.95 | $3.17 | 29.2% | 14% |
| 20261009 | $4.65 | $1.75 | 31.8% | 23% |
| 20261008 | $4.65 | $1.77 | 31.4% | 22% |
| 20261007 | $3.75 | $1.75 | 25.4% | 0% |
| 20261006 | $4.88 | $2.40 | 31.9% | 19% |
| 20261005 | $4.80 | $2.50 | 30.5% | 14% |
| 20261002 | $2.35 | $2.35 | 33.8% | 26% |
| 20261001 | $2.65 | $2.65 | 29.9% | 11% |
| 20260930 | $3.15 | $3.15 | 33.5% | 25% |
| 20260929 | $2.45 | $2.45 | 26.9% | 0% |
| 20260928 | $2.83 | $2.83 | 32.1% | 12% |
| 20260925 | $2.95 | $2.95 | 30.2% | 5% |
| 20260924 | $3.12 | $3.12 | 30.8% | 7% |
| 20260923 | $3.42 | $3.42 | 34.5% | 22% |
| 20260922 | $3.53 | $3.53 | 32.3% | 14% |
| 20260921 | $3.75 | $3.75 | 34.5% | 22% |
| 20260918 | $4.05 | $1.82 | 34.4% | 22% |
| 20260917 | $4.20 | $2.03 | 35.9% | 28% |
| 20260916 | $4.45 | $1.52 | 37.8% | 36% |
| 20260915 | $4.05 | $2.70 | 34.1% | 21% |
| 20260914 | $4.30 | $2.00 | 34.2% | 21% |
| 20260911 | $4.90 | $2.88 | 37.5% | 35% |
| 20260910 | $4.67 | $2.85 | 36.8% | 32% |
| 20260909 | $4.90 | $2.88 | 37.0% | 33% |
| 20260908 | $4.42 | $2.90 | 32.6% | 18% |
| 20260904 | $4.55 | $3.20 | 33.9% | 22% |
| 20260903 | $5.42 | $3.08 | 35.8% | 30% |
| 20260902 | $2.88 | $2.88 | 34.2% | 24% |
| 20260901 | $3.17 | $3.17 | 36.7% | 34% |
| 20260831 | $2.58 | $2.58 | 33.7% | 22% |
| 20260828 | $3.65 | $3.65 | 35.6% | 30% |
| 20260827 | $3.15 | $3.15 | 32.9% | 19% |
| 20260826 | $4.12 | $4.12 | 38.0% | 39% |
| 20260825 | $4.40 | $4.40 | 38.4% | 41% |
| 20260824 | $3.67 | $3.67 | 35.0% | 27% |
| 20260821 | $3.75 | $1.35 | 32.5% | 17% |
| 20260820 | $4.40 | $1.38 | 36.6% | 34% |
| 20260819 | $3.97 | $1.73 | 31.9% | 16% |
| 20260818 | $4.12 | $2.17 | 32.3% | 17% |
| 20260817 | $4.95 | $1.70 | 35.7% | 31% |
| 20260814 | $4.70 | $2.10 | 33.5% | 22% |
| 20260813 | $4.42 | $1.85 | 36.5% | 34% |
| 20260812 | $5.30 | $2.75 | 38.2% | 40% |
| 20260811 | $4.88 | $2.80 | 34.4% | 25% |
| 20260810 | $6.15 | $3.75 | 47.4% | 77% |
| 20260807 | — | — | 41.1% | 52% |
| 20260806 | $6.15 | $3.97 | 42.0% | 55% |
| 20260805 | $4.18 | $4.18 | 43.0% | 59% |
| 20260804 | $4.08 | $4.08 | 37.5% | 38% |
| 20260803 | $3.97 | $3.97 | 39.3% | 45% |
| 20260731 | $3.90 | $3.90 | 39.8% | 47% |
| 20260730 | $4.22 | $4.22 | 40.3% | 49% |
More on IPO
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.