RACE · Expected Move

Ferrari N.V.

The expected move for RACE 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).

RACE straddle price & implied vol

60 sessions

Bars: 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 RACE Expected Move
30-Day Straddle
$27.30
7-Day Straddle
$10.45
30-Day ATM IV
27.4%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to RACE'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.
RACE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $27.30 $10.45 27.4% 11%
20261106 $26.85 $13.50 28.7% 17%
20261105 $28.10 $15.90 28.9% 19%
20261104 $27.40 $15.70 27.1% 9%
20261103 $28.40 $18.95 29.6% 22%
20261102 $34.15 $24.90 36.4% 58%
20261030 $32.35 $24.90 36.1% 56%
20261029 $32.15 $24.60 35.6% 54%
20261028 $31.65 $23.20 35.0% 50%
20261027 $32.05 $25.20 35.7% 54%
20261026 $31.90 $10.35 34.5% 48%
20261023 $31.80 $11.85 35.8% 55%
20261022 $31.40 $14.20 35.1% 51%
20261021 $31.35 $13.45 34.6% 48%
20261020 $32.70 $14.20 35.1% 51%
20261019 $31.95 $9.05 35.1% 51%
20261016 $31.05 $11.60 34.8% 49%
20261015 $31.75 $12.25 34.9% 50%
20261014 $30.85 $12.75 34.6% 48%
20261013 $31.55 $13.55 34.8% 49%
20261012 $32.60 $8.50 35.8% 55%
20261009 $29.80 $9.75 34.3% 47%
20261008 $30.40 $11.45 34.4% 47%
20261007 $31.15 $12.40 35.2% 52%
20261006 $31.75 $13.55 34.1% 46%
20261005 $31.80 $8.90 33.4% 42%
20261002 $23.45 $10.55 29.6% 22%
20261001 $24.80 $12.75 29.2% 20%
20260930 $25.30 $14.45 28.1% 14%
20260929 $26.65 $14.50 28.2% 15%
20260928 $28.15 $10.90 29.5% 22%
20260925 $24.85 $12.45 27.2% 10%
20260924 $26.15 $13.85 28.0% 14%
20260923 $26.20 $13.80 27.5% 11%
20260922 $26.70 $15.05 27.7% 12%
20260921 $28.10 $10.40 27.7% 12%
20260918 $22.60 $11.65 25.9% 3%
20260917 $25.65 $13.50 27.2% 10%
20260916 $26.55 $15.45 27.7% 12%
20260915 $27.10 $16.10 28.4% 16%
20260914 $28.15 $10.55 29.1% 20%
20260911 $26.00 $13.60 28.0% 14%
20260910 $26.85 $14.80 29.0% 19%
20260909 $26.25 $13.30 28.2% 15%
20260908 $27.25 $14.35 28.8% 18%
20260904 $24.35 $11.75 27.3% 10%
20260903 $25.25 $12.10 26.7% 7%
20260902 $25.75 $13.85 27.3% 10%
20260901 $26.15 $14.65 27.5% 11%
20260831 $28.15 $9.00 27.7% 12%
20260828 $24.85 $11.15 27.0% 9%
20260827 $24.75 $11.75 27.0% 9%
20260826 $26.85 $12.85 28.1% 15%
20260825 $27.40 $15.15 27.5% 11%
20260824 $27.95 $10.35 27.5% 12%
20260821 $24.20 $10.75 25.3% 0%
20260820 $24.65 $12.70 25.8% 0%
20260819 $26.35 $14.95 26.5% 4%
20260818 $26.10 $14.05 26.5% 4%
20260817 $28.40 $10.57 28.1% 13%

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.