RAIL · Expected Move
FreightCar America, Inc.
The expected move for RAIL 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).
RAIL 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 RAIL Expected Move
30-Day Straddle
$0.82
7-Day Straddle
$0.82
30-Day ATM IV
122.9%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to RAIL'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.
RAIL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261102 | $0.82 | $0.82 | 122.9% | 100% |
| 20261030 | $1.27 | $1.27 | 84.3% | 54% |
| 20261029 | $1.00 | $1.00 | 85.0% | 55% |
| 20261028 | $0.80 | $0.80 | 90.8% | 64% |
| 20261027 | $0.88 | $0.88 | 78.3% | 37% |
| 20261026 | $1.00 | $1.00 | 87.7% | 50% |
| 20261023 | $1.00 | $1.00 | 76.9% | 35% |
| 20261022 | $1.00 | $1.00 | 78.2% | 37% |
| 20261021 | $1.22 | $1.22 | 95.6% | 60% |
| 20261020 | $1.12 | $1.12 | 84.4% | 45% |
| 20261019 | $3.67 | $3.67 | 90.0% | 53% |
| 20261016 | $1.70 | $1.02 | 95.7% | 60% |
| 20261015 | $1.70 | $1.17 | 77.9% | 37% |
| 20261014 | $11.43 | $3.58 | — | — |
| 20261013 | $1.97 | $1.55 | 78.4% | 37% |
| 20261012 | $2.00 | $1.70 | 95.3% | 60% |
| 20261009 | $2.30 | $1.38 | 81.8% | 42% |
| 20261008 | $1.82 | $1.60 | 81.8% | 42% |
| 20261007 | $1.80 | $1.43 | 112.4% | 83% |
| 20261006 | $1.67 | $1.58 | 86.3% | 48% |
| 20261005 | $1.65 | $1.48 | 101.1% | 68% |
| 20261002 | $1.27 | $1.27 | 83.0% | 43% |
| 20261001 | $1.45 | $1.45 | 90.3% | 53% |
| 20260930 | $1.15 | $1.15 | 60.5% | 14% |
| 20260929 | $1.10 | $1.10 | 81.5% | 41% |
| 20260928 | $1.10 | $1.10 | 73.2% | 30% |
| 20260925 | $1.17 | $1.17 | 79.8% | 39% |
| 20260924 | $1.10 | $1.10 | 75.0% | 33% |
| 20260923 | $1.07 | $1.07 | 76.5% | 26% |
| 20260922 | $1.27 | $1.27 | 78.3% | 28% |
| 20260921 | $1.12 | $1.12 | 75.3% | 25% |
| 20260918 | $1.02 | $0.28 | 61.7% | 11% |
| 20260917 | $1.38 | $0.35 | 81.9% | 32% |
| 20260916 | $1.32 | $0.62 | 74.0% | 24% |
| 20260915 | $1.48 | $0.75 | 72.0% | 22% |
| 20260914 | $1.35 | $1.00 | 73.0% | 23% |
| 20260911 | $1.38 | $0.88 | 74.6% | 24% |
| 20260910 | $1.32 | $1.77 | 70.6% | 20% |
| 20260909 | $1.93 | $0.85 | 100.9% | 51% |
| 20260908 | $1.12 | $0.50 | 57.4% | 7% |
| 20260904 | $1.50 | $0.68 | 70.1% | 20% |
| 20260903 | $1.12 | $0.97 | 59.5% | 9% |
| 20260902 | $0.97 | $0.97 | 50.3% | 0% |
| 20260901 | $0.95 | $0.95 | 78.3% | 28% |
| 20260831 | $0.88 | $0.88 | 62.0% | 12% |
| 20260828 | $1.27 | $1.27 | 106.7% | 57% |
| 20260827 | $0.98 | $0.98 | 85.6% | 36% |
| 20260826 | $1.10 | $1.10 | 81.9% | 32% |
| 20260825 | $1.18 | $1.18 | 87.3% | 37% |
| 20260824 | $1.05 | $1.05 | 80.8% | 31% |
| 20260821 | $1.05 | $0.75 | 81.0% | 31% |
| 20260820 | $1.02 | $0.50 | 60.7% | 10% |
| 20260819 | $1.10 | $0.57 | — | — |
| 20260818 | $1.15 | $0.75 | 65.3% | 15% |
| 20260817 | $1.07 | $0.88 | 60.8% | 10% |
| 20260814 | $1.05 | $0.90 | 59.4% | 9% |
| 20260813 | $1.08 | $0.85 | 57.3% | 7% |
| 20260812 | $1.30 | $0.75 | 70.4% | 20% |
| 20260811 | $1.40 | $0.88 | 72.0% | 22% |
| 20260810 | $1.58 | $1.00 | 53.2% | 3% |
More on RAIL
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.