RAIL (FreightCar America, Inc.)

Expected Move & Straddle Price History

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).

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.

Current RAIL Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$0.83
Avg IV
0.9%
IV Rank
5%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260612 $1.05 $0.83 0.9% 5%
20260611 $1.35 $0.88 0.8% 0%
20260610 $1.38 $0.55 1.3% 29%
20260609 $1.45 $1.00 1.1% 11%
20260608 $1.43 $0.72 1.0% 7%
20260605 $1.25 $0.53 1.0% 2%
20260604 $1.25 $0.60 1.0% 3%
20260603 $1.27 $0.68 1.3% 27%
20260602 $0.75 $0.75 2.2% 100%
20260601 $0.75 $0.75 2.1% 91%
20260529 $0.70 $0.70 1.6% 50%
20260528 $0.90 $0.90 1.7% 60%
20260527 $0.93 $0.93 2.0% 82%
20260526 $1.12 $1.12 1.7% 61%
20260522 $0.90 $0.90 1.7% 58%
20260521 $0.98 $0.98 1.7% 60%
20260520 $0.95 $0.95 1.6% 55%
20260519 $0.93 $0.93 1.8% 67%
20260518 $1.02 $1.02 1.6% 51%
20260515 $1.10 $0.70 1.7% 60%
20260514 $1.30 $0.83 1.5% 49%
20260513 $1.12 $0.75 1.4% 37%
20260512 $1.20 $0.65 1.7% 64%
20260511 $1.35 $1.25 1.5% 51%
20260510 $0.80 $1.15 1.3% 39%
20260508 $0.80 $1.15 1.3% 37%
20260507 $1.00 $0.85 1.3% 35%
20260506 $1.18 $1.10 1.3% 37%
20260505 $0.93 $0.95 1.4% 46%
20260504 $1.45 $1.72 1.4% 46%
20260502 $1.73 $1.73 1.4% 48%
20260501 $1.73 $1.73 1.5% 54%
20260430 $1.72 $1.72 1.8% 73%
20260429 $1.80 $1.80 1.7% 64%
20260428 $1.98 $1.98 1.9% 77%
20260427 $2.15 $2.15 1.4% 44%
20260424 $1.57 $1.57 1.7% 66%
20260423 $2.40 $2.40 2.0% 82%
20260422 $2.33 $2.33 1.6% 60%
20260421 $2.27 $2.27 2.1% 92%
20260420 $1.83 $1.83 1.4% 45%
20260417 $2.10 $2.48 1.2% 31%
20260416 $2.70 $1.12 1.7% 66%
20260415 $2.83 $1.12 1.9% 76%
20260414 $2.62 $1.07 1.0% 15%
20260413 $1.98 $1.15 1.0% 17%
20260410 $1.92 $1.47 1.0% 14%
20260409 $2.40 $1.82 1.3% 36%
20260408 $2.25 $1.85 1.1% 21%
20260407 $1.90 $1.27 1.3% 38%
20260406 $1.92 $1.15 1.0% 20%
20260402 $2.23 $1.95 1.0% 13%
20260401 $1.30 $1.30 1.9% 70%
20260331 $1.40 $1.40 2.0% 74%
20260330 $1.20 $1.20 2.2% 87%
20260327 $1.27 $1.27 1.8% 61%
20260326 $1.80 $1.80 1.8% 65%
20260325 $1.77 $1.77 1.4% 41%
20260324 $1.48 $1.48 1.4% 41%
20260323 $1.65 $1.65 1.7% 58%