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
$1.32
7-Day Straddle
$0.62
Avg IV
1.0%
IV Rank
20%
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
20260916 $1.32 $0.62 1.0% 20%
20260915 $1.48 $0.75 0.9% 16%
20260914 $1.35 $1.00 0.9% 17%
20260911 $1.38 $0.88 1.1% 26%
20260910 $1.32 $1.77 1.2% 32%
20260909 $1.93 $0.85 1.5% 57%
20260908 $1.12 $0.50 0.9% 17%
20260904 $1.50 $0.68 0.8% 12%
20260903 $1.12 $0.97 0.8% 10%
20260902 $0.97 $0.97 2.1% 90%
20260901 $0.95 $0.95 2.1% 94%
20260831 $0.88 $0.88 2.2% 97%
20260828 $1.27 $1.27 1.8% 74%
20260827 $0.98 $0.98 1.7% 68%
20260826 $1.10 $1.10 1.8% 74%
20260825 $1.18 $1.18 1.3% 40%
20260824 $1.05 $1.05 1.8% 73%
20260821 $1.05 $0.75 1.6% 58%
20260820 $1.02 $0.50 1.5% 53%
20260819 $1.10 $0.57 1.5% 51%
20260818 $1.15 $0.75 1.8% 73%
20260817 $1.07 $0.88 1.5% 54%
20260814 $1.05 $0.90 1.3% 41%
20260813 $1.08 $0.85 1.4% 46%
20260812 $1.30 $0.75 1.6% 57%
20260811 $1.40 $0.88 1.3% 43%
20260810 $1.58 $1.00 1.3% 42%
20260806 $1.50 $1.17 1.2% 35%
20260805 $0.88 $0.88 2.1% 93%
20260804 $1.32 $1.32 2.1% 90%
20260803 $1.58 $1.58 2.1% 91%
20260731 $1.62 $1.62 2.0% 88%
20260730 $2.00 $2.00 1.7% 68%
20260729 $1.93 $1.93 2.1% 90%
20260728 $2.02 $2.02 1.5% 52%
20260727 $2.08 $2.08 1.7% 67%
20260724 $1.93 $1.93 1.5% 56%
20260723 $1.65 $1.65 1.3% 43%
20260722 $1.57 $1.57 1.6% 57%
20260721 $1.50 $1.50 1.4% 49%
20260720 $1.40 $1.40 1.4% 47%
20260716 $1.80 $1.17 0.9% 13%
20260715 $1.75 $1.50 1.3% 44%
20260714 $1.75 $0.78 1.1% 30%
20260713 $1.85 $0.78 1.2% 34%
20260710 $1.52 $1.20 0.9% 15%
20260709 $1.95 $1.07 1.1% 27%
20260708 $1.88 $1.07 0.7% 0%
20260707 $1.83 $1.25 1.1% 25%
20260706 $2.35 $1.38 1.2% 31%
20260702 $1.30 $1.30 2.0% 87%
20260701 $1.23 $1.23 1.6% 56%
20260630 $1.12 $1.12 1.4% 47%
20260629 $1.45 $1.45 1.7% 61%
20260626 $1.50 $1.50 0.9% 8%
20260625 $1.48 $1.48 0.9% 13%
20260624 $1.68 $1.68 0.9% 11%
20260623 $1.45 $1.45 1.0% 14%
20260622 $1.48 $1.48 1.4% 43%
20260618 $1.68 $0.78 1.3% 36%