RBC · Expected Move

RBC Bearings Incorporated

The expected move for RBC 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).

RBC 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 RBC Expected Move
30-Day Straddle
$46.60
7-Day Straddle
$21.35
30-Day ATM IV
31.9%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to RBC'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.
RBC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261005 $46.60 $21.35 31.9% 45%
20261002 $22.25 $22.25 30.2% 27%
20261001 $24.05 $24.05 30.8% 33%
20260930 $25.10 $25.10 31.8% 44%
20260929 $26.10 $26.10 31.6% 42%
20260928 $27.95 $27.95 31.5% 42%
20260925 $28.05 $28.05 30.2% 28%
20260924 $29.65 $29.65 30.8% 34%
20260923 $30.40 $30.40 31.2% 38%
20260922 $30.70 $30.70 30.8% 34%
20260921 $31.60 $31.60 30.8% 34%
20260918 $33.00 $3.92 29.7% 22%
20260917 $34.05 $10.10 30.1% 26%
20260916 $34.20 $10.95 30.6% 31%
20260915 $35.15 $14.20 30.8% 34%
20260914 $35.00 $15.15 30.9% 35%
20260911 $37.00 $17.55 29.4% 19%
20260910 $36.35 $17.75 30.3% 28%
20260909 $37.50 $19.35 30.4% 30%
20260908 $38.85 $21.00 30.4% 29%
20260904 $38.80 $21.55 29.0% 14%
20260903 $39.25 $23.10 29.1% 16%
20260902 $24.15 $24.15 29.3% 17%
20260901 $25.85 $25.85 30.0% 25%
20260831 $26.05 $26.05 29.0% 15%
20260828 $27.70 $27.70 29.2% 17%
20260827 $28.65 $28.65 29.1% 16%
20260826 $30.60 $30.60 29.1% 16%
20260825 $30.50 $30.50 30.0% 26%
20260824 $32.85 $32.85 30.8% 32%
20260821 $33.25 $7.15 29.8% 22%
20260820 $35.00 $9.50 30.1% 25%
20260819 $35.05 $9.70 29.5% 18%
20260818 $37.05 $13.50 28.9% 13%
20260817 $38.10 $14.75 28.7% 11%
20260814 $38.30 $16.60 27.7% 0%
20260813 $40.95 $18.90 29.0% 8%
20260812 $41.70 $21.15 29.5% 13%
20260811 $42.95 $22.25 30.0% 20%
20260810 $44.30 $24.50 30.6% 26%
20260807 — — 30.1% 20%
20260806 $49.25 $29.15 31.0% 30%
20260805 $30.50 $30.50 31.4% 35%
20260804 $32.15 $32.15 31.9% 40%
20260803 $32.60 $32.60 31.8% 38%
20260731 $33.20 $33.20 31.4% 34%
20260730 $40.85 $40.85 34.8% 70%
20260729 $42.30 $42.30 36.9% 93%
20260728 $41.45 $41.45 34.5% 67%
20260727 $45.00 $45.00 35.3% 76%
20260724 $46.15 $46.15 34.5% 67%
20260723 $46.35 $46.35 34.5% 67%
20260722 $46.80 $46.80 34.5% 67%
20260721 $47.25 $47.25 34.4% 67%
20260720 $47.40 $47.40 35.3% 76%
20260716 $51.20 $11.75 34.6% 68%
20260715 $51.65 $13.20 34.6% 68%
20260714 $52.25 $16.35 34.5% 67%
20260713 $53.40 $20.00 34.7% 70%
20260710 $53.75 $20.50 33.0% 51%

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.