RBRK · Expected Move

Rubrik, Inc.

The expected move for RBRK 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).

RBRK 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 RBRK Expected Move
30-Day Straddle
$15.55
7-Day Straddle
$8.90
30-Day ATM IV
58.1%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to RBRK'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.
RBRK Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $15.55 $8.90 58.1% 20%
20261020 $15.55 $9.05 59.5% 25%
20261019 $15.90 $6.35 60.0% 26%
20261016 $15.00 $7.85 60.7% 29%
20261015 $14.05 $8.05 53.1% 5%
20261014 $14.65 $8.15 56.6% 16%
20261013 $14.20 $8.20 51.9% 1%
20261012 $15.35 $5.20 54.0% 6%
20261009 $13.90 $7.00 51.5% 0%
20261008 $14.45 $8.00 53.1% 1%
20261007 $15.60 $8.30 54.7% 4%
20261006 $16.00 $8.32 54.6% 4%
20261005 $16.60 $6.20 55.6% 6%
20261002 $13.25 $7.35 52.8% 0%
20261001 $14.60 $7.47 56.3% 5%
20260930 $15.30 $7.65 59.0% 11%
20260929 $15.40 $8.90 57.9% 9%
20260928 $15.80 $6.55 60.5% 14%
20260925 $13.20 $6.15 54.2% 1%
20260924 $14.95 $8.35 58.3% 10%
20260923 $15.70 $9.80 58.8% 11%
20260922 $15.25 $9.25 59.4% 12%
20260921 $15.85 $6.47 60.2% 14%
20260918 $14.05 $6.35 58.3% 10%
20260917 $14.75 $7.42 59.1% 11%
20260916 $14.80 $8.35 62.0% 18%
20260915 $15.25 $9.00 62.6% 19%
20260914 $14.30 $5.67 60.4% 14%
20260911 $10.80 $5.00 54.3% 1%
20260910 $11.80 $6.28 58.8% 11%
20260909 $11.25 $6.55 55.0% 3%
20260908 $12.75 $6.72 59.3% 12%
20260904 $10.90 $5.45 53.8% 0%
20260903 $11.25 $6.03 55.0% 1%
20260902 $11.45 $6.03 57.8% 7%
20260901 $11.00 $7.00 54.5% 0%
20260831 $13.20 $5.03 60.8% 5%
20260828 $12.20 $6.32 59.7% 2%
20260827 $19.80 $16.10 82.4% 57%
20260826 $18.55 $13.70 83.1% 58%
20260825 $17.60 $13.60 82.9% 58%
20260824 $17.20 $12.80 77.6% 45%
20260821 $17.65 $13.45 78.8% 48%
20260820 $16.45 $13.35 75.3% 40%
20260819 $16.90 $13.80 74.6% 38%
20260818 $17.95 $13.90 77.5% 45%
20260817 $18.65 $6.30 79.7% 50%
20260814 $18.05 $6.20 77.9% 46%
20260813 $19.95 $8.55 83.8% 60%
20260812 $17.10 $7.70 77.9% 46%
20260811 $18.10 $8.45 80.8% 53%
20260810 $19.35 $5.97 83.8% 60%
20260807 — — 82.9% 58%
20260806 $14.70 $7.03 78.3% 47%
20260805 $13.70 $7.22 71.4% 30%
20260804 $12.95 $7.85 69.8% 27%
20260803 $12.50 $4.58 70.2% 27%
20260731 $10.15 $5.00 64.6% 14%
20260730 $10.30 $5.65 65.2% 15%
20260729 $11.25 $6.30 68.5% 23%

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.