RCAT · Expected Move

Red Cat Holdings, Inc. Common Stock

The expected move for RCAT 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).

RCAT 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 RCAT Expected Move
30-Day Straddle
$1.01
7-Day Straddle
$0.34
30-Day ATM IV
91.3%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to RCAT'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.
RCAT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $1.01 $0.34 91.3% 38%
20261016 $1.01 $0.49 92.3% 40%
20261015 $1.04 $0.48 91.0% 37%
20261014 $0.95 $0.51 89.2% 34%
20261013 $1.07 $0.50 87.5% 31%
20261012 $1.04 $0.40 85.4% 27%
20261009 $0.95 $0.56 79.4% 15%
20261008 $1.09 $0.49 79.6% 16%
20261007 $1.04 $0.58 75.9% 9%
20261006 $1.14 $0.57 73.5% 4%
20261005 $1.14 $0.43 74.2% 5%
20261002 $0.99 $0.49 72.9% 3%
20261001 $1.06 $0.55 78.4% 12%
20260930 $1.06 $0.54 71.3% 0%
20260929 $1.11 $0.62 75.1% 1%
20260928 $1.15 $0.43 78.4% 7%
20260925 $1.09 $0.50 74.6% 0%
20260924 $1.27 $0.60 79.2% 5%
20260923 $1.16 $0.60 76.5% 0%
20260922 $1.27 $0.69 78.4% 3%
20260921 $1.37 $0.48 82.1% 11%
20260918 $1.20 $0.53 76.7% 0%
20260917 $1.25 $0.66 78.4% 0%
20260916 $1.30 $0.77 80.6% 4%
20260915 $1.49 $0.96 80.7% 4%
20260914 $1.52 $0.69 82.8% 9%
20260911 $1.35 $0.74 78.4% 0%
20260910 $1.26 $0.81 84.8% 6%
20260909 $1.54 $0.92 83.4% 3%
20260908 $1.73 $1.19 86.4% 9%
20260904 $1.53 $0.69 82.1% 0%
20260903 $1.62 $0.83 85.1% 4%
20260902 $1.66 $0.93 83.4% 0%
20260901 $1.56 $1.01 84.8% 3%
20260831 $1.68 $0.65 83.3% 0%
20260828 $1.64 $0.84 90.7% 15%
20260827 $1.97 $1.15 91.8% 17%
20260826 $1.96 $1.18 94.9% 24%
20260825 $2.12 $1.21 100.3% 36%
20260824 $1.94 $0.94 93.7% 22%
20260821 $2.12 $1.15 96.3% 28%
20260820 $2.25 $1.19 97.5% 30%
20260819 $2.29 $1.33 99.8% 36%
20260818 $2.17 $1.37 92.4% 19%
20260817 $2.10 $0.94 93.2% 21%
20260814 $2.56 $1.22 99.7% 35%
20260813 $2.35 $1.13 124.3% 91%
20260812 $2.24 $1.32 92.1% 18%
20260811 $2.46 $1.44 99.6% 35%
20260810 $2.31 $0.96 98.6% 33%
20260807 — — 101.5% 39%
20260806 $2.27 $1.46 116.1% 72%
20260805 $2.24 $1.39 116.3% 73%
20260804 $2.46 $1.91 120.8% 83%
20260803 $2.31 $1.21 115.8% 72%
20260731 $1.96 $1.19 116.7% 74%
20260730 $2.04 $1.32 120.7% 83%
20260729 $1.85 $1.26 116.4% 73%
20260728 $1.97 $1.41 114.4% 64%
20260727 $2.12 $0.79 115.7% 67%

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.