RCD · Expected Move

Ready Capital Corporation 9.00% Senior Notes due 2029

The expected move for RCD 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).

RCD straddle price & implied vol

25 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 RCD Expected Move
30-Day Straddle
—
7-Day Straddle
—
30-Day ATM IV
18.0%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to RCD'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.
RCD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20230606 — — 18.0% 38%
20230605 — — 18.0% 37%
20230602 — — 19.0% 52%
20230601 — — 18.3% 42%
20230531 — — 20.9% 80%
20230530 — — 19.6% 61%
20230526 — — 20.1% —
20230525 — — 20.9% —
20230524 — — 20.6% —
20230523 — — 18.9% —
20230522 — — 17.8% —
20230519 — — 18.7% —
20230518 — — 17.5% —
20230517 — — 18.4% —
20230516 — — 19.7% —
20230515 — — 15.4% —
20230512 — — 19.2% —
20230511 — — 19.9% —
20230510 — — 20.3% —
20230509 — — 20.1% —
20230508 — — 19.9% —
20230505 — — 20.3% —
20230504 — — 22.3% —
20230503 — — 18.7% —
20230502 — — 19.7% —

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.