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 sessionsBars: 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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV 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% | — |
More on RCD
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.