RDN · Expected Move

Radian Group Inc.

The expected move for RDN 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).

RDN 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 RDN Expected Move
30-Day Straddle
$3.53
7-Day Straddle
$3.53
30-Day ATM IV
49.3%
IV Rank
94%
Implied one-standard-deviation move through the next 30 days. Compare to RDN'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.
RDN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $3.53 $3.53 49.3% 94%
20261026 $3.73 $3.73 51.1% 100%
20261023 $3.42 $3.42 44.7% 93%
20261022 $3.33 $3.33 39.7% 73%
20261021 $3.17 $3.17 41.0% 78%
20261020 $2.33 $2.33 36.3% 59%
20261019 $3.00 $3.00 38.2% 67%
20261016 $3.60 $2.30 41.9% 82%
20261015 $3.60 $2.38 40.5% 76%
20261014 $2.45 $1.77 34.0% 49%
20261013 $2.55 $2.00 — —
20261012 $2.85 $2.67 33.2% 46%
20261009 $3.25 $1.75 36.9% 62%
20261008 $3.58 $3.08 40.9% 78%
20261007 $2.90 $3.12 37.0% 62%
20261006 $3.05 $2.50 31.6% 40%
20261005 $3.08 $2.38 35.9% 58%
20261002 $2.20 $2.20 40.3% 75%
20261001 $1.40 $1.40 32.1% 42%
20260930 $2.40 $2.40 42.1% 83%
20260929 $1.50 $1.50 31.0% 37%
20260928 $2.88 $2.88 46.3% 100%
20260925 $2.12 $2.12 32.8% 47%
20260924 $1.95 $1.95 29.9% 34%
20260923 $2.58 $2.58 35.0% 56%
20260922 $1.57 $1.57 30.0% 35%
20260921 $3.33 $3.33 37.3% 66%
20260918 $2.50 $1.30 23.4% 6%
20260917 $3.42 $0.68 36.0% 60%
20260916 $3.40 $1.77 41.2% 83%
20260915 $3.48 $1.67 36.8% 64%
20260914 $3.25 $1.88 38.8% 72%
20260911 $2.88 $1.43 31.3% 40%
20260910 $3.28 $1.85 33.9% 51%
20260909 $3.35 $2.72 28.8% 30%
20260908 $3.33 $2.65 — —
20260904 $3.35 $1.58 35.1% 56%
20260903 $3.05 $1.65 — —
20260902 $2.33 $2.33 30.8% 38%
20260901 $1.93 $1.93 33.7% 50%
20260831 $2.25 $2.25 32.9% 47%
20260828 $2.40 $2.40 29.1% 31%
20260827 $1.85 $1.85 27.2% 23%
20260826 $1.70 $1.70 25.9% 17%
20260825 $1.88 $1.88 28.0% 26%
20260824 $1.65 $1.65 28.1% 27%
20260821 $1.77 $1.15 22.1% 1%
20260820 $1.80 $1.45 23.2% 6%
20260819 $1.92 $1.77 22.8% 4%
20260818 $2.47 $0.82 28.7% 29%
20260817 $1.95 $1.43 22.3% 2%
20260814 $2.50 $1.25 28.8% 30%
20260813 $2.17 $1.02 25.2% 14%
20260812 $3.38 $1.48 — —
20260811 $3.15 $2.15 31.9% 43%
20260810 $2.58 $1.75 28.0% 26%
20260807 — — 29.1% 31%
20260806 $3.60 $2.48 42.2% 87%
20260805 $2.85 $2.85 42.0% 86%
20260804 $2.58 $2.58 32.8% 47%

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.