RDTE · Expected Move

Roundhill Russell 2000 0DTE Covered Call Strategy ETF · ETF

The expected move for RDTE 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).

RDTE 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 RDTE Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
21.9%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to RDTE'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.
RDTE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.00 $0.00 21.9% 19%
20261021 $0.00 $0.00 64.8% 72%
20261020 $0.00 $0.00 26.4% 25%
20261019 $0.00 $0.00 24.4% 22%
20261016 $1.45 $9.50 24.9% 23%
20261015 $1.88 $1.00 23.0% 21%
20261014 $1.35 $0.90 22.5% 20%
20261013 $1.30 $0.95 20.3% 17%
20261012 $1.62 $0.97 25.9% 24%
20261009 $1.25 $0.90 23.6% 21%
20261008 $1.75 $0.85 36.5% 36%
20261007 $1.45 $1.00 36.0% 32%
20261006 $1.52 $1.02 43.1% 36%
20261005 $1.70 $5.12 59.5% 52%
20261002 $5.15 $5.15 49.1% 42%
20261001 $1.10 $1.10 39.3% 32%
20260930 $1.15 $1.15 39.5% 32%
20260929 $1.10 $1.10 45.8% 38%
20260928 $1.12 $1.12 49.7% 42%
20260925 $1.05 $1.05 57.6% 50%
20260924 $6.10 $6.10 58.0% 50%
20260923 $1.38 $1.38 63.9% 56%
20260922 $0.88 $0.88 87.8% 79%
20260921 $1.07 $1.07 25.2% 18%
20260918 $1.18 $5.03 22.1% 15%
20260917 $1.33 $0.55 21.3% 15%
20260916 $1.38 $0.70 21.2% 15%
20260915 $1.52 $0.77 23.9% 17%
20260914 $1.50 $0.97 24.5% 18%
20260911 $1.48 $5.60 37.0% 30%
20260910 $1.55 $1.10 21.3% 15%
20260909 $1.23 $0.90 16.4% 10%
20260908 $1.42 $5.45 13.2% 7%
20260904 $1.65 $5.47 6.1% 0%
20260903 $1.43 $5.12 10.7% 0%
20260902 $5.15 $5.15 11.9% 1%
20260901 $1.12 $1.12 16.3% 5%
20260831 $5.30 $5.30 11.4% 0%
20260828 $0.78 $0.78 14.7% 4%
20260827 $1.02 $1.02 32.3% 22%
20260826 $5.72 $5.72 67.8% 58%
20260825 $5.72 $5.72 44.1% 33%
20260824 $1.10 $1.10 17.4% 6%
20260821 $1.27 $5.08 22.2% 11%
20260820 $1.40 $0.90 16.8% 6%
20260819 $1.57 $0.78 17.9% 7%
20260818 $1.52 $0.42 15.5% 4%
20260817 $1.50 $0.53 15.7% 5%
20260814 $1.55 $0.43 26.1% 15%
20260813 $1.52 $0.78 13.0% 2%
20260812 $1.65 $0.47 24.0% 13%
20260811 $1.73 $0.45 12.4% 1%
20260810 $5.15 $0.40 20.4% 9%
20260806 $10.00 $5.58 23.1% 12%
20260805 $0.78 $0.78 29.6% 19%
20260804 $0.90 $0.90 46.6% 36%
20260803 $1.05 $1.05 31.6% 21%
20260731 $1.50 $1.50 45.9% 35%
20260730 $1.65 $1.65 43.1% 32%
20260729 $5.72 $5.72 48.6% 38%

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.