REE (REE Automotive Ltd. Class A Ordinary Shares)
Expected Move & Straddle Price History
The expected move for REE 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).
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.
Current REE Expected Move
30-Day Straddle
$4.15
7-Day Straddle
$3.92
Avg IV
2.6%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to REE'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.
REE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260706 | $4.15 | $3.92 | 2.6% | 29% |
| 20260702 | $3.58 | $3.58 | 5.6% | 63% |
| 20260701 | $3.20 | $3.20 | 8.1% | 90% |
| 20260630 | $3.60 | $3.60 | 0.0% | 0% |
| 20260629 | $3.20 | $3.20 | 2.4% | 26% |
| 20260626 | $3.12 | $3.12 | 7.2% | 80% |
| 20260625 | $3.20 | $3.20 | 2.5% | 27% |
| 20260624 | $3.20 | $3.20 | 2.4% | 27% |
| 20260623 | $3.23 | $3.23 | 6.5% | 72% |
| 20260622 | $3.85 | $3.85 | 0.0% | 0% |
| 20260618 | $3.33 | $3.23 | 4.3% | 48% |
| 20260617 | $2.92 | $2.95 | 0.0% | 0% |
| 20260616 | $3.05 | $3.02 | 7.2% | 80% |
| 20260615 | $3.25 | $4.42 | 9.0% | 100% |
| 20260613 | $3.78 | $4.33 | 0.0% | 0% |
| 20260612 | $3.78 | $4.33 | 0.0% | 0% |
| 20260611 | $3.95 | $3.72 | 7.8% | 88% |
| 20260610 | $3.97 | $3.95 | 7.5% | 84% |
| 20260609 | $3.78 | $3.88 | 4.0% | 44% |
| 20260608 | $2.20 | $3.02 | 6.9% | 77% |
| 20260605 | $2.50 | $2.33 | 6.8% | 76% |
| 20260604 | $3.10 | $3.12 | 6.9% | 77% |
| 20260603 | $2.98 | $2.30 | 3.3% | 37% |
| 20260602 | $1.97 | $1.97 | 7.9% | 89% |
| 20260601 | $3.85 | $3.85 | 7.4% | 83% |
| 20260529 | $4.35 | $4.35 | 5.8% | 65% |
| 20260528 | $3.52 | $3.52 | 7.1% | 79% |
| 20260527 | $2.50 | $2.50 | 6.2% | 70% |
| 20260526 | $3.92 | $3.92 | 7.2% | 80% |
| 20260522 | $2.58 | $2.58 | 6.6% | 74% |
| 20260521 | $2.48 | $2.48 | 8.3% | 94% |
| 20260520 | $2.70 | $2.70 | 6.3% | 71% |
| 20260519 | $2.83 | $2.83 | 3.5% | 39% |
| 20260518 | $2.95 | $2.95 | 5.8% | 65% |
| 20260515 | $2.90 | $2.00 | 5.3% | 59% |
| 20260514 | $2.10 | $2.02 | 4.8% | 54% |
| 20260513 | $2.15 | $2.05 | 5.4% | 61% |
| 20260512 | $2.18 | $3.85 | 5.3% | 59% |
| 20260511 | $2.28 | $2.98 | 4.0% | 45% |
| 20260510 | $2.45 | $2.75 | 4.2% | 47% |
| 20260508 | $2.45 | $2.75 | 4.1% | 46% |
| 20260507 | $2.95 | $2.73 | 4.0% | 45% |
| 20260506 | $2.95 | $2.95 | 4.0% | 45% |
| 20260505 | $2.83 | $2.88 | 4.6% | 52% |
| 20260504 | $2.92 | $2.92 | 3.9% | 44% |
| 20260502 | $2.85 | $2.85 | 8.3% | 94% |
| 20260501 | $2.85 | $2.85 | 8.1% | 91% |
| 20260430 | $2.30 | $2.30 | 8.6% | 97% |
| 20260429 | $2.80 | $2.80 | 8.9% | 100% |
| 20260428 | $2.65 | $2.65 | 8.6% | 100% |
| 20260427 | $2.85 | $2.85 | 6.8% | 87% |
| 20260424 | $2.80 | $2.80 | 6.1% | 77% |
| 20260423 | $2.80 | $2.80 | 5.9% | 75% |
| 20260422 | $2.75 | $2.75 | 7.3% | 93% |
| 20260421 | $2.77 | $2.77 | 7.0% | 89% |
| 20260420 | $1.95 | $1.95 | 5.3% | 67% |
| 20260417 | $1.90 | $1.88 | 5.6% | 72% |
| 20260416 | $3.12 | $2.58 | 5.9% | 75% |
| 20260415 | $2.77 | $2.75 | 4.9% | 63% |
| 20260414 | $2.62 | $2.67 | 5.4% | 68% |