REFI · Expected Move
Chicago Atlantic Real Estate Finance, Inc. Common Stock
The expected move for REFI 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).
REFI straddle price & implied vol
60 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 REFI Expected Move
30-Day Straddle
$8.68
7-Day Straddle
$8.68
30-Day ATM IV
36.3%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to REFI'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.
REFI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $8.68 | $8.68 | 36.3% | 9% |
| 20261103 | $1.75 | $1.75 | 77.4% | 43% |
| 20261102 | $2.88 | $2.88 | 86.8% | 45% |
| 20261030 | $2.60 | $2.60 | 66.9% | 30% |
| 20261029 | $2.55 | $2.55 | 83.6% | 42% |
| 20261028 | $2.33 | $2.33 | 80.5% | 40% |
| 20261027 | $2.33 | $2.33 | 78.5% | 39% |
| 20261026 | $2.25 | $2.25 | 73.3% | 35% |
| 20261023 | $2.33 | $2.33 | 88.7% | 46% |
| 20261022 | $1.58 | $1.58 | 50.9% | 19% |
| 20261021 | $2.35 | $2.35 | 70.1% | 33% |
| 20261020 | $1.60 | $1.60 | 76.6% | 37% |
| 20261019 | $1.25 | $1.25 | 70.4% | 33% |
| 20261016 | $1.75 | $1.10 | 74.8% | 36% |
| 20261015 | $1.75 | $1.23 | 47.7% | 17% |
| 20261014 | $1.82 | $1.52 | 41.5% | 12% |
| 20261013 | $1.77 | $1.80 | 79.6% | 40% |
| 20261012 | $1.77 | $0.82 | 35.5% | 8% |
| 20261009 | $1.98 | $1.35 | 70.1% | 33% |
| 20261008 | $1.45 | $0.93 | 35.3% | 8% |
| 20261007 | $1.70 | $1.50 | 47.5% | 16% |
| 20261006 | $1.25 | $1.45 | — | — |
| 20261005 | $1.40 | $1.77 | 48.2% | 17% |
| 20261002 | $1.23 | $1.23 | — | — |
| 20261001 | $1.32 | $1.32 | 45.4% | 15% |
| 20260930 | $1.65 | $1.65 | 42.1% | 12% |
| 20260929 | $1.68 | $1.68 | 48.3% | 17% |
| 20260928 | $1.38 | $1.38 | 31.5% | 5% |
| 20260925 | $1.00 | $1.00 | — | — |
| 20260924 | $1.35 | $1.35 | 42.2% | 13% |
| 20260923 | $0.82 | $0.82 | 34.1% | 7% |
| 20260922 | $1.05 | $1.05 | 54.1% | 21% |
| 20260921 | $1.80 | $1.80 | 45.8% | 15% |
| 20260918 | $2.08 | $1.67 | 53.7% | 21% |
| 20260917 | $1.93 | $2.00 | 53.2% | 20% |
| 20260916 | $2.00 | $1.93 | 47.8% | 17% |
| 20260915 | $1.90 | $1.67 | 41.6% | 12% |
| 20260914 | $1.12 | $1.32 | 57.7% | 24% |
| 20260911 | $1.83 | $1.57 | 42.1% | 12% |
| 20260910 | $1.77 | $1.35 | 41.2% | 12% |
| 20260909 | $1.83 | $0.95 | 40.7% | 11% |
| 20260908 | $1.62 | $1.38 | 44.8% | 14% |
| 20260904 | $1.88 | $1.12 | 65.1% | 29% |
| 20260903 | $1.85 | $1.32 | 40.5% | 11% |
| 20260902 | $1.35 | $1.35 | 49.6% | 18% |
| 20260901 | $1.35 | $1.35 | 43.0% | 13% |
| 20260831 | $1.35 | $1.35 | 48.2% | 17% |
| 20260828 | $1.55 | $1.55 | 47.8% | 17% |
| 20260827 | $8.55 | $8.55 | 48.2% | 17% |
| 20260826 | $1.55 | $1.55 | 48.3% | 17% |
| 20260825 | $1.55 | $1.55 | 45.0% | 15% |
| 20260824 | $1.15 | $1.15 | 43.2% | 13% |
| 20260821 | $1.55 | $8.32 | 46.9% | 16% |
| 20260820 | $1.43 | $8.38 | 53.9% | 21% |
| 20260819 | $1.30 | $1.00 | 46.3% | 15% |
| 20260818 | $1.30 | $1.12 | — | — |
| 20260817 | $0.95 | $0.82 | 35.4% | 8% |
| 20260814 | $1.30 | $0.90 | — | — |
| 20260813 | $1.30 | $1.05 | 45.3% | 15% |
| 20260812 | $0.65 | $1.12 | 24.8% | 0% |
More on REFI
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.