REFR (Research Frontiers Inc)

Expected Move & Straddle Price History

The expected move for REFR 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 REFR Expected Move
30-Day Straddle
$2.65
7-Day Straddle
$2.65
Avg IV
9.1%
IV Rank
94%
Implied one-standard-deviation move through the next 30 days. Compare to REFR'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.
REFR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260728 $2.65 $2.65 9.1% 94%
20260727 $2.60 $2.60 9.7% 100%
20260724 $2.78 $2.78 7.5% 100%
20260723 $2.28 $2.28 6.3% 86%
20260722 $2.17 $2.17 3.4% 46%
20260721 $2.42 $2.42 5.4% 72%
20260720 $2.15 $2.15 5.4% 74%
20260716 $2.05 $2.00 4.2% 57%
20260715 $2.08 $2.83 3.8% 52%
20260714 $2.30 $2.00 3.8% 51%
20260713 $1.98 $2.60 0.0% 0%
20260710 $2.15 $2.53 3.9% 53%
20260709 $2.83 $2.83 4.1% 55%
20260708 $2.00 $2.00 0.0% 0%
20260707 $1.97 $2.02 4.1% 56%
20260706 $11.93 $1.85 4.7% 63%
20260702 $2.00 $2.00 4.7% 64%
20260701 $2.02 $2.02 3.6% 48%
20260630 $2.33 $2.33 5.8% 79%
20260629 $2.00 $2.00 4.7% 64%
20260626 $2.12 $2.12 0.0% 0%
20260625 $2.48 $2.48 6.0% 82%
20260624 $1.90 $1.90 4.7% 63%
20260623 $1.93 $1.93 4.2% 56%
20260622 $2.75 $2.75 4.4% 59%
20260618 $1.90 $1.95 0.0% 0%
20260617 $1.88 $11.82 0.0% 0%
20260616 $1.88 $1.85 4.0% 54%
20260615 $2.73 $1.90 0.0% 0%
20260613 $2.62 $2.62 3.3% 44%
20260612 $2.62 $2.62 3.3% 44%
20260611 $9.25 $9.22 3.8% 52%
20260610 $9.25 $3.88 0.0% 0%
20260609 $2.33 $3.03 0.0% 0%
20260608 $9.32 $2.60 3.4% 46%
20260605 $2.15 $3.72 1.9% 26%
20260604 $2.65 $1.80 2.0% 27%
20260603 $1.73 $1.75 3.3% 45%
20260602 $1.80 $1.80 6.5% 87%
20260601 $1.78 $1.78 7.4% 100%
20260529 $2.20 $2.20 7.0% 100%
20260528 $9.32 $9.32 6.4% 96%
20260527 $1.88 $1.88 6.2% 93%
20260526 $3.77 $3.77 5.9% 89%
20260522 $1.82 $1.82 5.5% 82%
20260521 $1.80 $1.80 6.7% 100%
20260520 $1.85 $1.85 4.5% 70%
20260519 $1.75 $1.75 6.4% 100%
20260518 $1.82 $1.82 5.2% 87%
20260515 $2.38 $2.10 4.2% 70%
20260514 $3.62 $1.72 5.7% 96%
20260513 $9.15 $2.05 5.6% 94%
20260512 $9.22 $2.60 4.5% 75%
20260511 $1.75 $1.72 5.1% 85%
20260510 $2.97 $2.55 5.1% 86%
20260508 $2.97 $2.55 5.1% 84%
20260507 $2.90 $4.17 5.0% 84%
20260506 $9.22 $2.05 4.1% 68%
20260505 $9.10 $1.70 4.4% 74%
20260504 $9.22 $1.70 4.3% 71%