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
$3.00
7-Day Straddle
$2.15
Avg IV
6.8%
IV Rank
42%
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
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $3.00 | $2.15 | 6.8% | 42% |
| 20260910 | $2.98 | $2.12 | 0.0% | 0% |
| 20260909 | $2.65 | $2.15 | 7.3% | 46% |
| 20260908 | $2.60 | $2.15 | 4.7% | 29% |
| 20260904 | $2.50 | $2.12 | 4.6% | 29% |
| 20260903 | $3.00 | $2.07 | 4.9% | 31% |
| 20260902 | $2.48 | $2.48 | 8.2% | 51% |
| 20260901 | $2.35 | $2.35 | 7.5% | 47% |
| 20260831 | $2.12 | $2.12 | 7.1% | 44% |
| 20260828 | $2.45 | $2.45 | 5.6% | 35% |
| 20260827 | $2.15 | $2.15 | 6.3% | 39% |
| 20260826 | $2.70 | $2.70 | 6.8% | 42% |
| 20260825 | $2.57 | $2.57 | 5.7% | 36% |
| 20260824 | $2.27 | $2.27 | 7.4% | 46% |
| 20260821 | $2.12 | $2.02 | 5.2% | 33% |
| 20260820 | $2.33 | $1.90 | 5.7% | 35% |
| 20260819 | $2.50 | $2.12 | 5.2% | 32% |
| 20260818 | $3.05 | $2.52 | 6.9% | 43% |
| 20260817 | $2.58 | $2.52 | 5.1% | 32% |
| 20260814 | $3.00 | $2.75 | 5.1% | 32% |
| 20260813 | $2.40 | $2.40 | 5.3% | 33% |
| 20260812 | $3.80 | $4.28 | 5.5% | 34% |
| 20260811 | $2.02 | $2.35 | 4.7% | 29% |
| 20260810 | $2.65 | $2.45 | 3.3% | 20% |
| 20260806 | $3.12 | $2.55 | 4.0% | 25% |
| 20260805 | $2.02 | $2.02 | 11.8% | 74% |
| 20260804 | $2.12 | $2.12 | 11.5% | 71% |
| 20260803 | $4.92 | $4.92 | 16.1% | 100% |
| 20260731 | $2.52 | $2.52 | 5.8% | 60% |
| 20260730 | $2.65 | $2.65 | 6.6% | 69% |
| 20260729 | $2.98 | $2.98 | 0.0% | 0% |
| 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% |