RELL · Expected Move
Richardson Electronics Ltd
The expected move for RELL 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).
RELL 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 RELL Expected Move
30-Day Straddle
$3.88
7-Day Straddle
$2.60
30-Day ATM IV
75.5%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to RELL'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.
RELL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $3.88 | $2.60 | 75.5% | 6% |
| 20261002 | $2.90 | $2.90 | 77.5% | 10% |
| 20261001 | $2.67 | $2.67 | 82.0% | 17% |
| 20260930 | $2.85 | $2.85 | 86.3% | 24% |
| 20260929 | $2.80 | $2.80 | 87.5% | 26% |
| 20260928 | $2.65 | $2.65 | 86.2% | 24% |
| 20260925 | $2.03 | $2.03 | 73.0% | 2% |
| 20260924 | $3.42 | $3.42 | 81.5% | 16% |
| 20260923 | $3.38 | $3.38 | 88.1% | 27% |
| 20260922 | $2.62 | $2.62 | 78.1% | 10% |
| 20260921 | $3.75 | $3.75 | 85.7% | 23% |
| 20260918 | $3.35 | $1.25 | 72.1% | 0% |
| 20260917 | $2.88 | $1.65 | 87.4% | 26% |
| 20260916 | $4.45 | $1.68 | 92.9% | 35% |
| 20260915 | $3.27 | $1.42 | 90.6% | 31% |
| 20260914 | $3.80 | $1.95 | 88.9% | 28% |
| 20260911 | $3.67 | $1.27 | 85.1% | 22% |
| 20260910 | $3.80 | $1.70 | 84.1% | 20% |
| 20260909 | $3.90 | $2.35 | 88.3% | 27% |
| 20260908 | $3.55 | $2.40 | 81.3% | 15% |
| 20260904 | $4.10 | $2.17 | 86.5% | 24% |
| 20260903 | $4.30 | $2.52 | 90.1% | 30% |
| 20260902 | $2.92 | $2.92 | 72.5% | 0% |
| 20260901 | $2.02 | $2.02 | 80.7% | 9% |
| 20260831 | $2.05 | $2.05 | 81.1% | 10% |
| 20260828 | $2.17 | $2.17 | 76.1% | 1% |
| 20260827 | $2.73 | $2.73 | 83.2% | 17% |
| 20260826 | $2.45 | $2.45 | 78.0% | 10% |
| 20260825 | $2.55 | $2.55 | 81.5% | 20% |
| 20260824 | $2.88 | $2.88 | 79.1% | 16% |
| 20260821 | $3.30 | $0.75 | 86.0% | 27% |
| 20260820 | $3.50 | $1.20 | 90.3% | 34% |
| 20260819 | $3.70 | $1.85 | 91.8% | 36% |
| 20260818 | $4.65 | $2.02 | 96.1% | 43% |
| 20260817 | $4.88 | $2.20 | 110.1% | 46% |
| 20260814 | $5.05 | $2.50 | 101.5% | 36% |
| 20260813 | $4.88 | $2.20 | 96.2% | 30% |
| 20260812 | $5.22 | $2.50 | 99.6% | 34% |
| 20260811 | $4.60 | $2.20 | 89.0% | 22% |
| 20260810 | $5.15 | $2.33 | 97.8% | 32% |
| 20260807 | — | — | 92.8% | 26% |
| 20260806 | $6.12 | $3.22 | 106.8% | 42% |
| 20260805 | $3.20 | $3.20 | 97.5% | 32% |
| 20260804 | $3.02 | $3.02 | 94.8% | 28% |
| 20260803 | $3.67 | $3.67 | 101.1% | 36% |
| 20260731 | $3.50 | $3.50 | 97.9% | 32% |
| 20260730 | $2.85 | $2.85 | 85.3% | 18% |
| 20260729 | $2.83 | $2.83 | 90.0% | 23% |
| 20260728 | $3.28 | $3.28 | 88.6% | 21% |
| 20260727 | $3.03 | $3.03 | 90.3% | 23% |
| 20260724 | $3.15 | $3.15 | 82.9% | 15% |
| 20260723 | $5.05 | $5.05 | 96.8% | 31% |
| 20260722 | $4.67 | $4.67 | 114.6% | 51% |
| 20260721 | $3.73 | $3.73 | 94.3% | 28% |
| 20260720 | $4.28 | $4.28 | 108.9% | 44% |
| 20260716 | $3.65 | $1.80 | 88.5% | 21% |
| 20260715 | $4.30 | $1.60 | 99.7% | 34% |
| 20260714 | $4.72 | $2.38 | — | — |
| 20260713 | $4.75 | $2.45 | 105.3% | 40% |
| 20260710 | $5.15 | $1.90 | 110.4% | 46% |
More on RELL
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.