REPX · Expected Move

Riley Exploration Permian, Inc.

The expected move for REPX 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).

REPX straddle price & implied vol

60 sessions

Bars: 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 REPX Expected Move
30-Day Straddle
$5.88
7-Day Straddle
$5.88
30-Day ATM IV
48.3%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to REPX'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.
REPX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $5.88 $5.88 48.3% 55%
20261023 $5.65 $5.65 46.2% 46%
20261022 $5.43 $5.43 47.5% 52%
20261021 $5.55 $5.55 47.7% 53%
20261020 $5.58 $5.58 47.6% 52%
20261019 $5.47 $5.47 46.0% 45%
20261016 $5.65 $2.07 45.7% 44%
20261015 $5.50 $2.10 45.8% 44%
20261014 $5.38 $2.05 43.5% 34%
20261013 $6.60 $3.12 48.0% 54%
20261012 $5.20 $2.08 42.4% 29%
20261009 $5.35 $2.30 44.0% 37%
20261008 $5.15 $2.02 41.6% 26%
20261007 $5.70 $3.00 45.2% 42%
20261006 $5.55 $3.03 41.9% 27%
20261005 $6.17 $3.10 45.6% 44%
20261002 $3.40 $3.40 44.5% 39%
20261001 $2.67 $2.67 42.5% 30%
20260930 $2.77 $2.77 44.5% 39%
20260929 $2.85 $2.85 43.5% 34%
20260928 $3.03 $3.03 44.7% 39%
20260925 $3.30 $3.30 44.2% 37%
20260924 $3.30 $3.30 41.4% 25%
20260923 $3.10 $3.10 39.5% 17%
20260922 $3.03 $3.03 39.2% 15%
20260921 $3.50 $3.50 41.1% 23%
20260918 $3.88 $1.47 40.1% 19%
20260917 $4.20 $2.30 40.0% 19%
20260916 $4.17 $1.80 41.9% 27%
20260915 $4.17 $1.83 40.3% 20%
20260914 $4.38 $1.88 41.8% 27%
20260911 $4.50 $2.50 40.1% 19%
20260910 $4.60 $2.58 40.8% 22%
20260909 $4.97 $2.75 42.4% 29%
20260908 $4.92 $3.05 41.5% 25%
20260904 $4.45 $3.12 40.1% 19%
20260903 $5.12 $3.15 43.1% 32%
20260902 $2.73 $2.73 38.7% 13%
20260901 $2.40 $2.40 35.7% 0%
20260831 $2.50 $2.50 37.8% 8%
20260828 $2.80 $2.80 36.9% 3%
20260827 $2.85 $2.85 36.2% 0%
20260826 $3.28 $3.28 37.8% 7%
20260825 $3.38 $3.38 38.9% 12%
20260824 $3.40 $3.40 37.3% 5%
20260821 $3.15 $2.17 36.2% 0%
20260820 $3.23 $2.08 36.4% 0%
20260819 $4.08 $3.23 37.0% 3%
20260818 $3.50 $2.48 36.4% 0%
20260817 $4.08 $2.50 43.8% 23%
20260814 $3.77 $1.90 41.2% 10%
20260813 $3.50 $1.92 39.6% 1%
20260812 $3.70 $1.90 39.3% 0%
20260811 $4.12 $2.35 41.1% 6%
20260810 $3.58 $2.23 40.0% 0%
20260807 — — 44.2% 16%
20260806 $4.53 $3.33 58.5% 100%
20260805 $3.75 $3.75 53.0% 80%
20260804 $3.60 $3.60 51.3% 69%
20260803 $3.58 $3.58 52.7% 78%

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.