REVG · Expected Move

REV Group, Inc.

The expected move for REVG 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).

REVG 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 REVG Expected Move
30-Day Straddle
$6.05
7-Day Straddle
$6.05
30-Day ATM IV
48.9%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to REVG'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.
REVG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260130 $6.05 $6.05 48.9% 51%
20260129 $5.75 $5.75 46.4% 43%
20260128 $5.95 $5.95 46.4% 43%
20260127 $6.35 $6.35 45.7% 41%
20260126 $6.75 $6.75 45.2% 39%
20260123 $6.97 $6.97 45.9% 42%
20260122 $6.95 $6.95 45.5% 40%
20260121 $7.47 $7.47 46.5% 43%
20260120 $7.95 $7.95 49.9% 54%
20260116 $7.28 $2.80 42.5% 31%
20260115 $7.22 $2.27 42.1% 30%
20260114 $7.60 $2.90 42.9% 33%
20260113 $8.00 $2.58 44.3% 37%
20260112 $7.53 $3.20 42.4% 31%
20260109 $7.30 $3.90 39.2% 22%
20260108 $7.78 $3.40 42.0% 30%
20260107 $7.62 $3.70 42.8% 32%
20260106 $7.70 $3.80 41.8% 29%
20260105 $7.12 $3.70 39.0% 21%
20260102 $4.28 $4.28 40.2% 25%
20251231 $4.35 $4.35 39.8% 23%
20251230 $3.80 $3.80 37.1% 15%
20251229 $3.92 $3.92 39.2% 21%
20251226 $5.25 $5.25 40.0% 24%
20251224 $5.42 $5.42 40.5% 25%
20251223 $5.25 $5.25 38.4% 19%
20251222 $4.65 $4.65 37.8% 17%
20251219 $4.28 $11.75 32.0% 0%
20251218 $4.90 $1.60 35.9% 0%
20251217 $6.12 $1.77 45.2% 28%
20251216 $6.15 $2.85 43.5% 21%
20251215 $6.50 $3.15 47.2% 35%
20251212 $6.72 $3.48 46.1% 31%
20251211 $6.22 $3.67 42.5% 18%
20251210 $6.58 $3.57 44.9% 26%
20251209 $7.85 $6.22 57.4% 71%
20251208 $7.45 $6.30 55.7% 65%
20251205 $7.85 $5.85 54.7% 62%
20251204 $7.62 $6.20 50.7% 47%
20251203 $5.35 $5.35 47.8% 37%
20251202 $6.15 $6.15 54.9% 62%
20251201 $6.25 $6.25 57.4% 71%
20251128 $6.10 $6.10 56.1% 67%
20251126 $6.62 $6.62 57.7% 72%
20251125 $6.70 $6.70 56.6% 69%
20251124 $7.55 $7.55 58.7% 76%
20251121 $6.47 $2.33 57.7% 73%
20251120 $7.38 $2.58 65.4% 100%
20251119 $7.20 $3.00 60.6% 86%
20251118 $7.60 $2.78 60.9% 87%
20251117 $5.92 $3.00 49.3% 50%
20251114 $7.20 $3.55 53.7% 64%
20251113 $7.15 $3.08 52.7% 62%
20251112 $6.80 $3.15 50.1% 54%
20251111 $6.80 $3.83 47.9% 47%
20251110 $6.93 $3.60 49.2% 51%
20251107 $7.47 $4.05 49.1% 53%
20251106 $7.95 $4.75 51.1% 59%
20251105 $3.85 $3.85 50.4% 57%
20251104 $3.93 $3.93 50.6% 58%

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.