REYN (Reynolds Consumer Products Inc. Common Stock)

Expected Move & Straddle Price History

The expected move for REYN 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 REYN Expected Move
30-Day Straddle
$3.17
7-Day Straddle
$1.12
Avg IV
0.5%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to REYN'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.
REYN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $3.17 $1.12 0.5% 11%
20260903 $2.60 $2.05 0.7% 31%
20260902 $1.55 $1.55 0.8% 47%
20260901 $1.75 $1.75 0.9% 57%
20260831 $9.38 $9.38 1.0% 73%
20260828 $1.35 $1.35 0.9% 57%
20260827 $1.27 $1.27 0.9% 57%
20260826 $1.33 $1.33 0.8% 50%
20260825 $2.12 $2.12 0.8% 52%
20260824 $1.57 $1.57 0.9% 56%
20260821 $2.02 $2.20 0.8% 52%
20260820 $1.57 $2.17 0.8% 49%
20260819 $2.05 $2.25 0.6% 31%
20260818 $1.90 $1.35 0.8% 50%
20260817 $2.38 $1.90 0.7% 31%
20260814 $2.75 $2.27 0.4% 0%
20260813 $2.85 $3.17 0.7% 26%
20260812 $3.53 $2.20 0.6% 15%
20260811 $2.62 $2.00 0.5% 2%
20260810 $3.38 $2.48 0.8% 32%
20260806 $3.48 $1.30 0.6% 5%
20260805 $1.82 $1.82 1.2% 92%
20260804 $1.28 $1.28 1.1% 77%
20260803 $1.25 $1.25 0.9% 52%
20260731 $1.80 $1.80 1.0% 70%
20260730 $1.75 $1.75 1.1% 77%
20260729 $1.40 $1.40 0.8% 45%
20260728 $2.15 $2.15 1.1% 80%
20260727 $2.12 $2.12 0.9% 60%
20260724 $2.42 $2.42 0.9% 51%
20260723 $3.85 $3.85 1.0% 69%
20260722 $3.70 $3.70 0.8% 45%
20260721 $3.55 $3.55 0.8% 42%
20260720 $3.15 $3.15 0.7% 31%
20260716 $2.48 $1.80 0.7% 23%
20260715 $4.55 $1.70 0.8% 36%
20260714 $3.05 $1.83 0.7% 29%
20260713 $2.95 $11.47 0.8% 37%
20260710 $3.35 $1.92 0.8% 43%
20260709 $4.00 $1.73 0.7% 24%
20260708 $3.15 $1.82 0.7% 27%
20260707 $3.35 $2.38 0.8% 36%
20260706 $3.62 $2.08 0.8% 32%
20260702 $3.27 $3.27 1.2% 93%
20260701 $4.10 $4.10 1.0% 72%
20260630 $2.48 $2.48 1.2% 100%
20260629 $3.90 $3.90 0.9% 65%
20260626 $4.35 $4.35 0.9% 65%
20260625 $2.42 $2.42 1.0% 83%
20260624 $2.62 $2.62 1.0% 79%
20260623 $2.80 $2.80 0.9% 65%
20260622 $1.83 $1.83 0.8% 60%
20260618 $1.80 $3.00 0.8% 57%
20260617 $1.78 $2.52 0.8% 47%
20260616 $1.73 $2.30 0.7% 34%
20260615 $1.33 $3.08 0.7% 31%
20260613 $2.70 $2.70 0.6% 24%
20260612 $2.70 $4.72 0.6% 20%
20260611 $1.35 $3.20 0.6% 20%
20260610 $1.60 $2.28 0.6% 18%