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
$2.08
7-Day Straddle
$2.58
Avg IV
0.6%
IV Rank
17%
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
20260605 $2.08 $2.58 0.6% 17%
20260604 $2.12 $2.12 0.6% 14%
20260603 $2.08 $2.15 0.5% 11%
20260602 $2.70 $2.70 1.1% 92%
20260601 $2.32 $2.32 0.9% 58%
20260529 $2.78 $2.78 0.9% 69%
20260528 $2.78 $2.78 1.0% 77%
20260527 $1.58 $1.58 0.9% 70%
20260526 $1.65 $1.65 0.7% 41%
20260522 $2.17 $2.17 0.6% 14%
20260521 $1.62 $1.62 0.6% 18%
20260520 $1.53 $1.53 0.7% 34%
20260519 $1.47 $1.47 0.8% 51%
20260518 $1.68 $1.68 0.8% 47%
20260515 $3.52 $2.70 0.7% 34%
20260514 $1.62 $1.80 0.6% 24%
20260513 $1.97 $1.62 0.5% 9%
20260512 $2.72 $1.80 0.5% 7%
20260511 $1.88 $1.45 0.6% 19%
20260510 $1.85 $2.60 0.6% 21%
20260508 $1.85 $2.60 0.6% 19%
20260507 $1.75 $1.70 0.6% 18%
20260506 $2.97 $2.12 0.5% 11%
20260505 $3.17 $3.15 0.6% 14%
20260504 $3.45 $1.78 0.6% 19%
20260502 $1.95 $1.95 1.0% 82%
20260501 $1.95 $1.95 1.0% 82%
20260430 $1.75 $1.75 1.1% 89%
20260429 $2.48 $2.48 0.9% 58%
20260428 $1.70 $1.70 0.9% 60%
20260427 $2.67 $2.67 1.0% 83%
20260424 $2.75 $2.75 0.9% 60%
20260423 $2.80 $2.80 0.9% 63%
20260422 $1.88 $1.88 0.8% 47%
20260421 $3.10 $3.10 0.9% 63%
20260420 $2.77 $2.77 0.9% 63%
20260417 $3.62 $1.95 0.6% 26%
20260416 $3.35 $2.25 0.7% 28%
20260415 $3.55 $2.32 0.7% 38%
20260414 $2.38 $1.30 0.7% 29%
20260413 $3.15 $2.48 0.7% 25%
20260410 $3.30 $1.93 0.7% 23%
20260409 $3.05 $2.78 0.6% 10%
20260408 $2.15 $2.70 0.7% 29%
20260407 $2.83 $1.68 0.5% 8%
20260406 $3.50 $2.83 0.6% 22%
20260402 $3.43 $1.67 0.5% 7%
20260401 $1.78 $1.78 0.7% 30%
20260331 $1.75 $1.75 0.8% 41%
20260330 $1.65 $1.65 0.8% 41%
20260327 $1.62 $1.62 0.9% 54%
20260326 $1.78 $1.78 0.8% 43%
20260325 $2.35 $2.35 0.7% 25%
20260324 $2.33 $2.33 0.7% 34%
20260323 $2.17 $2.17 0.8% 43%
20260320 $2.67 $9.00 0.8% 42%
20260319 $3.23 $2.23 0.7% 23%
20260318 $1.93 $2.32 0.6% 17%
20260317 $2.23 $2.88 0.6% 13%
20260316 $4.40 $3.40 0.6% 21%