RF · Expected Move
Regions Financial Corp.
The expected move for RF 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).
RF 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 RF Expected Move
30-Day Straddle
$1.75
7-Day Straddle
$0.60
30-Day ATM IV
24.5%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to RF'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.
RF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.75 | $0.60 | 24.5% | 31% |
| 20261015 | $2.05 | $1.00 | — | — |
| 20261014 | $1.97 | $0.90 | 29.2% | 61% |
| 20261013 | $2.05 | $1.00 | 29.7% | 65% |
| 20261012 | $2.12 | $1.12 | 29.2% | 62% |
| 20261009 | $2.22 | $1.12 | 31.3% | 74% |
| 20261008 | $2.33 | $1.30 | 32.4% | 82% |
| 20261007 | $2.10 | $1.40 | 31.0% | 72% |
| 20261006 | $2.38 | $1.55 | 33.3% | 87% |
| 20261005 | $2.33 | $1.40 | 31.6% | 77% |
| 20261002 | $1.57 | $1.57 | 31.9% | 78% |
| 20261001 | $1.65 | $1.65 | 32.6% | 83% |
| 20260930 | $1.73 | $1.73 | 32.3% | 81% |
| 20260929 | $1.62 | $1.62 | 32.1% | 80% |
| 20260928 | $1.50 | $1.50 | 28.7% | 58% |
| 20260925 | $1.60 | $1.60 | 27.7% | 52% |
| 20260924 | $1.65 | $1.65 | 29.3% | 62% |
| 20260923 | $1.72 | $1.72 | 28.9% | 60% |
| 20260922 | $1.67 | $1.67 | 28.4% | 56% |
| 20260921 | $1.57 | $1.57 | 26.3% | 43% |
| 20260918 | $1.77 | $0.62 | 26.1% | 42% |
| 20260917 | $1.85 | $0.65 | 27.6% | 51% |
| 20260916 | $1.90 | $0.62 | 28.8% | 59% |
| 20260915 | $1.82 | $0.65 | 27.0% | 48% |
| 20260914 | $1.88 | $0.60 | 26.5% | 44% |
| 20260911 | $1.80 | $0.77 | 24.5% | 31% |
| 20260910 | $1.80 | $0.95 | 24.4% | 31% |
| 20260909 | $1.90 | $0.85 | 25.2% | 36% |
| 20260908 | $2.15 | $1.00 | 27.3% | 50% |
| 20260904 | $2.12 | $1.10 | 31.7% | 77% |
| 20260903 | $2.02 | $1.12 | 22.9% | 22% |
| 20260902 | $1.08 | $1.08 | 23.3% | 24% |
| 20260901 | $1.27 | $1.27 | 24.7% | 33% |
| 20260831 | $1.20 | $1.20 | 23.4% | 25% |
| 20260828 | $1.15 | $1.15 | 22.5% | 19% |
| 20260827 | $1.30 | $1.30 | 22.3% | 18% |
| 20260826 | $1.30 | $1.30 | 21.9% | 15% |
| 20260825 | $1.43 | $1.43 | 22.4% | 18% |
| 20260824 | $1.42 | $1.42 | 22.9% | 22% |
| 20260821 | $1.45 | $0.62 | 19.5% | 0% |
| 20260820 | $1.58 | $0.50 | 23.4% | 25% |
| 20260819 | $1.70 | $0.70 | 23.9% | 28% |
| 20260818 | $1.48 | $0.57 | 19.8% | 2% |
| 20260817 | $1.45 | $0.57 | 19.5% | 0% |
| 20260814 | $1.55 | $0.80 | 22.3% | 12% |
| 20260813 | $1.62 | $0.77 | 20.5% | 0% |
| 20260812 | $1.77 | $0.80 | 21.8% | 0% |
| 20260811 | $1.85 | $0.95 | — | — |
| 20260810 | $1.95 | $1.05 | 23.2% | 7% |
| 20260807 | — | — | 21.9% | 0% |
| 20260806 | $2.00 | $1.27 | 24.4% | 4% |
| 20260805 | $1.20 | $1.20 | 24.1% | 2% |
| 20260804 | $1.40 | $1.40 | 23.7% | 0% |
| 20260803 | $1.60 | $1.60 | 25.1% | 5% |
| 20260731 | $1.62 | $1.62 | 25.7% | 8% |
| 20260730 | $1.52 | $1.52 | 24.5% | 1% |
| 20260729 | $1.50 | $1.50 | 24.6% | 2% |
| 20260728 | $1.62 | $1.62 | 25.0% | 4% |
| 20260727 | $1.77 | $1.77 | 27.4% | 18% |
| 20260724 | $1.73 | $1.73 | 25.4% | 6% |
More on RF
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.