RFL · Expected Move
Rafael Holdings, Inc. Class B Common Stock
The expected move for RFL 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).
RFL 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 RFL Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$1.38
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to RFL'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.
RFL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.38 | $1.38 | — | — |
| 20261021 | $13.75 | $13.75 | — | — |
| 20261020 | $1.22 | $1.22 | — | — |
| 20261019 | $1.20 | $1.20 | — | — |
| 20261016 | $1.38 | $8.62 | — | — |
| 20261015 | $1.45 | $1.55 | — | — |
| 20261014 | $1.52 | $1.17 | — | — |
| 20261013 | $1.48 | $1.55 | — | — |
| 20261012 | $13.45 | $13.50 | — | — |
| 20261009 | $1.52 | $1.42 | — | — |
| 20261008 | $1.40 | $1.52 | — | — |
| 20261007 | $1.07 | $1.02 | — | — |
| 20261006 | $11.05 | $1.05 | — | — |
| 20261005 | $1.15 | $1.98 | — | — |
| 20261002 | $1.55 | $1.55 | — | — |
| 20261001 | $1.62 | $1.62 | — | — |
| 20260930 | $1.17 | $1.17 | — | — |
| 20260929 | $1.02 | $1.02 | 154.8% | 29% |
| 20260928 | $1.23 | $1.23 | 241.3% | 77% |
| 20260925 | $1.10 | $1.10 | — | — |
| 20260924 | $1.02 | $1.02 | 193.7% | 58% |
| 20260923 | $0.72 | $0.72 | 178.8% | 52% |
| 20260922 | $0.93 | $0.93 | 124.5% | 28% |
| 20260921 | $0.75 | $0.75 | 142.9% | 35% |
| 20260918 | $1.15 | $0.55 | 221.6% | 64% |
| 20260917 | $1.35 | $0.60 | — | — |
| 20260916 | $1.23 | $1.00 | 229.2% | 48% |
| 20260915 | $1.15 | $1.02 | 208.8% | 42% |
| 20260914 | $1.15 | $1.00 | 205.3% | 42% |
| 20260911 | $1.42 | $1.18 | 255.0% | 55% |
| 20260910 | $1.32 | $1.05 | 231.0% | 48% |
| 20260909 | $1.32 | $1.12 | 233.9% | 49% |
| 20260908 | $1.42 | $1.08 | 241.5% | 51% |
| 20260904 | $1.58 | $1.08 | 244.8% | 52% |
| 20260903 | $1.62 | $1.08 | 253.0% | 54% |
| 20260902 | $1.17 | $1.17 | 258.0% | 56% |
| 20260901 | $1.02 | $1.02 | 234.6% | 49% |
| 20260831 | $1.30 | $1.30 | 256.0% | 55% |
| 20260828 | $1.23 | $1.23 | 237.9% | 50% |
| 20260827 | $1.02 | $1.02 | 205.5% | 42% |
| 20260826 | $1.05 | $1.05 | 200.3% | 40% |
| 20260825 | $1.05 | $1.05 | 202.2% | 41% |
| 20260824 | $1.10 | $1.10 | 219.1% | 45% |
| 20260821 | $1.07 | $0.42 | 200.9% | 40% |
| 20260820 | $1.27 | $0.80 | 244.8% | 52% |
| 20260819 | $1.38 | $0.60 | 262.7% | 57% |
| 20260818 | $1.18 | $0.88 | — | — |
| 20260817 | $1.12 | $0.80 | 236.7% | 50% |
| 20260814 | $1.30 | $8.12 | 237.4% | 50% |
| 20260813 | $1.35 | $1.07 | 245.6% | 52% |
| 20260812 | $1.38 | $0.95 | — | — |
| 20260811 | $1.38 | $1.23 | 235.2% | 49% |
| 20260810 | $1.38 | $1.20 | 251.0% | 54% |
| 20260806 | $1.38 | $1.08 | 232.0% | 49% |
| 20260805 | $1.05 | $1.05 | 263.8% | 57% |
| 20260804 | $1.02 | $1.02 | 172.0% | 33% |
| 20260803 | $1.12 | $1.12 | 195.3% | 39% |
| 20260731 | $1.25 | $1.25 | — | — |
| 20260730 | $1.00 | $1.00 | — | — |
| 20260729 | $0.95 | $0.95 | 193.9% | 38% |
More on RFL
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.