RGA · Expected Move
Reinsurance Group of America, Incorporated
The expected move for RGA 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).
RGA 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 RGA Expected Move
30-Day Straddle
$18.70
7-Day Straddle
$18.70
30-Day ATM IV
29.2%
IV Rank
86%
Implied one-standard-deviation move through the next 30 days. Compare to RGA'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.
RGA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $18.70 | $18.70 | 29.2% | 86% |
| 20261016 | $18.70 | $3.75 | 28.1% | 78% |
| 20261015 | $19.15 | $5.40 | 27.7% | 75% |
| 20261014 | $18.55 | $4.53 | 27.7% | 75% |
| 20261013 | $17.85 | $4.58 | 26.7% | 68% |
| 20261012 | $17.95 | $5.38 | 26.6% | 67% |
| 20261009 | $18.45 | $5.85 | 26.2% | 64% |
| 20261008 | $18.25 | $6.60 | 25.4% | 58% |
| 20261007 | $19.40 | $7.40 | 27.0% | 70% |
| 20261006 | $19.30 | $7.65 | 26.6% | 67% |
| 20261005 | $18.95 | $7.55 | 25.8% | 61% |
| 20261002 | $8.05 | $8.05 | 25.5% | 59% |
| 20261001 | $9.85 | $9.85 | 25.6% | 60% |
| 20260930 | $9.32 | $9.32 | 25.3% | 57% |
| 20260929 | $9.90 | $9.90 | 24.9% | 54% |
| 20260928 | $9.57 | $9.57 | 24.2% | 49% |
| 20260925 | $9.00 | $9.00 | 22.3% | 35% |
| 20260924 | $9.50 | $9.50 | 22.2% | 35% |
| 20260923 | $9.12 | $9.12 | 21.6% | 30% |
| 20260922 | $9.88 | $9.88 | 21.9% | 32% |
| 20260921 | $11.12 | $11.12 | 22.3% | 36% |
| 20260918 | $10.70 | $5.80 | 20.0% | 19% |
| 20260917 | $11.10 | $5.30 | 20.0% | 19% |
| 20260916 | $11.25 | $4.30 | 19.9% | 17% |
| 20260915 | $11.25 | $4.90 | 19.6% | 14% |
| 20260914 | $11.85 | $5.83 | 20.1% | 18% |
| 20260911 | $11.90 | $6.10 | 19.5% | 14% |
| 20260910 | $12.10 | $7.10 | 19.7% | 13% |
| 20260909 | $12.80 | $7.62 | 21.0% | 21% |
| 20260908 | $12.90 | $7.65 | 20.8% | 20% |
| 20260904 | $13.20 | $8.15 | 18.2% | 5% |
| 20260903 | $12.45 | $6.80 | 17.5% | 0% |
| 20260902 | $7.57 | $7.57 | 18.0% | 0% |
| 20260901 | $7.72 | $7.72 | 18.2% | 1% |
| 20260831 | $7.97 | $7.97 | 18.6% | 4% |
| 20260828 | $8.48 | $8.48 | 17.9% | 0% |
| 20260827 | $8.78 | $8.78 | 18.5% | 3% |
| 20260826 | $9.07 | $9.07 | 18.5% | 3% |
| 20260825 | $10.25 | $10.25 | 18.6% | 4% |
| 20260824 | $9.78 | $9.78 | 18.7% | 4% |
| 20260821 | $10.45 | $4.68 | 18.5% | 3% |
| 20260820 | $11.40 | $4.30 | 19.4% | 8% |
| 20260819 | $10.70 | $4.40 | 19.3% | 8% |
| 20260818 | $12.55 | $6.10 | 19.8% | 11% |
| 20260817 | $11.20 | $5.45 | 19.1% | 6% |
| 20260814 | $11.15 | $4.67 | 18.1% | 0% |
| 20260813 | $11.55 | $5.80 | 18.5% | 0% |
| 20260812 | $11.60 | $7.15 | 19.2% | 1% |
| 20260811 | $13.12 | $7.50 | 19.3% | 2% |
| 20260810 | $12.40 | $7.33 | 19.1% | 0% |
| 20260807 | — | — | 19.8% | 0% |
| 20260806 | $17.75 | $15.00 | 30.2% | 69% |
| 20260805 | $14.75 | $14.75 | 30.3% | 70% |
| 20260804 | $14.65 | $14.65 | 30.7% | 73% |
| 20260803 | $15.30 | $15.30 | 30.8% | 74% |
| 20260731 | $15.45 | $15.45 | 30.9% | 75% |
| 20260730 | $15.30 | $15.30 | 30.4% | 71% |
| 20260729 | $15.90 | $15.90 | 31.1% | 76% |
| 20260728 | $15.50 | $15.50 | 28.9% | 59% |
| 20260727 | $15.25 | $15.25 | 29.5% | 64% |
More on RGA
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.