RGR · Expected Move
Sturm, Ruger & Company, Inc.
The expected move for RGR 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).
RGR 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 RGR Expected Move
30-Day Straddle
$5.38
7-Day Straddle
$5.38
30-Day ATM IV
50.1%
IV Rank
84%
Implied one-standard-deviation move through the next 30 days. Compare to RGR'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.
RGR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.38 | $5.38 | 50.1% | 84% |
| 20261021 | $5.35 | $5.35 | 46.9% | 71% |
| 20261020 | $5.03 | $5.03 | 43.3% | 57% |
| 20261019 | $4.80 | $4.80 | 44.3% | 61% |
| 20261016 | $3.95 | $1.60 | 40.7% | 46% |
| 20261015 | $5.82 | $3.10 | 54.3% | 100% |
| 20261014 | $4.97 | $3.22 | 46.8% | 77% |
| 20261013 | $5.55 | $3.78 | 44.7% | 68% |
| 20261012 | $4.92 | $3.50 | 44.3% | 66% |
| 20261009 | $5.32 | $2.60 | 44.8% | 69% |
| 20261008 | $5.35 | $3.42 | 45.1% | 70% |
| 20261007 | $6.12 | $2.52 | 48.9% | 86% |
| 20261006 | $5.93 | $2.48 | 44.9% | 69% |
| 20261005 | $5.40 | $2.45 | 44.1% | 66% |
| 20261002 | $2.72 | $2.72 | 38.4% | 41% |
| 20261001 | $2.43 | $2.43 | 40.6% | 50% |
| 20260930 | $3.40 | $3.40 | 47.1% | 79% |
| 20260929 | $3.38 | $3.38 | 44.1% | 66% |
| 20260928 | $3.23 | $3.23 | 46.5% | 76% |
| 20260925 | $4.35 | $4.35 | 46.8% | 77% |
| 20260924 | $3.20 | $3.20 | 42.0% | 56% |
| 20260923 | $3.12 | $3.12 | 41.0% | 52% |
| 20260922 | $3.42 | $3.42 | 41.9% | 35% |
| 20260921 | $3.33 | $3.33 | 38.9% | 27% |
| 20260918 | $3.08 | $1.00 | 36.4% | 20% |
| 20260917 | $4.30 | $0.68 | 48.1% | 52% |
| 20260916 | $3.27 | $3.33 | 33.7% | 13% |
| 20260915 | $4.25 | $2.58 | 41.1% | 33% |
| 20260914 | $3.77 | $2.73 | — | — |
| 20260911 | $3.78 | $1.90 | 34.4% | 15% |
| 20260910 | $3.70 | $2.42 | 36.7% | 21% |
| 20260909 | $3.45 | $1.60 | 30.8% | 5% |
| 20260908 | $3.50 | $2.15 | 33.8% | 13% |
| 20260904 | $2.93 | $2.40 | 34.1% | 14% |
| 20260903 | $3.78 | $2.97 | 35.1% | 17% |
| 20260902 | $2.47 | $2.47 | 34.4% | 15% |
| 20260901 | $2.88 | $2.88 | 33.1% | 11% |
| 20260831 | $2.88 | $2.88 | 31.2% | 6% |
| 20260828 | $3.30 | $3.30 | 32.9% | 11% |
| 20260827 | $2.98 | $2.98 | 30.3% | 4% |
| 20260826 | $2.55 | $2.55 | 31.7% | 7% |
| 20260825 | $2.58 | $2.58 | 30.7% | 5% |
| 20260824 | $2.33 | $2.33 | 29.6% | 2% |
| 20260821 | $2.85 | $2.40 | 31.5% | 7% |
| 20260820 | $3.30 | $1.88 | 32.7% | 10% |
| 20260819 | $3.42 | $2.12 | 33.5% | 12% |
| 20260818 | $3.82 | $2.68 | 33.0% | 11% |
| 20260817 | $3.67 | $2.27 | 33.9% | 13% |
| 20260814 | $3.75 | $2.82 | 35.0% | 16% |
| 20260813 | $3.90 | $2.68 | 34.4% | 15% |
| 20260812 | $3.38 | $3.05 | — | — |
| 20260811 | $3.70 | $3.03 | 48.4% | 52% |
| 20260810 | $3.23 | $2.35 | 52.1% | 62% |
| 20260807 | — | — | 47.8% | 51% |
| 20260806 | $3.77 | $2.48 | 34.5% | 15% |
| 20260805 | $2.30 | $2.30 | 34.3% | 14% |
| 20260804 | $2.38 | $2.38 | 31.3% | 6% |
| 20260803 | $3.05 | $3.05 | 36.0% | 19% |
| 20260731 | $3.38 | $3.38 | 36.1% | 19% |
| 20260730 | $2.55 | $2.55 | 34.5% | 15% |
More on RGR
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.