RIG · Expected Move
Transocean LTD.
The expected move for RIG 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).
RIG 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 RIG Expected Move
30-Day Straddle
$0.66
7-Day Straddle
$0.32
30-Day ATM IV
51.5%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to RIG'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.
RIG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $0.66 | $0.32 | 51.5% | 53% |
| 20261015 | $0.66 | $0.29 | 52.7% | 61% |
| 20261014 | $0.66 | $0.31 | 51.7% | 55% |
| 20261013 | $0.68 | $0.36 | 51.3% | 52% |
| 20261012 | $0.69 | $0.23 | 51.5% | 54% |
| 20261009 | $0.62 | $0.25 | 49.9% | 44% |
| 20261008 | $0.63 | $0.30 | 50.5% | 48% |
| 20261007 | $0.64 | $0.33 | 49.8% | 43% |
| 20261006 | $0.65 | $0.33 | 51.1% | 51% |
| 20261005 | $0.70 | $0.22 | 52.8% | 59% |
| 20261002 | $0.54 | $0.25 | 47.6% | 29% |
| 20261001 | $0.59 | $0.35 | 49.5% | 40% |
| 20260930 | $0.61 | $0.39 | 49.8% | 42% |
| 20260929 | $0.60 | $0.38 | 48.0% | 31% |
| 20260928 | $0.66 | $0.30 | 49.2% | 38% |
| 20260925 | $0.59 | $0.30 | 47.8% | 30% |
| 20260924 | $0.61 | $0.32 | 49.5% | 40% |
| 20260923 | $0.63 | $0.34 | 50.3% | 44% |
| 20260922 | $0.61 | $0.34 | 48.2% | 32% |
| 20260921 | $0.64 | $0.29 | 48.8% | 36% |
| 20260918 | $0.66 | $0.29 | 47.6% | 29% |
| 20260917 | $0.71 | $0.39 | 50.2% | 44% |
| 20260916 | $0.79 | $0.38 | 52.1% | 55% |
| 20260915 | $0.62 | $0.43 | 45.7% | 18% |
| 20260914 | $0.77 | $0.22 | 49.0% | 37% |
| 20260911 | $0.61 | $0.29 | 46.9% | 25% |
| 20260910 | $0.63 | $0.39 | 46.1% | 21% |
| 20260909 | $0.65 | $0.38 | 46.6% | 23% |
| 20260908 | $0.62 | $0.40 | 47.6% | 29% |
| 20260904 | $0.63 | $0.32 | 46.1% | 20% |
| 20260903 | $0.60 | $0.32 | 45.0% | 14% |
| 20260902 | $0.66 | $0.37 | 45.1% | 14% |
| 20260901 | $0.62 | $0.34 | 45.6% | 17% |
| 20260831 | $0.62 | $0.27 | 43.7% | 6% |
| 20260828 | $0.68 | $0.35 | 46.9% | 25% |
| 20260827 | $0.62 | $0.40 | 45.9% | 19% |
| 20260826 | $0.56 | $0.32 | 42.6% | 0% |
| 20260825 | $0.66 | $0.40 | 46.9% | 19% |
| 20260824 | $0.64 | $0.33 | 43.9% | 0% |
| 20260821 | $0.58 | $0.33 | 44.4% | 0% |
| 20260820 | $0.61 | $0.34 | 45.8% | 9% |
| 20260819 | $0.64 | $0.37 | 45.9% | 10% |
| 20260818 | $0.67 | $0.41 | 47.1% | 16% |
| 20260817 | $0.65 | $0.27 | 45.4% | 6% |
| 20260814 | $0.60 | $0.35 | 44.4% | 0% |
| 20260813 | $0.65 | $0.33 | 48.2% | 15% |
| 20260812 | $0.67 | $0.34 | 46.0% | 4% |
| 20260811 | $0.69 | $0.43 | 48.1% | 15% |
| 20260810 | $0.70 | $0.32 | 49.8% | 23% |
| 20260807 | — | — | 45.0% | 0% |
| 20260806 | $0.64 | $0.38 | 50.6% | 27% |
| 20260805 | $0.61 | $0.47 | 53.4% | 40% |
| 20260804 | $0.67 | $0.48 | 53.4% | 40% |
| 20260803 | $0.66 | $0.38 | 53.6% | 41% |
| 20260731 | $0.66 | $0.42 | 52.9% | 38% |
| 20260730 | $0.63 | $0.41 | 54.4% | 44% |
| 20260729 | $0.68 | $0.41 | 59.2% | 68% |
| 20260728 | $0.64 | $0.45 | 55.1% | 48% |
| 20260727 | $0.72 | $0.34 | 55.1% | 48% |
| 20260724 | $0.66 | $0.31 | 53.5% | 40% |
More on RIG
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.