RL · Expected Move

Ralph Lauren Corporation

The expected move for RL 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).

RL straddle price & implied vol

60 sessions

Bars: 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 RL Expected Move
30-Day Straddle
$37.40
7-Day Straddle
$37.40
30-Day ATM IV
43.8%
IV Rank
83%
Implied one-standard-deviation move through the next 30 days. Compare to RL'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.
RL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $37.40 $37.40 43.8% 83%
20261022 $37.90 $37.90 43.6% 82%
20261021 $37.40 $37.40 43.2% 79%
20261020 $36.80 $36.80 41.9% 72%
20261019 $37.85 $37.85 41.9% 72%
20261016 $40.85 $6.60 42.3% 74%
20261015 $40.45 $5.45 41.3% 69%
20261014 $39.75 $8.25 41.3% 69%
20261013 $38.40 $10.10 39.5% 59%
20261012 $38.85 $10.10 39.5% 59%
20261009 $39.70 $11.85 38.7% 54%
20261008 $40.10 $13.30 38.6% 54%
20261007 $39.20 $13.15 38.2% 51%
20261006 $40.40 $14.85 38.0% 50%
20261005 $40.60 $15.55 37.5% 48%
20261002 $17.00 $17.00 36.1% 40%
20261001 $18.75 $18.75 37.3% 47%
20260930 $19.00 $19.00 36.5% 42%
20260929 $20.00 $20.00 36.5% 42%
20260928 $20.65 $20.65 36.2% 40%
20260925 $20.55 $20.55 34.0% 28%
20260924 $20.40 $20.40 33.6% 26%
20260923 $20.90 $20.90 33.4% 24%
20260922 $21.55 $21.55 32.8% 21%
20260921 $21.65 $21.65 32.8% 21%
20260918 $22.55 $6.92 29.3% 2%
20260917 $22.45 $6.78 29.9% 5%
20260916 $23.55 $7.40 30.2% 7%
20260915 $24.95 $10.45 31.1% 12%
20260914 $24.75 $9.93 30.7% 9%
20260911 $25.70 $11.30 30.6% 9%
20260910 $26.75 $12.90 31.1% 12%
20260909 $27.20 $13.35 31.2% 13%
20260908 $27.65 $15.60 30.9% 11%
20260904 $28.10 $15.20 29.2% 2%
20260903 $29.50 $16.55 30.1% 7%
20260902 $17.35 $17.35 30.3% 7%
20260901 $18.05 $18.05 30.7% 10%
20260831 $17.90 $17.90 29.7% 4%
20260828 $19.65 $19.65 29.2% 1%
20260827 $20.50 $20.50 29.8% 5%
20260826 $22.45 $22.45 30.7% 10%
20260825 $22.90 $22.90 30.7% 10%
20260824 $23.65 $23.65 30.5% 8%
20260821 $23.80 $3.60 28.9% 0%
20260820 $25.30 $7.12 29.8% 2%
20260819 $26.75 $8.28 30.6% 7%
20260818 $26.05 $9.55 29.5% 1%
20260817 $26.30 $10.25 29.4% 0%
20260814 $28.30 $12.90 29.4% 0%
20260813 $30.95 $14.40 31.4% 4%
20260812 $32.25 $16.60 31.9% 8%
20260811 $32.75 $17.25 31.8% 7%
20260810 $35.20 $19.40 33.0% 14%
20260807 — — 31.3% 4%
20260806 $36.25 $24.20 34.3% 22%
20260805 $36.40 $36.40 46.9% 98%
20260804 $34.30 $34.30 44.5% 84%
20260803 $34.55 $34.55 44.6% 84%
20260731 $35.45 $35.45 44.0% 81%

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.