RLY · Expected Move
State Street Multi-Asset Real Return ETF · ETF
The expected move for RLY 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).
RLY 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 RLY Expected Move
30-Day Straddle
$1.62
7-Day Straddle
$1.62
30-Day ATM IV
17.9%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to RLY'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.
RLY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.62 | $1.62 | 17.9% | 7% |
| 20261020 | $3.33 | $3.33 | 15.7% | 1% |
| 20261019 | $1.62 | $1.62 | 18.8% | 10% |
| 20261016 | $1.62 | $2.73 | 17.5% | 6% |
| 20261015 | $3.23 | $1.23 | 18.1% | 8% |
| 20261014 | $1.60 | $1.20 | 16.5% | 4% |
| 20261013 | $1.62 | $1.27 | 16.3% | 3% |
| 20261012 | $1.65 | $1.25 | 15.6% | 1% |
| 20261009 | $1.62 | $1.25 | 25.3% | 26% |
| 20261008 | $1.68 | $1.35 | 26.2% | 29% |
| 20261007 | $1.83 | $3.38 | 27.1% | 31% |
| 20261006 | $1.62 | $1.35 | 27.3% | 31% |
| 20261005 | $1.65 | $3.28 | 26.9% | 30% |
| 20261002 | $1.40 | $1.40 | 28.8% | 35% |
| 20261001 | $1.45 | $1.45 | 27.9% | 33% |
| 20260930 | $1.50 | $1.50 | 29.3% | 36% |
| 20260929 | $4.90 | $4.90 | 29.6% | 37% |
| 20260928 | $1.60 | $1.60 | 30.3% | 39% |
| 20260925 | $4.80 | $4.80 | 32.0% | 43% |
| 20260924 | $1.45 | $1.45 | 32.7% | 45% |
| 20260923 | $1.48 | $1.48 | 32.7% | 45% |
| 20260922 | $1.57 | $1.57 | 30.9% | 41% |
| 20260921 | $1.48 | $1.48 | 33.3% | 47% |
| 20260918 | $1.62 | $1.35 | 36.7% | 55% |
| 20260917 | $3.38 | $1.48 | 22.6% | 19% |
| 20260916 | $1.60 | $1.15 | 33.7% | 48% |
| 20260915 | $1.55 | $1.32 | 28.4% | 34% |
| 20260914 | $1.65 | $3.25 | 25.4% | 26% |
| 20260911 | $1.57 | $1.35 | 27.5% | 32% |
| 20260910 | $1.67 | $1.38 | 25.9% | 28% |
| 20260909 | $3.25 | $1.35 | 22.3% | 19% |
| 20260908 | $3.22 | $1.38 | 21.9% | 18% |
| 20260904 | $1.62 | $1.35 | 28.6% | 35% |
| 20260903 | $3.20 | $1.38 | 23.2% | 21% |
| 20260902 | $1.43 | $1.43 | 28.3% | 34% |
| 20260901 | $1.40 | $1.40 | 25.0% | 25% |
| 20260831 | $3.25 | $3.25 | 29.6% | 37% |
| 20260828 | $1.35 | $1.35 | 26.9% | 30% |
| 20260827 | $4.80 | $4.80 | 30.7% | 40% |
| 20260826 | $1.48 | $1.48 | 21.7% | 17% |
| 20260825 | $3.22 | $3.22 | 15.6% | 1% |
| 20260824 | $1.48 | $1.48 | 23.8% | 22% |
| 20260821 | $3.10 | $3.05 | 24.4% | 24% |
| 20260820 | $1.45 | $1.43 | 24.5% | 24% |
| 20260819 | $1.52 | $1.27 | 23.2% | 21% |
| 20260818 | $1.48 | $1.17 | 26.1% | 28% |
| 20260817 | $1.42 | $1.18 | 23.0% | 20% |
| 20260814 | $1.48 | $3.17 | 29.5% | 37% |
| 20260813 | $1.52 | $1.30 | 24.1% | 23% |
| 20260812 | $1.55 | $1.27 | 29.2% | 36% |
| 20260811 | $3.12 | $4.80 | 26.2% | 28% |
| 20260810 | $3.15 | $2.88 | 15.8% | 2% |
| 20260807 | — | — | 24.2% | 23% |
| 20260806 | $3.30 | $1.38 | 23.9% | 23% |
| 20260805 | $1.35 | $1.35 | 25.4% | 26% |
| 20260804 | $1.33 | $1.33 | 24.1% | 23% |
| 20260803 | $1.48 | $1.48 | 24.3% | 24% |
| 20260731 | $1.45 | $1.45 | 25.3% | 26% |
| 20260730 | $1.55 | $1.55 | 23.8% | 22% |
| 20260729 | $1.48 | $1.48 | 25.9% | 28% |
More on RLY
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.