RMBS · Expected Move
Rambus Inc
The expected move for RMBS 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).
RMBS 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 RMBS Expected Move
30-Day Straddle
$15.95
7-Day Straddle
$15.95
30-Day ATM IV
83.0%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to RMBS'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.
RMBS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $15.95 | $15.95 | 83.0% | 46% |
| 20261021 | $16.65 | $16.65 | 78.9% | 39% |
| 20261020 | $17.65 | $17.65 | 82.5% | 45% |
| 20261019 | $17.05 | $17.05 | 78.2% | 38% |
| 20261016 | $16.25 | $2.95 | 75.6% | 34% |
| 20261015 | $17.65 | $3.40 | 76.4% | 35% |
| 20261014 | $17.45 | $4.75 | 74.7% | 32% |
| 20261013 | $18.75 | $5.07 | 74.8% | 32% |
| 20261012 | $20.10 | $5.40 | 76.3% | 35% |
| 20261009 | $21.00 | $7.03 | 72.3% | 28% |
| 20261008 | $21.90 | $7.65 | 72.1% | 27% |
| 20261007 | $23.15 | $8.45 | 73.6% | 30% |
| 20261006 | $24.45 | $8.80 | 73.7% | 30% |
| 20261005 | $23.25 | $9.35 | 72.9% | 29% |
| 20261002 | $11.15 | $11.15 | 72.4% | 28% |
| 20261001 | $11.00 | $11.00 | 71.5% | 26% |
| 20260930 | $12.35 | $12.35 | 75.3% | 33% |
| 20260929 | $12.20 | $12.20 | 72.7% | 28% |
| 20260928 | $12.55 | $12.55 | 73.8% | 30% |
| 20260925 | $13.25 | $13.25 | 71.3% | 26% |
| 20260924 | $14.15 | $14.15 | 74.0% | 31% |
| 20260923 | $14.45 | $14.45 | 70.6% | 25% |
| 20260922 | $15.10 | $15.10 | 73.9% | 31% |
| 20260921 | $13.85 | $13.85 | 69.6% | 23% |
| 20260918 | $11.35 | $2.62 | 56.4% | 0% |
| 20260917 | $11.15 | $2.90 | 57.7% | 2% |
| 20260916 | $11.80 | $3.75 | 61.5% | 9% |
| 20260915 | $11.90 | $4.40 | 60.5% | 7% |
| 20260914 | $11.00 | $4.47 | 58.1% | 3% |
| 20260911 | $13.35 | $5.60 | 59.8% | 6% |
| 20260910 | $13.45 | $6.38 | 63.3% | 12% |
| 20260909 | $14.50 | $7.03 | 63.2% | 12% |
| 20260908 | $14.10 | $6.85 | 62.9% | 11% |
| 20260904 | $13.15 | $8.60 | 58.8% | 4% |
| 20260903 | $13.10 | $7.80 | 56.5% | 0% |
| 20260902 | $7.75 | $7.75 | 56.6% | 0% |
| 20260901 | $9.15 | $9.15 | 60.6% | 0% |
| 20260831 | $9.43 | $9.43 | 60.6% | 0% |
| 20260828 | $10.15 | $10.15 | 63.4% | 0% |
| 20260827 | $11.95 | $11.95 | 65.7% | 2% |
| 20260826 | $11.70 | $11.70 | 65.1% | 1% |
| 20260825 | $11.95 | $11.95 | 66.2% | 3% |
| 20260824 | $12.30 | $12.30 | 66.8% | 4% |
| 20260821 | $13.85 | $2.35 | 68.5% | 7% |
| 20260820 | $14.65 | $3.15 | 69.6% | 10% |
| 20260819 | $13.40 | $4.42 | 64.8% | 0% |
| 20260818 | $15.85 | $5.17 | 71.0% | 12% |
| 20260817 | $16.95 | $6.55 | 71.2% | 13% |
| 20260814 | $16.10 | $6.68 | 65.0% | 0% |
| 20260813 | $17.40 | $8.28 | 69.8% | 7% |
| 20260812 | $17.90 | $9.05 | 70.1% | 8% |
| 20260811 | $17.80 | $8.62 | 71.4% | 10% |
| 20260810 | $19.25 | $10.25 | 75.4% | 19% |
| 20260807 | — | — | 76.6% | 21% |
| 20260806 | $24.30 | $14.50 | 89.3% | 48% |
| 20260805 | $15.60 | $15.60 | 90.4% | 51% |
| 20260804 | $16.45 | $16.45 | 91.9% | 54% |
| 20260803 | $15.95 | $15.95 | 93.5% | 57% |
| 20260731 | $16.15 | $16.15 | 92.8% | 56% |
| 20260730 | $16.00 | $16.00 | 90.3% | 50% |
More on RMBS
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.