RNST · Expected Move

Renasant Corporation

The expected move for RNST 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).

RNST 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 RNST Expected Move
30-Day Straddle
$4.75
7-Day Straddle
$3.02
30-Day ATM IV
48.5%
IV Rank
90%
Implied one-standard-deviation move through the next 30 days. Compare to RNST'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.
RNST Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $4.75 $3.02 48.5% 90%
20261015 $4.75 $2.83 47.7% 87%
20261014 $4.85 $3.15 47.6% 86%
20261013 $4.53 $3.00 44.4% 73%
20261012 $4.57 $3.15 44.0% 71%
20261009 $4.83 $3.17 44.3% 72%
20261008 $4.65 $3.17 43.3% 68%
20261007 $5.05 $3.48 46.7% 83%
20261006 $4.50 $3.28 41.1% 58%
20261005 $4.47 $3.20 40.5% 56%
20261002 $4.10 $4.10 35.9% 36%
20261001 $3.45 $3.45 44.9% 75%
20260930 $3.60 $3.60 44.1% 71%
20260929 $3.52 $3.52 38.1% 46%
20260928 $3.35 $3.35 36.4% 39%
20260925 $3.88 $3.88 33.4% 26%
20260924 $2.02 $2.02 32.1% 20%
20260923 $3.97 $3.97 46.4% 81%
20260922 $4.47 $4.47 50.2% 97%
20260921 $4.62 $4.62 50.8% 100%
20260918 $4.33 $1.88 46.8% 92%
20260917 $4.42 $2.30 47.0% 93%
20260916 $4.55 $2.92 48.4% 100%
20260915 $4.57 $2.73 46.9% 100%
20260914 $4.22 $2.80 40.1% 69%
20260911 $4.08 $2.75 39.7% 67%
20260910 $4.62 $2.73 45.8% 100%
20260909 $4.22 $2.62 41.8% 88%
20260908 $4.15 $2.70 32.4% 30%
20260904 $3.80 $2.48 33.7% 38%
20260903 $4.10 $2.80 35.4% 49%
20260902 $2.67 $2.67 40.5% 80%
20260901 $2.30 $2.30 33.0% 34%
20260831 $2.95 $2.95 32.5% 31%
20260828 $2.95 $2.95 42.0% 89%
20260827 $3.52 $3.52 37.2% 60%
20260826 $3.48 $3.48 38.1% 69%
20260825 $3.52 $3.52 36.2% 66%
20260824 $3.90 $3.90 39.2% 79%
20260821 $4.00 $3.12 40.0% 83%
20260820 $3.42 $2.97 32.2% 49%
20260819 $4.03 $3.88 39.0% 79%
20260818 $3.05 $2.60 39.5% 81%
20260817 $3.95 $2.55 31.5% 46%
20260814 $4.20 $2.35 39.5% 81%
20260813 $3.88 $2.80 30.6% 42%
20260812 $4.00 $9.40 33.9% 56%
20260811 $4.42 $4.67 37.9% 74%
20260810 $4.28 $3.42 39.0% 79%
20260807 — — 35.7% 53%
20260806 $3.88 $2.72 32.7% 42%
20260805 $2.73 $2.73 33.5% 45%
20260804 $2.65 $2.65 29.6% 31%
20260803 $2.92 $2.92 27.4% 23%
20260731 $3.38 $3.38 31.9% 39%
20260730 $3.17 $3.17 33.3% 45%
20260729 $2.95 $2.95 29.2% 30%
20260728 $2.55 $2.55 30.6% 35%
20260727 $3.17 $3.17 31.7% 39%
20260724 $3.40 $3.40 29.1% 29%

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.