RNW · Expected Move

ReNew Energy Global plc Class A Ordinary Shares

The expected move for RNW 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).

RNW 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 RNW Expected Move
30-Day Straddle
$0.75
7-Day Straddle
$10.15
30-Day ATM IV
30.9%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to RNW'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.
RNW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $0.75 $10.15 30.9% 3%
20261015 $3.45 $0.17 40.3% 9%
20261014 $10.00 $0.17 30.3% 3%
20261013 $20.00 $10.15 89.1% 40%
20261012 $3.45 $1.85 183.0% 100%
20261009 $20.00 $0.17 37.5% 8%
20261008 $15.00 $0.40 34.2% 6%
20261007 $20.00 $10.38 48.6% 15%
20261006 $3.45 $2.65 75.9% 34%
20261005 $2.42 $5.65 40.0% 10%
20261002 $2.65 $2.65 59.3% 22%
20261001 $5.15 $5.15 25.8% 0%
20260930 $10.15 $10.15 40.7% 8%
20260929 $10.38 $10.38 33.0% 2%
20260928 $2.65 $2.65 — —
20260925 $2.65 $2.65 94.9% 45%
20260924 $1.17 $1.17 115.2% 59%
20260923 $2.90 $2.90 29.6% 0%
20260922 $17.50 $17.50 43.5% 10%
20260921 $7.60 $7.60 49.0% 13%
20260918 $7.97 $7.53 — —
20260917 $2.52 $1.17 44.8% 10%
20260916 $7.65 $7.53 — —
20260915 $10.15 $10.47 44.8% 10%
20260914 $5.00 $4.20 44.0% 10%
20260911 $2.65 $3.83 — —
20260910 $0.43 $3.45 69.4% 27%
20260909 $5.00 $1.85 42.6% 9%
20260908 $8.65 $0.85 50.0% 14%
20260904 $4.25 $4.20 175.0% 100%
20260903 $2.88 $2.88 — —
20260902 $2.88 $2.88 166.7% 100%
20260901 $1.23 $1.23 46.3% 18%
20260831 $8.65 $8.65 46.7% 18%
20260828 $1.80 $1.80 — —
20260827 $5.00 $5.00 57.7% 30%
20260826 $1.52 $1.52 91.6% 66%
20260825 $7.55 $7.55 48.2% 20%
20260824 $7.97 $7.97 66.3% 39%
20260821 $11.18 $1.52 35.1% 6%
20260820 $0.75 $1.17 48.6% 20%
20260819 $4.25 $1.77 120.2% 96%
20260818 $1.35 $9.90 31.5% 2%
20260817 $8.78 $0.20 — —
20260814 $2.92 $2.85 82.7% 56%
20260813 $15.00 $7.53 42.8% 14%
20260812 $9.95 $4.97 86.7% 61%
20260811 $0.55 $0.95 123.7% 100%
20260810 $0.62 $0.78 56.2% 36%
20260807 — — 103.2% 100%
20260806 $0.65 $0.80 54.5% 36%
20260805 $0.95 $0.95 84.6% 79%
20260804 $1.02 $1.02 60.2% 44%
20260803 $0.65 $0.65 50.6% 22%
20260731 $0.60 $0.60 73.2% 45%
20260730 $0.62 $0.62 40.9% 12%
20260729 $0.82 $0.82 68.1% 40%
20260728 $1.35 $1.35 — —
20260727 $0.97 $0.97 70.0% 42%
20260724 $0.80 $0.80 60.1% 31%

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.