ROIV · Expected Move
Roivant Sciences Ltd. Common Shares
The expected move for ROIV 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).
ROIV 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 ROIV Expected Move
30-Day Straddle
$4.20
7-Day Straddle
$2.10
30-Day ATM IV
41.8%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to ROIV'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.
ROIV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $4.20 | $2.10 | 41.8% | 15% |
| 20261002 | $2.83 | $2.83 | 52.7% | 50% |
| 20261001 | $3.20 | $3.20 | 50.4% | 49% |
| 20260930 | $3.08 | $3.08 | 50.1% | 48% |
| 20260929 | $3.35 | $3.35 | 48.3% | 43% |
| 20260928 | $3.42 | $3.42 | 52.5% | 55% |
| 20260925 | $4.32 | $4.32 | 54.7% | 62% |
| 20260924 | $3.83 | $3.83 | 49.8% | 47% |
| 20260923 | $3.70 | $3.70 | 48.9% | 45% |
| 20260922 | $3.08 | $3.08 | 38.7% | 15% |
| 20260921 | $3.75 | $3.75 | 47.4% | 40% |
| 20260918 | $4.12 | $2.12 | 45.4% | 35% |
| 20260917 | $3.33 | $1.45 | 37.2% | 11% |
| 20260916 | $3.92 | $1.62 | 44.7% | 33% |
| 20260915 | $5.03 | $1.25 | 47.0% | 39% |
| 20260914 | $4.25 | $1.77 | 43.9% | 30% |
| 20260911 | $4.25 | $1.62 | 41.8% | 24% |
| 20260910 | $4.10 | $2.25 | 41.1% | 22% |
| 20260909 | $4.78 | $2.48 | 45.9% | 36% |
| 20260908 | $5.08 | $3.28 | 50.8% | 50% |
| 20260904 | $5.25 | $3.42 | 57.2% | 69% |
| 20260903 | $4.25 | $3.25 | 48.2% | 43% |
| 20260902 | $3.60 | $3.60 | 54.2% | 60% |
| 20260901 | $3.10 | $3.10 | 51.5% | 52% |
| 20260831 | $3.60 | $3.60 | 52.4% | 55% |
| 20260828 | $3.50 | $3.50 | 51.3% | 52% |
| 20260827 | $3.47 | $3.47 | 45.9% | 36% |
| 20260826 | $3.60 | $3.60 | 52.4% | 55% |
| 20260825 | $4.12 | $4.12 | 51.6% | 53% |
| 20260824 | $3.88 | $3.88 | 48.7% | 44% |
| 20260821 | $4.45 | $1.00 | 54.2% | 60% |
| 20260820 | $4.05 | $1.17 | 49.0% | 45% |
| 20260819 | $3.62 | $2.45 | 40.0% | 19% |
| 20260818 | $4.55 | $2.52 | 49.3% | 46% |
| 20260817 | $4.22 | $1.48 | 48.9% | 45% |
| 20260814 | $4.45 | $1.80 | 50.4% | 49% |
| 20260813 | $3.92 | $1.85 | 45.2% | 34% |
| 20260812 | $4.40 | $2.45 | 48.0% | 42% |
| 20260811 | $4.40 | $2.15 | 47.1% | 39% |
| 20260810 | $4.45 | $2.52 | 47.9% | 42% |
| 20260807 | — | — | 49.0% | 45% |
| 20260806 | $5.03 | $3.35 | 65.0% | 91% |
| 20260805 | $3.45 | $3.45 | 57.7% | 70% |
| 20260804 | $3.40 | $3.40 | 58.1% | 71% |
| 20260803 | $3.90 | $3.90 | 68.0% | 100% |
| 20260731 | $4.05 | $4.05 | 62.8% | 99% |
| 20260730 | $4.40 | $4.40 | 59.4% | 87% |
| 20260729 | $4.30 | $4.30 | 61.1% | 93% |
| 20260728 | $4.03 | $4.03 | 59.1% | 86% |
| 20260727 | $4.75 | $4.75 | 62.4% | 97% |
| 20260724 | $4.15 | $4.15 | 53.9% | 69% |
| 20260723 | $3.95 | $3.95 | 51.5% | 61% |
| 20260722 | $4.12 | $4.12 | 52.9% | 65% |
| 20260721 | $5.10 | $5.10 | 63.2% | 100% |
| 20260720 | $4.03 | $4.03 | 50.3% | 59% |
| 20260716 | $4.25 | $2.58 | 53.7% | 70% |
| 20260715 | $4.60 | $1.50 | 51.7% | 63% |
| 20260714 | $4.17 | $1.23 | 47.4% | 48% |
| 20260713 | $4.80 | $1.58 | — | — |
| 20260710 | $4.95 | $2.22 | 50.1% | 44% |
More on ROIV
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.