RPRX · Expected Move
Royalty Pharma plc Class A Ordinary Shares
The expected move for RPRX 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).
RPRX 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 RPRX Expected Move
30-Day Straddle
$4.57
7-Day Straddle
$4.57
30-Day ATM IV
31.0%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to RPRX'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.
RPRX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $4.57 | $4.57 | 31.0% | 40% |
| 20261016 | $3.45 | $4.95 | 24.5% | 5% |
| 20261015 | $4.62 | $3.35 | 30.7% | 39% |
| 20261014 | $5.67 | $2.73 | 37.0% | 72% |
| 20261013 | $3.45 | $3.20 | 24.6% | 6% |
| 20261012 | $5.10 | $3.12 | 33.0% | 51% |
| 20261009 | $5.88 | $4.97 | 36.4% | 69% |
| 20261008 | $4.67 | $2.62 | 36.9% | 72% |
| 20261007 | $5.15 | $3.73 | 31.1% | 41% |
| 20261006 | $4.95 | $4.03 | 30.4% | 37% |
| 20261005 | $5.38 | $2.22 | 32.2% | 47% |
| 20261002 | $3.70 | $3.70 | 33.2% | 52% |
| 20261001 | $3.65 | $3.65 | 39.8% | 88% |
| 20260930 | $3.12 | $3.12 | 31.0% | 40% |
| 20260929 | $3.98 | $3.98 | 39.3% | 85% |
| 20260928 | $3.65 | $3.65 | 34.3% | 58% |
| 20260925 | $3.55 | $3.55 | 27.8% | 23% |
| 20260924 | $3.88 | $3.88 | 31.5% | 43% |
| 20260923 | $3.98 | $3.98 | 33.1% | 58% |
| 20260922 | $3.40 | $3.40 | 28.3% | 35% |
| 20260921 | $3.73 | $3.73 | 27.8% | 32% |
| 20260918 | $3.80 | $3.55 | 28.3% | 34% |
| 20260917 | $3.80 | $2.20 | 29.0% | 39% |
| 20260916 | $3.90 | $3.50 | 26.4% | 28% |
| 20260915 | $3.85 | $4.12 | 27.3% | 31% |
| 20260914 | $3.85 | $1.95 | 26.6% | 28% |
| 20260911 | $3.80 | $2.08 | 24.4% | 18% |
| 20260910 | $4.50 | $5.38 | 31.6% | 52% |
| 20260909 | $5.33 | $2.38 | 29.7% | 43% |
| 20260908 | $5.05 | $3.58 | 32.9% | 57% |
| 20260904 | $4.83 | $3.25 | 29.0% | 40% |
| 20260903 | $4.58 | $3.48 | 28.5% | 37% |
| 20260902 | $3.77 | $3.77 | 30.1% | 44% |
| 20260901 | $3.95 | $3.95 | 28.1% | 35% |
| 20260831 | $3.90 | $3.90 | 32.5% | 56% |
| 20260828 | $4.03 | $4.03 | 31.2% | 50% |
| 20260827 | $3.90 | $3.90 | 29.5% | 42% |
| 20260826 | $3.75 | $3.75 | 27.8% | 34% |
| 20260825 | $5.85 | $5.85 | 38.0% | 81% |
| 20260824 | $3.65 | $3.65 | 29.0% | 40% |
| 20260821 | $3.05 | $2.73 | 26.8% | 29% |
| 20260820 | $3.70 | $2.17 | 27.8% | 34% |
| 20260819 | $4.53 | $2.92 | 32.0% | 53% |
| 20260818 | $4.17 | $2.80 | 30.2% | 45% |
| 20260817 | $3.67 | $2.62 | 26.6% | 27% |
| 20260814 | $4.17 | $3.62 | 27.2% | 30% |
| 20260813 | $4.22 | $3.55 | 33.4% | 58% |
| 20260812 | $5.55 | $2.00 | 25.8% | 24% |
| 20260811 | $5.40 | $2.00 | 35.3% | 66% |
| 20260810 | $4.78 | $3.38 | 25.9% | 24% |
| 20260807 | — | — | 34.7% | 64% |
| 20260806 | $5.15 | $3.48 | 29.2% | 39% |
| 20260805 | $3.33 | $3.33 | 34.0% | 61% |
| 20260804 | $3.65 | $3.65 | 34.8% | 64% |
| 20260803 | $3.75 | $3.75 | 33.0% | 56% |
| 20260731 | $3.65 | $3.65 | 31.4% | 49% |
| 20260730 | $4.10 | $4.10 | 29.4% | 40% |
| 20260729 | $3.78 | $3.78 | 30.5% | 45% |
| 20260728 | $4.80 | $4.80 | 34.9% | 64% |
| 20260727 | $4.32 | $4.32 | 42.1% | 97% |
More on RPRX
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.