RRC · Expected Move
Range Resources Corp
The expected move for RRC 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).
RRC 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 RRC Expected Move
30-Day Straddle
$3.85
7-Day Straddle
$3.85
30-Day ATM IV
37.4%
IV Rank
88%
Implied one-standard-deviation move through the next 30 days. Compare to RRC'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.
RRC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.85 | $3.85 | 37.4% | 88% |
| 20261022 | $3.58 | $3.58 | 35.2% | 64% |
| 20261021 | $3.48 | $3.48 | 35.5% | 67% |
| 20261020 | $3.65 | $3.65 | 35.5% | 67% |
| 20261019 | $3.65 | $3.65 | 35.8% | 70% |
| 20261016 | $3.97 | $0.85 | 37.1% | 84% |
| 20261015 | $3.73 | $0.73 | 35.8% | 70% |
| 20261014 | $3.88 | $0.90 | 36.5% | 78% |
| 20261013 | $3.93 | $1.12 | 35.5% | 67% |
| 20261012 | $3.90 | $1.35 | 36.8% | 81% |
| 20261009 | $3.85 | $1.30 | 34.4% | 55% |
| 20261008 | $4.00 | $1.65 | 35.4% | 66% |
| 20261007 | $3.78 | $1.57 | 34.0% | 50% |
| 20261006 | $4.15 | $1.75 | 36.7% | 80% |
| 20261005 | $3.93 | $1.68 | 34.9% | 60% |
| 20261002 | $1.85 | $1.85 | 33.9% | 50% |
| 20261001 | $2.02 | $2.02 | 34.4% | 55% |
| 20260930 | $2.02 | $2.02 | 35.2% | 64% |
| 20260929 | $2.12 | $2.12 | 34.9% | 60% |
| 20260928 | $2.25 | $2.25 | 34.9% | 61% |
| 20260925 | $2.47 | $2.47 | 33.6% | 46% |
| 20260924 | $2.53 | $2.53 | 34.8% | 59% |
| 20260923 | $2.33 | $2.33 | 31.6% | 25% |
| 20260922 | $2.50 | $2.50 | 32.7% | 36% |
| 20260921 | $2.62 | $2.62 | 33.1% | 41% |
| 20260918 | $2.70 | $1.00 | 31.2% | 21% |
| 20260917 | $2.95 | $0.72 | 33.4% | 44% |
| 20260916 | $2.98 | $1.00 | 33.8% | 48% |
| 20260915 | $3.28 | $1.20 | 33.5% | 45% |
| 20260914 | $3.25 | $1.38 | 33.5% | 45% |
| 20260911 | $3.33 | $1.52 | 32.6% | 35% |
| 20260910 | $3.52 | $1.70 | 33.7% | 47% |
| 20260909 | $3.58 | $1.73 | 33.2% | 42% |
| 20260908 | $3.58 | $1.95 | 33.5% | 45% |
| 20260904 | $3.62 | $2.02 | 31.9% | 28% |
| 20260903 | $3.80 | $2.08 | 31.9% | 28% |
| 20260902 | $2.10 | $2.10 | 31.3% | 21% |
| 20260901 | $2.33 | $2.33 | 32.5% | 34% |
| 20260831 | $2.38 | $2.38 | 32.9% | 27% |
| 20260828 | $2.55 | $2.55 | 31.4% | 16% |
| 20260827 | $2.50 | $2.50 | 31.1% | 14% |
| 20260826 | $2.67 | $2.67 | 31.3% | 15% |
| 20260825 | $2.47 | $2.47 | 30.3% | 7% |
| 20260824 | $2.65 | $2.65 | 30.9% | 12% |
| 20260821 | $2.60 | $0.62 | 29.3% | 0% |
| 20260820 | $2.75 | $0.75 | 30.0% | 0% |
| 20260819 | $2.75 | $1.00 | 30.3% | 2% |
| 20260818 | $3.00 | $1.25 | 31.9% | 14% |
| 20260817 | $2.95 | $1.23 | 30.7% | 4% |
| 20260814 | $3.03 | $1.48 | 32.1% | 15% |
| 20260813 | $3.23 | $1.45 | 32.1% | 15% |
| 20260812 | $3.05 | $1.65 | 30.1% | 0% |
| 20260811 | $3.55 | $2.12 | 34.0% | 26% |
| 20260810 | $3.25 | $1.75 | 31.5% | 6% |
| 20260807 | — | — | 32.1% | 10% |
| 20260806 | $3.60 | $2.25 | 34.5% | 28% |
| 20260805 | $2.25 | $2.25 | 33.5% | 21% |
| 20260804 | $2.45 | $2.45 | 34.0% | 25% |
| 20260803 | $2.62 | $2.62 | 34.7% | 30% |
| 20260731 | $2.55 | $2.55 | — | — |
More on RRC
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.