RRX · Expected Move
Regal Rexnord Corporation
The expected move for RRX 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).
RRX 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 RRX Expected Move
30-Day Straddle
$23.50
7-Day Straddle
$13.45
30-Day ATM IV
49.3%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to RRX'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.
RRX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $23.50 | $13.45 | 49.3% | 38% |
| 20261106 | $25.20 | $14.20 | 54.5% | 60% |
| 20261105 | $23.80 | $15.70 | 56.0% | 66% |
| 20261104 | $14.50 | $14.50 | 49.1% | 37% |
| 20261103 | $16.35 | $16.35 | 51.2% | 46% |
| 20261102 | $20.60 | $20.60 | 64.3% | 100% |
| 20261030 | $20.55 | $20.55 | 62.1% | 94% |
| 20261029 | $20.50 | $20.50 | 59.2% | 81% |
| 20261028 | $20.30 | $20.30 | 59.4% | 82% |
| 20261027 | $20.35 | $20.35 | 59.2% | 81% |
| 20261026 | $20.45 | $20.45 | 62.1% | 94% |
| 20261023 | $21.00 | $21.00 | 62.2% | 94% |
| 20261022 | $20.40 | $20.40 | 60.4% | 86% |
| 20261021 | $22.05 | $22.05 | 60.3% | 86% |
| 20261020 | $19.65 | $19.65 | 54.2% | 60% |
| 20261019 | $19.35 | $19.35 | 51.3% | 48% |
| 20261016 | $19.90 | $2.30 | 52.0% | 51% |
| 20261015 | $19.90 | $3.80 | 50.8% | 45% |
| 20261014 | $20.65 | $4.75 | 51.3% | 48% |
| 20261013 | $21.35 | $5.50 | 50.8% | 46% |
| 20261012 | $21.30 | $6.22 | 50.0% | 42% |
| 20261009 | $21.30 | $6.75 | 47.2% | 30% |
| 20261008 | $21.35 | $7.92 | 48.4% | 35% |
| 20261007 | $22.30 | $8.52 | 48.2% | 34% |
| 20261006 | $22.80 | $8.15 | 47.2% | 30% |
| 20261005 | $21.90 | $9.38 | 47.0% | 29% |
| 20261002 | $9.25 | $9.25 | 46.5% | 27% |
| 20261001 | $10.35 | $10.35 | 46.0% | 25% |
| 20260930 | $11.15 | $11.15 | 47.2% | 30% |
| 20260929 | $11.60 | $11.60 | 47.2% | 30% |
| 20260928 | $12.30 | $12.30 | 46.8% | 28% |
| 20260925 | $12.25 | $12.25 | 44.0% | 17% |
| 20260924 | $13.15 | $13.15 | 46.0% | 25% |
| 20260923 | $12.70 | $12.70 | 43.7% | 16% |
| 20260922 | $13.10 | $13.10 | 42.9% | 12% |
| 20260921 | $12.90 | $12.90 | 42.9% | 12% |
| 20260918 | $14.65 | $2.80 | 42.7% | 11% |
| 20260917 | $13.25 | $3.42 | 40.1% | 0% |
| 20260916 | $15.35 | $6.38 | 44.7% | 18% |
| 20260915 | $15.55 | $5.83 | 43.1% | 10% |
| 20260914 | $15.50 | $6.50 | 43.3% | 11% |
| 20260911 | $16.45 | $7.83 | 40.7% | 0% |
| 20260910 | $17.50 | $9.07 | 44.7% | 9% |
| 20260909 | $18.55 | $9.95 | 46.2% | 16% |
| 20260908 | $19.30 | $10.50 | 45.4% | 12% |
| 20260904 | $19.10 | $11.45 | 42.7% | 0% |
| 20260903 | $19.75 | $12.00 | 44.0% | 1% |
| 20260902 | $12.00 | $12.00 | 43.8% | 0% |
| 20260901 | $13.10 | $13.10 | 45.4% | 8% |
| 20260831 | $13.15 | $13.15 | 45.4% | 8% |
| 20260828 | $13.85 | $13.85 | 44.2% | 2% |
| 20260827 | $13.95 | $13.95 | 44.2% | 2% |
| 20260826 | $15.20 | $15.20 | 45.8% | 10% |
| 20260825 | $15.15 | $15.15 | 45.4% | 8% |
| 20260824 | $15.60 | $15.60 | 45.8% | 10% |
| 20260821 | $15.80 | $2.47 | 43.8% | 0% |
| 20260820 | $17.65 | $4.38 | 47.3% | 7% |
| 20260819 | $17.70 | $5.60 | 45.9% | 0% |
| 20260818 | $19.00 | $7.10 | 46.2% | 2% |
| 20260817 | $18.90 | $7.42 | 45.9% | 0% |
More on RRX
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.