RTH · Expected Move

VanEck Retail ETF · ETF

The expected move for RTH 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).

RTH 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 RTH Expected Move
30-Day Straddle
$9.30
7-Day Straddle
$9.30
30-Day ATM IV
16.4%
IV Rank
77%
Implied one-standard-deviation move through the next 30 days. Compare to RTH'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.
RTH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $9.30 $9.30 16.4% 77%
20261023 $10.15 $10.15 16.6% 84%
20261022 $9.00 $9.00 15.1% 47%
20261021 $8.90 $8.90 14.2% 26%
20261020 $9.50 $9.50 15.2% 49%
20261019 $9.85 $9.85 15.4% 55%
20261016 $10.50 $5.12 14.9% 43%
20261015 $10.30 $4.70 14.2% 26%
20261014 $9.75 $4.35 14.6% 35%
20261013 $9.90 $4.70 14.6% 34%
20261012 $9.55 $3.50 13.9% 18%
20261009 $10.00 $4.20 14.3% 28%
20261008 $10.15 $5.00 14.7% 38%
20261007 $11.30 $5.28 15.4% 54%
20261006 $10.60 $4.20 14.3% 28%
20261005 $11.25 $5.70 15.2% 49%
20261002 $5.57 $5.57 15.1% 48%
20261001 $6.25 $6.25 15.6% 59%
20260930 $6.35 $6.35 15.4% 54%
20260929 $6.25 $6.25 14.9% 42%
20260928 $7.10 $7.10 15.7% 61%
20260925 $6.95 $6.95 14.5% 32%
20260924 $7.45 $7.45 15.4% 55%
20260923 $7.50 $7.50 15.2% 49%
20260922 $7.60 $7.60 14.2% 26%
20260921 $7.80 $7.80 14.5% 33%
20260918 $8.05 $3.12 14.6% 34%
20260917 $8.22 $1.73 14.5% 32%
20260916 $9.10 $5.70 14.5% 34%
20260915 $7.95 $2.27 13.4% 8%
20260914 $9.05 $2.62 14.7% 37%
20260911 $9.55 $4.05 14.3% 28%
20260910 $9.75 $5.67 15.3% 53%
20260909 $10.50 $4.38 15.2% 50%
20260908 $9.38 $4.20 14.0% 21%
20260904 $9.50 $6.05 13.3% 5%
20260903 $9.50 $5.80 13.5% 10%
20260902 $6.00 $6.00 13.7% 14%
20260901 $5.88 $5.88 13.3% 5%
20260831 $6.55 $6.55 14.1% 24%
20260828 $6.95 $6.95 13.1% 0%
20260827 $6.30 $6.30 13.2% 0%
20260826 $7.40 $7.40 14.1% 20%
20260825 $7.90 $7.90 14.3% 25%
20260824 $8.55 $8.55 14.0% 18%
20260821 $8.75 $4.55 14.3% 26%
20260820 $8.15 $3.83 13.6% 9%
20260819 $8.10 $4.33 13.6% 9%
20260818 $9.20 $3.60 14.2% 23%
20260817 $8.45 $4.47 13.3% 0%
20260814 $9.10 $5.43 14.0% 6%
20260813 $9.72 $4.90 14.4% 13%
20260812 $9.78 $5.45 13.9% 5%
20260811 $10.00 $6.05 14.0% 7%
20260810 $10.00 $6.22 14.4% 12%
20260807 — — 14.0% 5%
20260806 $11.90 $7.55 15.1% 18%
20260805 $7.38 $7.38 14.6% 12%
20260804 $8.50 $8.50 15.3% 21%
20260803 $7.90 $7.90 15.0% 17%

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.