RWT · Expected Move
Redwood Trust, Inc.
The expected move for RWT 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).
RWT 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 RWT Expected Move
30-Day Straddle
$7.75
7-Day Straddle
$7.75
30-Day ATM IV
70.4%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to RWT'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.
RWT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $7.75 | $7.75 | 70.4% | 33% |
| 20261022 | $0.47 | $0.47 | 72.8% | 35% |
| 20261021 | $2.75 | $2.75 | 85.0% | 44% |
| 20261020 | $15.00 | $15.00 | 42.3% | 10% |
| 20261019 | $0.28 | $0.28 | 39.6% | 8% |
| 20261016 | $0.43 | $0.15 | 56.6% | 22% |
| 20261015 | $0.40 | $0.42 | 61.1% | 25% |
| 20261014 | $11.45 | $14.80 | 58.2% | 23% |
| 20261013 | $7.72 | $0.17 | 57.4% | 22% |
| 20261012 | $0.47 | $0.20 | 59.7% | 24% |
| 20261009 | $0.47 | $0.30 | 59.2% | 24% |
| 20261008 | $0.53 | $1.25 | — | — |
| 20261007 | $0.53 | $0.77 | 55.0% | 21% |
| 20261006 | $2.45 | $0.60 | 118.3% | 70% |
| 20261005 | $0.70 | $0.65 | 131.7% | 81% |
| 20261002 | $1.12 | $1.12 | — | — |
| 20261001 | $0.40 | $0.40 | 31.6% | 2% |
| 20260930 | $0.30 | $0.30 | 55.4% | 21% |
| 20260929 | $0.38 | $0.38 | 38.0% | 7% |
| 20260928 | $0.35 | $0.35 | 48.5% | 15% |
| 20260925 | $0.35 | $0.35 | 72.5% | 34% |
| 20260924 | $0.40 | $0.40 | — | — |
| 20260923 | $0.38 | $0.38 | 78.4% | 39% |
| 20260922 | $0.25 | $0.25 | 38.4% | 7% |
| 20260921 | $0.35 | $0.35 | 47.9% | 15% |
| 20260918 | $0.35 | $0.25 | 37.9% | 7% |
| 20260917 | $0.38 | $0.10 | 50.9% | 17% |
| 20260916 | $0.40 | $0.95 | 49.5% | 16% |
| 20260915 | $0.38 | $0.15 | 38.0% | 7% |
| 20260914 | $0.42 | $0.33 | — | — |
| 20260911 | $8.15 | $0.53 | 155.8% | 100% |
| 20260910 | $0.60 | $0.42 | 105.9% | 100% |
| 20260909 | $0.57 | $7.78 | 85.3% | 85% |
| 20260908 | $0.62 | $0.62 | — | — |
| 20260904 | $1.95 | $1.05 | 95.4% | 100% |
| 20260903 | $0.60 | $0.90 | 92.6% | 100% |
| 20260902 | $1.38 | $1.38 | 60.4% | 55% |
| 20260901 | $0.53 | $0.53 | 80.0% | 90% |
| 20260831 | $0.33 | $0.33 | — | — |
| 20260828 | $0.35 | $0.35 | — | — |
| 20260827 | $0.38 | $0.38 | 64.7% | 63% |
| 20260826 | $1.38 | $1.38 | — | — |
| 20260825 | $1.62 | $1.62 | — | — |
| 20260824 | $0.33 | $0.33 | — | — |
| 20260821 | $0.45 | $15.00 | 44.2% | 27% |
| 20260820 | $0.42 | $0.48 | 46.1% | 30% |
| 20260819 | $0.30 | $1.35 | 48.3% | 34% |
| 20260818 | $7.80 | $0.40 | 74.0% | 79% |
| 20260817 | $0.65 | $0.75 | 29.0% | 0% |
| 20260814 | $0.50 | $0.45 | 45.6% | 24% |
| 20260813 | $0.40 | $0.30 | — | — |
| 20260812 | $0.40 | $0.47 | 65.9% | 62% |
| 20260811 | $0.65 | $0.55 | — | — |
| 20260810 | $0.53 | $0.53 | 61.5% | 54% |
| 20260807 | — | — | 49.5% | 31% |
| 20260806 | $3.00 | $0.82 | 86.0% | 100% |
| 20260805 | $0.60 | $0.60 | — | — |
| 20260804 | $0.55 | $0.55 | 37.7% | 10% |
| 20260803 | $0.53 | $0.53 | — | — |
| 20260731 | $0.55 | $0.55 | 61.9% | 57% |
More on RWT
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.