RWT (Redwood Trust, Inc.)

Expected Move & Straddle Price History

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).

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.

Current RWT Expected Move
30-Day Straddle
$1.95
7-Day Straddle
$1.05
Avg IV
1.4%
IV Rank
57%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $1.95 $1.05 1.4% 57%
20260903 $0.60 $0.90 1.3% 51%
20260902 $1.38 $1.38 1.7% 72%
20260901 $0.53 $0.53 1.9% 80%
20260831 $0.33 $0.33 1.0% 35%
20260828 $0.35 $0.35 1.2% 43%
20260827 $0.38 $0.38 1.0% 34%
20260826 $1.38 $1.38 1.7% 72%
20260825 $1.62 $1.62 1.1% 44%
20260824 $0.33 $0.33 0.7% 21%
20260821 $0.45 $15.00 0.5% 13%
20260820 $0.42 $0.48 0.9% 33%
20260819 $0.30 $1.35 1.0% 36%
20260818 $7.80 $0.40 1.4% 55%
20260817 $0.65 $0.75 0.5% 14%
20260814 $0.50 $0.45 0.9% 30%
20260813 $0.40 $0.30 0.3% 5%
20260812 $0.40 $0.47 0.8% 25%
20260811 $0.65 $0.55 0.9% 32%
20260810 $0.53 $0.53 1.3% 54%
20260806 $3.00 $0.82 1.0% 40%
20260805 $0.60 $0.60 0.7% 21%
20260804 $0.55 $0.55 1.7% 72%
20260803 $0.53 $0.53 0.9% 31%
20260731 $0.55 $0.55 1.2% 45%
20260730 $0.53 $0.53 0.7% 23%
20260729 $0.53 $0.53 1.2% 48%
20260728 $0.57 $0.57 1.2% 46%
20260727 $0.45 $0.45 1.4% 55%
20260724 $0.50 $0.50 1.7% 72%
20260723 $0.53 $0.53 0.8% 27%
20260722 $0.53 $0.53 0.7% 20%
20260721 $0.60 $0.60 0.8% 29%
20260720 $0.48 $0.48 0.8% 27%
20260716 $1.02 $0.55 0.9% 30%
20260715 $0.78 $0.25 1.5% 64%
20260714 $0.50 $0.30 1.1% 42%
20260713 $0.75 $0.33 1.3% 53%
20260710 $0.60 $0.22 0.7% 24%
20260709 $0.47 $0.33 0.7% 24%
20260708 $0.70 $0.38 0.6% 18%
20260707 $0.68 $0.53 0.6% 20%
20260706 $0.78 $0.68 0.8% 26%
20260702 $1.02 $1.02 1.3% 54%
20260701 $0.75 $0.75 0.9% 31%
20260630 $0.35 $0.35 1.7% 74%
20260629 $0.40 $0.40 1.2% 45%
20260626 $0.40 $0.40 0.7% 23%
20260625 $0.35 $0.35 1.0% 37%
20260624 $0.72 $0.72 1.6% 66%
20260623 $0.33 $0.33 0.8% 29%
20260622 $0.38 $0.38 0.9% 31%
20260618 $0.40 $0.15 1.0% 39%
20260617 $0.50 $0.70 1.3% 50%
20260616 $0.53 $0.75 1.2% 47%
20260615 $0.53 $0.45 1.1% 42%
20260613 $0.47 $10.38 1.2% 45%
20260612 $0.47 $10.38 1.2% 46%
20260611 $1.48 $0.25 1.2% 48%
20260610 $0.53 $0.60 1.2% 46%