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
$0.57
7-Day Straddle
$0.75
Avg IV
1.0%
IV Rank
37%
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
20260609 $0.57 $0.75 1.0% 37%
20260608 $0.42 $0.30 1.4% 55%
20260605 $0.62 $0.72 1.0% 36%
20260604 $0.57 $1.80 0.7% 17%
20260603 $0.45 $0.33 0.9% 22%
20260602 $0.68 $0.68 1.0% 25%
20260601 $0.80 $0.80 1.7% 49%
20260529 $0.57 $0.57 1.2% 33%
20260528 $1.30 $1.30 1.4% 39%
20260527 $0.40 $0.40 1.0% 24%
20260526 $0.45 $0.45 0.9% 20%
20260522 $0.47 $0.47 1.1% 27%
20260521 $0.42 $0.42 1.2% 31%
20260520 $0.48 $0.48 1.0% 26%
20260519 $0.42 $0.42 1.0% 26%
20260518 $0.35 $0.35 0.8% 19%
20260515 $0.42 $0.35 1.4% 37%
20260514 $10.40 $0.43 0.7% 15%
20260513 $0.53 $0.40 1.2% 31%
20260512 $0.55 $0.47 0.9% 22%
20260511 $0.57 $1.62 2.0% 57%
20260510 $0.58 $0.45 0.8% 18%
20260508 $0.58 $0.45 0.8% 17%
20260507 $0.57 $0.48 0.8% 17%
20260506 $0.65 $1.30 1.2% 32%
20260505 $0.50 $0.40 1.0% 24%
20260504 $0.55 $0.93 1.1% 29%
20260502 $0.53 $0.53 1.7% 46%
20260501 $0.53 $0.53 1.6% 44%
20260430 $0.43 $0.43 0.4% 6%
20260429 $1.15 $1.15 2.3% 67%
20260428 $0.47 $0.47 1.1% 29%
20260427 $0.52 $0.52 1.0% 26%
20260424 $0.50 $0.50 0.4% 4%
20260423 $0.53 $0.53 1.0% 23%
20260422 $0.55 $0.55 0.9% 23%
20260421 $0.50 $0.50 1.0% 24%
20260420 $0.32 $0.32 1.3% 36%
20260417 $0.50 $0.10 0.2% 0%
20260416 $0.53 $0.17 1.9% 54%
20260415 $0.62 $0.17 0.6% 11%
20260414 $0.50 $0.12 0.6% 10%
20260413 $0.53 $0.17 0.7% 14%
20260410 $0.55 $0.20 0.5% 6%
20260409 $0.70 $0.22 0.8% 15%
20260408 $0.70 $0.33 0.7% 14%
20260407 $0.93 $0.38 1.1% 28%
20260406 $0.72 $0.38 0.7% 14%
20260402 $0.68 $0.45 0.9% 20%
20260401 $0.43 $0.43 1.0% 22%
20260331 $0.48 $0.48 1.3% 35%
20260330 $0.60 $0.60 1.1% 27%
20260327 $0.53 $0.53 0.8% 16%
20260326 $2.98 $2.98 0.9% 21%
20260325 $0.62 $0.62 0.9% 21%
20260324 $0.45 $0.45 1.1% 28%
20260323 $0.70 $0.70 1.4% 36%
20260320 $0.65 $0.83 1.6% 44%
20260319 $0.55 $0.28 1.0% 23%
20260318 $0.57 $0.30 0.7% 14%