RY (Royal Bank of Canada)

Expected Move & Straddle Price History

The expected move for RY 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 RY Expected Move
30-Day Straddle
$7.45
7-Day Straddle
$7.45
Avg IV
0.7%
IV Rank
85%
Implied one-standard-deviation move through the next 30 days. Compare to RY'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.
RY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260626 $7.45 $7.45 0.7% 85%
20260625 $8.38 $8.38 0.7% 95%
20260624 $8.02 $8.02 0.7% 91%
20260623 $8.40 $8.40 0.7% 84%
20260622 $8.43 $8.43 0.6% 69%
20260618 $8.15 $2.38 0.7% 77%
20260617 $8.60 $2.38 0.6% 69%
20260616 $7.90 $2.90 0.6% 66%
20260615 $8.38 $2.92 0.6% 61%
20260613 $9.55 $3.68 0.5% 45%
20260612 $9.40 $3.68 0.6% 58%
20260611 $9.55 $4.65 0.5% 46%
20260610 $10.05 $4.90 0.6% 60%
20260609 $9.95 $5.17 0.6% 60%
20260608 $9.80 $5.12 0.5% 51%
20260605 $10.05 $5.25 0.5% 47%
20260604 $10.10 $6.28 0.5% 47%
20260603 $9.95 $5.97 0.5% 49%
20260602 $6.22 $6.22 0.6% 56%
20260601 $6.28 $6.28 0.8% 100%
20260529 $6.07 $6.07 0.7% 92%
20260528 $6.33 $6.33 0.6% 72%
20260527 $7.60 $7.60 0.5% 55%
20260526 $8.05 $8.05 0.6% 62%
20260522 $8.30 $8.30 0.6% 64%
20260521 $7.85 $7.85 0.6% 60%
20260520 $8.88 $8.88 0.6% 59%
20260519 $8.50 $8.50 0.5% 51%
20260518 $8.20 $8.20 0.5% 45%
20260515 $8.55 $2.73 0.5% 37%
20260514 $9.15 $2.57 0.5% 36%
20260513 $8.80 $2.75 0.5% 51%
20260512 $9.38 $4.28 0.5% 38%
20260511 $9.10 $2.75 0.5% 38%
20260510 $9.90 $3.77 0.5% 37%
20260508 $9.90 $3.77 0.4% 18%
20260507 $9.30 $3.88 0.5% 19%
20260506 $9.85 $4.72 0.5% 22%
20260505 $9.60 $4.57 0.4% 18%
20260504 $9.40 $4.67 0.5% 20%
20260502 $4.88 $4.88 0.7% 53%
20260501 $4.85 $4.85 0.7% 51%
20260430 $5.85 $5.85 0.5% 24%
20260429 $5.38 $5.38 0.7% 52%
20260428 $5.62 $5.62 0.5% 28%
20260427 $5.97 $5.97 0.4% 16%
20260424 $6.10 $6.10 0.6% 38%
20260423 $6.17 $6.17 0.5% 28%
20260422 $6.35 $6.35 0.5% 28%
20260421 $6.95 $6.95 0.5% 28%
20260420 $6.45 $6.45 0.4% 16%
20260417 $6.72 $1.57 0.5% 26%
20260416 $6.58 $1.52 0.4% 13%
20260415 $7.00 $1.70 0.3% 6%
20260414 $6.97 $2.45 0.4% 11%
20260413 $7.18 $2.92 0.4% 12%
20260410 $7.72 $3.83 0.4% 14%
20260409 $7.75 $3.83 0.3% 4%
20260408 $7.50 $4.00 0.5% 28%
20260407 $9.05 $4.65 0.4% 14%