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
$11.65
7-Day Straddle
$5.62
Avg IV
0.5%
IV Rank
37%
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
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260810 | $11.65 | $5.62 | 0.5% | 37% |
| 20260806 | $13.60 | $7.45 | 0.5% | 28% |
| 20260805 | $7.02 | $7.02 | 0.8% | 76% |
| 20260804 | $7.10 | $7.10 | 0.8% | 91% |
| 20260803 | $7.25 | $7.25 | 0.6% | 43% |
| 20260731 | $7.95 | $7.95 | 0.7% | 66% |
| 20260730 | $8.30 | $8.30 | 0.5% | 34% |
| 20260729 | $9.03 | $9.03 | 0.6% | 55% |
| 20260728 | $8.93 | $8.93 | 0.6% | 49% |
| 20260727 | $9.00 | $9.00 | 0.6% | 42% |
| 20260724 | $9.05 | $9.05 | 0.4% | 20% |
| 20260723 | $9.65 | $9.65 | 0.5% | 31% |
| 20260722 | $9.25 | $9.25 | 0.6% | 41% |
| 20260721 | $9.75 | $9.75 | 0.6% | 41% |
| 20260720 | $10.05 | $10.05 | 0.6% | 41% |
| 20260716 | $10.85 | $3.23 | 0.4% | 14% |
| 20260715 | $11.00 | $4.48 | 0.4% | 18% |
| 20260714 | $10.60 | $6.00 | 0.5% | 30% |
| 20260713 | $9.95 | $3.25 | 0.4% | 13% |
| 20260710 | $9.25 | $4.20 | 0.5% | 28% |
| 20260709 | $10.50 | $4.72 | 0.5% | 25% |
| 20260708 | $11.25 | $6.07 | 0.4% | 13% |
| 20260707 | $10.25 | $5.38 | 0.5% | 24% |
| 20260706 | $11.25 | $6.10 | 0.4% | 15% |
| 20260702 | $7.60 | $7.60 | 0.9% | 100% |
| 20260701 | $5.92 | $5.92 | 0.8% | 100% |
| 20260630 | $6.22 | $6.22 | 0.7% | 92% |
| 20260629 | $9.18 | $9.18 | 0.8% | 98% |
| 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% |