RY · Expected Move
Royal Bank of Canada
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).
RY 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 RY Expected Move
30-Day Straddle
$13.00
7-Day Straddle
$7.88
30-Day ATM IV
22.7%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $13.00 | $7.88 | 22.7% | 85% |
| 20261106 | $12.00 | $7.22 | 22.1% | 78% |
| 20261105 | $13.65 | $9.25 | 23.8% | 100% |
| 20261104 | $7.85 | $7.85 | 22.1% | 82% |
| 20261103 | $8.62 | $8.62 | 22.5% | 89% |
| 20261102 | $9.35 | $9.35 | 22.0% | 81% |
| 20261030 | $8.53 | $8.53 | 21.6% | 75% |
| 20261029 | $7.70 | $7.70 | 19.9% | 51% |
| 20261028 | $9.45 | $9.45 | 19.8% | 50% |
| 20261027 | $9.28 | $9.28 | 20.6% | 60% |
| 20261026 | $9.22 | $9.22 | 20.2% | 56% |
| 20261023 | $8.85 | $8.85 | 19.9% | 51% |
| 20261022 | $9.60 | $9.60 | 20.5% | 60% |
| 20261021 | $9.55 | $9.55 | 19.9% | 50% |
| 20261020 | $8.95 | $8.95 | 19.2% | 40% |
| 20261019 | $9.90 | $9.90 | 20.9% | 65% |
| 20261016 | $9.60 | $2.25 | 19.3% | 42% |
| 20261015 | $9.45 | $3.15 | 18.9% | 36% |
| 20261014 | $9.45 | $3.33 | 19.3% | 42% |
| 20261013 | $9.80 | $3.15 | 19.7% | 48% |
| 20261012 | $10.05 | $3.72 | 19.4% | 44% |
| 20261009 | $10.32 | $4.53 | 19.2% | 41% |
| 20261008 | $11.20 | $5.95 | 21.9% | 79% |
| 20261007 | $9.93 | $4.57 | 18.5% | 31% |
| 20261006 | $10.85 | $5.07 | 19.4% | 44% |
| 20261005 | $11.40 | $5.28 | 20.5% | 60% |
| 20261002 | $6.65 | $6.65 | 20.0% | 52% |
| 20261001 | $6.97 | $6.97 | 20.9% | 65% |
| 20260930 | $6.22 | $6.22 | 19.3% | 42% |
| 20260929 | $6.03 | $6.03 | 19.2% | 41% |
| 20260928 | $7.90 | $7.90 | 20.9% | 66% |
| 20260925 | $8.60 | $8.60 | 20.6% | 61% |
| 20260924 | $7.95 | $7.95 | 20.5% | 59% |
| 20260923 | $8.12 | $8.12 | 20.5% | 59% |
| 20260922 | $9.05 | $9.05 | 19.8% | 49% |
| 20260921 | $8.25 | $8.25 | 18.4% | 30% |
| 20260918 | $9.35 | $3.77 | 19.6% | 46% |
| 20260917 | $8.90 | $4.10 | 18.3% | 28% |
| 20260916 | $10.07 | $4.43 | 20.9% | 65% |
| 20260915 | $11.25 | $5.85 | 21.3% | 71% |
| 20260914 | $9.75 | $6.15 | 19.9% | 50% |
| 20260911 | $10.25 | $5.33 | 19.7% | 49% |
| 20260910 | $10.15 | $6.25 | 20.1% | 54% |
| 20260909 | $10.50 | $5.43 | 20.3% | 56% |
| 20260908 | $10.75 | $6.25 | 20.2% | 55% |
| 20260904 | $9.95 | $5.90 | 17.4% | 16% |
| 20260903 | $10.20 | $6.65 | 17.5% | 16% |
| 20260902 | $6.57 | $6.57 | 19.5% | 45% |
| 20260901 | $8.38 | $8.38 | 20.6% | 61% |
| 20260831 | $8.00 | $8.00 | 19.6% | 46% |
| 20260828 | $8.95 | $8.95 | 19.9% | 51% |
| 20260827 | $8.82 | $8.82 | 20.3% | 57% |
| 20260826 | $10.25 | $10.25 | 23.3% | 100% |
| 20260825 | $9.10 | $9.10 | 20.5% | 63% |
| 20260824 | $11.10 | $11.10 | 22.9% | 100% |
| 20260821 | $10.15 | $5.03 | 21.0% | 77% |
| 20260820 | $10.62 | $4.83 | 22.3% | 100% |
| 20260819 | $9.90 | $3.45 | 20.7% | 74% |
| 20260818 | $10.70 | $5.02 | 20.5% | 72% |
| 20260817 | $10.45 | $4.40 | 20.3% | 68% |
More on RY
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.