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
$8.28
7-Day Straddle
$8.28
Avg IV
0.6%
IV Rank
44%
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
20260925 $8.28 $8.28 0.6% 44%
20260924 $7.95 $7.95 0.5% 18%
20260923 $8.12 $8.12 0.6% 46%
20260922 $9.05 $9.05 0.6% 50%
20260921 $8.25 $8.25 0.6% 42%
20260918 $9.35 $3.77 0.5% 32%
20260917 $8.90 $4.10 0.5% 31%
20260916 $10.07 $4.43 0.5% 30%
20260915 $11.25 $5.85 0.5% 29%
20260914 $9.75 $6.15 0.5% 29%
20260911 $10.25 $5.33 0.5% 22%
20260910 $10.15 $6.25 0.5% 22%
20260909 $10.50 $5.43 0.5% 31%
20260908 $10.75 $6.25 0.5% 32%
20260904 $9.95 $5.90 0.5% 23%
20260903 $10.20 $6.65 0.5% 20%
20260902 $6.57 $6.57 0.8% 85%
20260901 $8.38 $8.38 0.6% 48%
20260831 $8.00 $8.00 0.6% 34%
20260828 $8.95 $8.95 0.6% 45%
20260827 $8.82 $8.82 0.5% 21%
20260826 $10.25 $10.25 0.6% 40%
20260825 $9.10 $9.10 0.6% 35%
20260824 $11.10 $11.10 0.6% 33%
20260821 $10.15 $5.03 0.5% 35%
20260820 $10.62 $4.83 0.5% 34%
20260819 $9.90 $3.45 0.5% 39%
20260818 $10.70 $5.02 0.5% 30%
20260817 $10.45 $4.40 0.6% 45%
20260814 $11.15 $5.10 0.5% 31%
20260813 $12.18 $6.15 0.5% 31%
20260812 $12.05 $6.50 0.5% 27%
20260811 $11.10 $4.88 0.5% 41%
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%