RYI · Expected Move

RYERSON HOLDING CORPORATION

The expected move for RYI 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).

RYI straddle price & implied vol

60 sessions

Bars: 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 RYI Expected Move
30-Day Straddle
$21.45
7-Day Straddle
$21.45
30-Day ATM IV
49.0%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to RYI'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.
RYI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260223 $21.45 $21.45 49.0% 36%
20260221 $19.10 $19.10 — —
20260220 $19.10 $18.70 52.0% 41%
20260219 $17.00 $16.80 63.5% 59%
20260218 $4.03 $19.95 77.6% 82%
20260217 $19.83 $20.40 56.9% 49%
20260213 $5.50 $4.95 56.0% 47%
20260212 $3.28 $4.15 52.9% 42%
20260211 $3.42 $4.28 49.7% 37%
20260210 $2.85 $4.45 49.2% 36%
20260209 $2.35 $3.95 42.9% 26%
20260206 $2.90 $4.50 51.8% 41%
20260205 $3.75 $4.70 56.5% 48%
20260204 $4.72 $4.72 58.9% 52%
20260203 $4.90 $4.90 62.3% 58%
20260202 $3.88 $3.88 56.3% 48%
20260130 $5.20 $5.20 68.2% 67%
20260129 $4.42 $4.42 53.2% 43%
20260128 $5.90 $5.90 68.9% 68%
20260127 $5.15 $5.15 45.7% 31%
20260126 $4.80 $4.80 57.5% 50%
20260123 $3.95 $3.95 57.3% 50%
20260122 $5.18 $5.18 75.3% 78%
20260121 $5.07 $5.07 66.9% 64%
20260120 $5.00 $5.00 74.9% 69%
20260116 $4.80 $3.75 42.9% 23%
20260115 $4.80 $3.75 43.7% 24%
20260114 $4.97 $4.10 48.1% 31%
20260113 $5.20 $4.47 47.3% 29%
20260112 $5.35 $3.30 51.0% 35%
20260109 $4.85 $2.38 76.0% 70%
20260108 $5.85 $4.50 70.5% 63%
20260107 $3.75 $4.20 54.2% 39%
20260106 $4.95 $4.40 54.9% 40%
20260105 $5.05 $3.20 56.3% 42%
20260102 $4.40 $4.40 50.3% 34%
20251231 $4.30 $4.30 41.2% 21%
20251230 $4.75 $4.75 55.6% 41%
20251229 $4.62 $4.62 54.9% 40%
20251226 $4.65 $4.65 54.6% 40%
20251224 $4.67 $4.67 59.7% 47%
20251223 $4.70 $4.70 54.4% 40%
20251222 $4.55 $4.55 57.6% 44%
20251219 $4.70 $3.20 43.0% 23%
20251218 $4.65 $2.77 50.0% 33%
20251217 $4.70 $2.88 63.7% 53%
20251216 $4.65 $2.47 66.5% 57%
20251215 $4.70 $2.55 43.6% 24%
20251212 $4.80 $2.98 30.8% 6%
20251211 $4.80 $3.02 26.6% 0%
20251210 $2.97 $3.27 40.1% 16%
20251209 $4.80 $3.15 34.2% 8%
20251208 $4.72 $3.20 46.2% 25%
20251205 $4.95 $4.35 44.4% 23%
20251204 $4.92 $3.40 33.7% 7%
20251203 $4.70 $4.70 45.3% 24%
20251202 $3.28 $3.28 50.7% 32%
20251201 $1.82 $1.82 35.3% 9%
20251128 $3.55 $3.55 52.0% 34%
20251126 $3.42 $3.42 51.3% 33%

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.