RYLD · Expected Move
Global X Russell 2000 Covered Call ETF · ETF
The expected move for RYLD 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).
RYLD 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 RYLD Expected Move
30-Day Straddle
$0.45
7-Day Straddle
$0.45
30-Day ATM IV
12.3%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to RYLD'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.
RYLD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.45 | $0.45 | 12.3% | 4% |
| 20261020 | $7.97 | $7.97 | 19.8% | 19% |
| 20261019 | $7.80 | $7.80 | 18.9% | 17% |
| 20261016 | $8.10 | $1.70 | — | — |
| 20261015 | $1.60 | $0.95 | 19.1% | 18% |
| 20261014 | $2.77 | $4.35 | 11.3% | 2% |
| 20261013 | $2.52 | $2.52 | 26.2% | 32% |
| 20261012 | $0.90 | $0.45 | — | — |
| 20261009 | $3.15 | $2.83 | 60.1% | 100% |
| 20261008 | $0.57 | $0.62 | 32.6% | 72% |
| 20261007 | $0.92 | $0.80 | 23.0% | 41% |
| 20261006 | $0.80 | $0.53 | 19.2% | 29% |
| 20261005 | $1.25 | $0.43 | 17.9% | 25% |
| 20261002 | $0.93 | $0.93 | 29.0% | 61% |
| 20261001 | $1.23 | $1.23 | 17.4% | 23% |
| 20260930 | $1.25 | $1.25 | 23.0% | 41% |
| 20260929 | $1.27 | $1.27 | 22.8% | 41% |
| 20260928 | $0.82 | $0.82 | 23.8% | 44% |
| 20260925 | $1.65 | $1.65 | 29.6% | 63% |
| 20260924 | $0.40 | $0.40 | 24.1% | 45% |
| 20260923 | $0.33 | $0.33 | 31.0% | 67% |
| 20260922 | $0.30 | $0.30 | 26.6% | 53% |
| 20260921 | $1.00 | $1.00 | 22.8% | 41% |
| 20260918 | $1.68 | $1.77 | 28.6% | 60% |
| 20260917 | $8.20 | $0.72 | 19.9% | 32% |
| 20260916 | $0.60 | $0.30 | 19.4% | 30% |
| 20260915 | $0.45 | $2.62 | 16.7% | 21% |
| 20260914 | $0.53 | $0.17 | 17.3% | 23% |
| 20260911 | $0.48 | $0.82 | 20.7% | 34% |
| 20260910 | $1.52 | $0.82 | 31.4% | 69% |
| 20260909 | $7.78 | $0.72 | 15.9% | 18% |
| 20260908 | $0.48 | $2.55 | 15.5% | 17% |
| 20260904 | $2.73 | $1.40 | 22.3% | 39% |
| 20260903 | $1.05 | $0.35 | 17.9% | 25% |
| 20260902 | $0.62 | $0.62 | 15.4% | 17% |
| 20260901 | $0.93 | $0.93 | 19.7% | 18% |
| 20260831 | $0.35 | $0.35 | 17.8% | 14% |
| 20260828 | $0.43 | $0.43 | 11.1% | 2% |
| 20260827 | $7.88 | $7.88 | 14.9% | 9% |
| 20260826 | $7.97 | $7.97 | 11.8% | 3% |
| 20260825 | $0.45 | $0.45 | 14.2% | 7% |
| 20260824 | $0.38 | $0.38 | 10.2% | 0% |
| 20260821 | $0.50 | $1.45 | 18.0% | 14% |
| 20260820 | $0.77 | $1.10 | 33.8% | 43% |
| 20260819 | $0.90 | $0.90 | 15.5% | 9% |
| 20260818 | $7.90 | $1.10 | 36.8% | 49% |
| 20260817 | $0.48 | $0.47 | 29.2% | 35% |
| 20260814 | $1.12 | $0.50 | 20.8% | 19% |
| 20260813 | $10.43 | $1.10 | 41.1% | 57% |
| 20260812 | $0.50 | $0.75 | 30.0% | 36% |
| 20260811 | $7.88 | $7.90 | — | — |
| 20260810 | $0.70 | $1.73 | 16.6% | 11% |
| 20260807 | — | — | 17.3% | 13% |
| 20260806 | $0.80 | $0.75 | 18.0% | 14% |
| 20260805 | $0.35 | $0.35 | 30.3% | 37% |
| 20260804 | $0.77 | $0.77 | 17.1% | 12% |
| 20260803 | $2.73 | $2.73 | 16.9% | 12% |
| 20260731 | $0.38 | $0.38 | 16.8% | 12% |
| 20260730 | $1.12 | $1.12 | 20.5% | 19% |
| 20260729 | $0.85 | $0.85 | 20.6% | 19% |
More on RYLD
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.