TROW · Expected Move

T Rowe Price Group Inc

The expected move for TROW 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).

TROW 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 TROW Expected Move
30-Day Straddle
$6.50
7-Day Straddle
$1.15
30-Day ATM IV
26.1%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to TROW'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.
TROW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $6.50 $1.15 26.1% 44%
20261015 $7.40 $2.15 28.4% 63%
20261014 $7.60 $1.77 30.2% 78%
20261013 $7.75 $2.15 28.0% 60%
20261012 $7.50 $2.83 27.5% 56%
20261009 $7.90 $3.25 27.8% 58%
20261008 $8.50 $3.35 29.1% 69%
20261007 $7.65 $2.95 26.1% 45%
20261006 $7.92 $3.67 26.4% 47%
20261005 $7.88 $3.75 26.4% 47%
20261002 $3.92 $3.92 27.6% 57%
20261001 $4.30 $4.30 25.3% 38%
20260930 $4.88 $4.88 26.7% 50%
20260929 $5.03 $5.03 28.4% 64%
20260928 $4.90 $4.90 25.5% 40%
20260925 $5.00 $5.00 25.9% 43%
20260924 $4.78 $4.78 23.3% 22%
20260923 $4.88 $4.88 24.4% 31%
20260922 $5.18 $5.18 25.2% 38%
20260921 $5.35 $5.35 25.2% 37%
20260918 $5.15 $0.85 22.3% 14%
20260917 $5.28 $2.65 24.4% 31%
20260916 $6.10 $2.95 23.8% 26%
20260915 $5.72 $3.38 24.3% 30%
20260914 $5.88 $2.67 23.7% 25%
20260911 $5.33 $3.17 20.6% 0%
20260910 $7.33 $5.62 24.4% 26%
20260909 $6.72 $4.73 23.8% 20%
20260908 $5.95 $3.97 21.5% 0%
20260904 $7.10 $4.62 24.5% 25%
20260903 $6.55 $4.50 22.7% 9%
20260902 $4.47 $4.47 22.8% 10%
20260901 $4.47 $4.47 22.6% 9%
20260831 $4.40 $4.40 21.6% 0%
20260828 $5.55 $5.55 25.1% 24%
20260827 $6.02 $6.02 25.3% 26%
20260826 $5.78 $5.78 23.8% 12%
20260825 $5.50 $5.50 23.7% 10%
20260824 $5.33 $5.33 22.6% 0%
20260821 $5.85 $2.35 23.1% 2%
20260820 $5.75 $2.50 23.0% 0%
20260819 $6.03 $3.10 23.9% 7%
20260818 $6.85 $2.62 26.6% 35%
20260817 $6.30 $3.17 24.1% 10%
20260814 $6.20 $2.65 23.2% 0%
20260813 $7.35 $3.45 26.6% 35%
20260812 $7.00 $3.10 24.4% 12%
20260811 $7.93 $3.67 26.7% 32%
20260810 $8.00 $3.77 26.5% 30%
20260807 — — 25.9% 24%
20260806 $8.00 $4.50 25.5% 20%
20260805 $4.92 $4.92 27.2% 36%
20260804 $6.40 $6.40 28.7% 51%
20260803 $5.45 $5.45 28.1% 45%
20260731 $6.15 $6.15 27.6% 40%
20260730 $7.85 $7.85 32.9% 90%
20260729 $7.55 $7.55 30.8% 70%
20260728 $8.03 $8.03 30.8% 71%
20260727 $7.65 $7.65 30.4% 67%
20260724 $8.05 $8.05 30.1% 63%

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.