RSP options: IV rank, expected move and trade screens
ETFETF
As of the close on . In the app, stock prices are live and options data is refreshed intraday.
RSP closed at $219.98 on Nov 2, 2026 with 30-day implied volatility of 14.9%. That is in the lower half of its one-year range (IV rank 37), so premiums are on the modest side for RSP. Measured by IV percentile, IV is higher than 68% of the past year's readings. Options expiring Dec 4 (32 days out) price a one standard deviation move of about $9.54, or 4.3%.
The price is above both its 50-day (+2.2%) and 200-day (+5.8%) moving averages. It is trading within 1.3% of its 52-week high. The 14-day RSI of 63.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.10, about 1.0% of the price, a measure of a typical day's range.
Option volume at the close (12K contracts) was 0.8x its average, quieter than usual. A beta of 0.67 means RSP has tended to move about 0.7 times as much as the broad market. None of our preset screens found trades on RSP at the close.
RSP stats at the close
- Price
- $219.98
- Implied volatility
- 14.9%
- 30-day, at the money
- IV rank
- 37
- IV sits 37% of the way from its one-year low to its one-year high.
- IV percentile
- 68
- IV is higher than 68% of the past year's readings.
- ATR (14-day)
- $2.10
- 1.0% of the price on a typical day
- RSI (14-day)
- 63.1
- Between 30 and 70, neutral
- 52-week range
- -1.3% from high
- +20.7% from the 52-week low
- Moving averages
- +2.2% vs 50-day
- +5.8% vs the 200-day
- Beta
- 0.67
- Sensitivity to the broad market
- Option volume
- 0.8x avg
- 12K contracts vs 15.8K average
RSP expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Nov 6, 20264 days | 21.5% | ±$4.95 (2.3%) | $215.03 to $224.93 | $3.95 |
| Dec 4, 202632 days | 14.6% | ±$9.54 (4.3%) | $210.44 to $229.52 | $7.63 |
| Dec 18, 202646 days | 14.8% | ±$11.56 (5.3%) | $208.42 to $231.54 | $9.25 |
| Jan 15, 202774 days | 14.6% | ±$14.47 (6.6%) | $205.51 to $234.45 | $11.60 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
RSP options FAQ
- What is RSP's IV rank?
- At the close on Nov 2, 2026, RSP's IV rank was 37 with 30-day implied volatility of 14.9%. IV sits 37% of the way from its one-year low to its one-year high. Its IV percentile was 68: IV is higher than 68% of the past year's readings.
- What is the expected move for RSP?
- Based on the close on Nov 2, 2026, options expiring Dec 4, 2026 priced a one standard deviation move of $9.54 (4.3%), a range of $210.44 to $229.52. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is RSP option volume above average?
- On Nov 2, 2026, RSP option volume was 0.8x its average, quieter than usual.
More market data
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.