Expected Move — RMBS
Data as of market close Apr 2, 2026
RMBS Expected Move Data
- Nearest Expiry
- 2026-04-17
- Expected Move
- ±11.4%
- Expected Range
- $82.43–$103.63
- Days to Expiry
- 15
- ATM Strike
- $92.50
- Spot Price
- $93.03
Expected Move by Expiration (spot: $93.03)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | $92.50 | ±$10.60 | ±11.4% | $82.43 | $103.63 |
| 2026-05-15 | 43 | $92.50 | ±$20.45 | ±22.0% | $72.58 | $113.48 |
| 2026-08-21 | 141 | $92.50 | ±$35.10 | ±37.7% | $57.93 | $128.13 |
| 2026-11-20 | 232 | $92.50 | ±$20.40 | ±21.9% | $72.63 | $113.43 |
| 2027-01-15 | 288 | $92.50 | ±$46.25 | ±49.7% | $46.78 | $139.28 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | 92.5 | 10.6 | 11.39 | 82.43 | 103.63 |
| 2026-05-15 | 43 | 92.5 | 20.45 | 21.98 | 72.58 | 113.48 |
| 2026-08-21 | 141 | 92.5 | 35.1 | 37.73 | 57.93 | 128.13 |
| 2026-11-20 | 232 | 92.5 | 20.4 | 21.93 | 72.63 | 113.43 |
| 2027-01-15 | 288 | 92.5 | 46.25 | 49.72 | 46.78 | 139.28 |
Check the expected price move for RMBS by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.