Rekor Systems, Inc. (REKR) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
Rekor Systems, Inc. (REKR) operates in the Technology sector, specifically the Software - Infrastructure industry, with a market capitalization near $109.7M, listed on NASDAQ, employing roughly 319 people, carrying a beta of 1.84 to the broader market. Rekor Systems, Inc. Led by Robert Alan Berman, public since 2017-08-29.
Snapshot as of May 15, 2026.
- Spot Price
- $0.78
- Expected Move
- 17.5%
- Implied High
- $0.92
- Implied Low
- $0.64
- Front DTE
- 34 days
As of May 15, 2026, Rekor Systems, Inc. (REKR) has an expected move of 17.50%, a one-standard-deviation implied price range of roughly $0.64 to $0.92 from the current $0.78. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
REKR Strategy Sizing to the Expected Move
With Rekor Systems, Inc. pricing an expected move of 17.50% from $0.78, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for REKR derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $0.78 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 61.0% | 18.6% | $0.93 | $0.63 |
| Jul 17, 2026 | 63 | 21.7% | 9.0% | $0.85 | $0.71 |
| Aug 21, 2026 | 98 | 56.7% | 29.4% | $1.01 | $0.55 |
| Nov 20, 2026 | 189 | 113.2% | 81.5% | $1.42 | $0.14 |
Frequently asked REKR expected move questions
- What is the current REKR expected move?
- As of May 15, 2026, Rekor Systems, Inc. (REKR) has an expected move of 17.50% over the next 34 days, implying a one-standard-deviation price range of $0.64 to $0.92 from the current $0.78. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the REKR expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is REKR expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.