Richtech Robotics Inc. Class B Common Stock (RR) 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.
Richtech Robotics Inc. Class B Common Stock (RR) operates in the Industrials sector, specifically the Industrial - Machinery industry, with a market capitalization near $356.3M, listed on NASDAQ, employing roughly 57 people, carrying a beta of -1.15 to the broader market. Richtech Robotics Inc. Led by Zhenwu Huang, public since 2023-11-17.
Snapshot as of Jun 30, 2026.
- Spot Price
- $2.13
- Expected Move
- 36.6%
- Implied High
- $2.91
- Implied Low
- $1.35
- Front DTE
- 31 days
As of Jun 30, 2026, Richtech Robotics Inc. Class B Common Stock (RR) has an expected move of 36.65%, a one-standard-deviation implied price range of roughly $1.35 to $2.91 from the current $2.13. 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.
RR Strategy Sizing to the Expected Move
With Richtech Robotics Inc. Class B Common Stock pricing an expected move of 36.65% from $2.13, 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.
How to read the RR implied-range chart
The shaded range above shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 36.65%, anchoring an implied range of approximately $1.35 to $2.91. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.
RR expected move and event pricing
Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. RR term-structure is in contango (slope 0.005), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states.
Sizing RR structures to the expected move
Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. RR put/call volume ratio currently at 0.09 indicates speculative call flow dominates - look for upside-skewed sentiment. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for RR derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $2.13 × (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 |
|---|---|---|---|---|---|
| Jul 2, 2026 | 2 | 122.9% | 9.1% | $2.32 | $1.94 |
| Jul 10, 2026 | 10 | 124.2% | 20.6% | $2.57 | $1.69 |
| Jul 17, 2026 | 17 | 127.6% | 27.5% | $2.72 | $1.54 |
| Jul 24, 2026 | 24 | 134.8% | 34.6% | $2.87 | $1.39 |
| Jul 31, 2026 | 31 | 126.9% | 37.0% | $2.92 | $1.34 |
| Aug 7, 2026 | 38 | 127.4% | 41.1% | $3.01 | $1.25 |
| Aug 21, 2026 | 52 | 130.9% | 49.4% | $3.18 | $1.08 |
| Sep 18, 2026 | 80 | 131.2% | 61.4% | $3.44 | $0.82 |
| Nov 20, 2026 | 143 | 124.6% | 78.0% | $3.79 | $0.47 |
| Dec 18, 2026 | 171 | 123.3% | 84.4% | $3.93 | $0.33 |
| Jan 15, 2027 | 199 | 121.7% | 89.9% | $4.04 | $0.22 |
| Jan 21, 2028 | 570 | 116.0% | 145.0% | $5.22 | $-0.96 |
Frequently asked RR expected move questions
- What is the current RR expected move?
- As of Jun 30, 2026, Richtech Robotics Inc. Class B Common Stock (RR) has an expected move of 36.65% over the next 31 days, implying a one-standard-deviation price range of $1.35 to $2.91 from the current $2.13. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the RR 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 RR 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.