MITT · Expected Move

TPG Mortgage Investment Trust, Inc.

The expected move for MITT 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).

MITT 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 MITT Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$1.88
30-Day ATM IV
28.7%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to MITT'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.
MITT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $1.88 $1.88 28.7% 5%
20261026 $0.90 $0.90 — —
20261023 $0.78 $0.78 37.0% 10%
20261022 $4.03 $4.03 29.8% 5%
20261021 $0.75 $0.75 44.3% 15%
20261020 $8.07 $8.07 22.8% 1%
20261019 $10.50 $10.50 — —
20261016 $0.93 $0.55 53.8% 22%
20261015 $0.90 $0.68 53.9% 22%
20261014 $10.60 $0.53 — —
20261013 $0.88 $0.78 — —
20261012 $0.65 $0.42 — —
20261009 $0.88 $10.43 46.9% 17%
20261008 $5.50 $1.80 — —
20261007 $1.00 $3.98 81.0% 41%
20261006 $0.85 $1.85 53.3% 22%
20261005 $0.80 $1.77 — —
20261002 $2.60 $2.60 — —
20261001 $10.38 $10.38 50.2% 20%
20260930 $0.80 $0.80 56.4% 24%
20260929 $2.70 $2.70 — —
20260928 $0.75 $0.75 62.9% 28%
20260925 $0.80 $0.80 63.4% 29%
20260924 $0.55 $0.55 53.7% 22%
20260923 $0.75 $0.75 35.8% 10%
20260922 $7.97 $7.97 50.5% 20%
20260921 $10.38 $10.38 100.1% 54%
20260918 $0.55 $0.43 — —
20260917 $0.55 $0.48 — —
20260916 $0.57 $1.00 60.3% 26%
20260915 $0.67 $0.60 — —
20260914 $0.92 $1.10 41.2% 13%
20260911 $2.55 $0.47 83.8% 43%
20260910 $1.98 $0.45 42.2% 14%
20260909 $0.82 $0.45 27.6% 4%
20260908 $0.85 $0.45 36.3% 10%
20260904 $0.60 $0.78 44.7% 16%
20260903 $0.90 $2.05 29.7% 5%
20260902 $0.78 $0.78 37.2% 11%
20260901 $2.35 $2.35 26.3% 3%
20260831 $0.73 $0.73 — —
20260828 $0.48 $0.48 39.1% 12%
20260827 $0.50 $0.50 47.8% 18%
20260826 $1.18 $1.18 75.1% 37%
20260825 $0.45 $0.45 28.6% 5%
20260824 $0.45 $0.45 — —
20260821 $0.55 $0.45 35.6% 9%
20260820 $0.90 $0.95 39.6% 12%
20260819 $0.82 $0.45 31.4% 6%
20260818 $0.75 $1.40 62.0% 28%
20260817 $0.80 $0.42 33.1% 8%
20260814 $1.80 $0.78 166.4% 100%
20260813 $0.95 $0.88 — —
20260812 $0.90 $0.82 48.4% 34%
20260811 $0.50 $0.47 53.0% 40%
20260810 $0.75 $0.50 70.4% 62%
20260807 — — 72.1% 65%
20260806 $0.82 $1.75 49.8% 36%
20260805 $0.62 $0.62 43.4% 28%
20260804 $0.75 $0.75 71.3% 64%

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.