TAC · Expected Move
TransAlta Corporation
The expected move for TAC 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).
TAC straddle price & implied vol
60 sessionsBars: 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 TAC Expected Move
30-Day Straddle
$1.45
7-Day Straddle
$1.45
30-Day ATM IV
56.9%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to TAC'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.
TAC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.45 | $1.45 | 56.9% | 68% |
| 20261021 | $1.45 | $1.45 | 49.0% | 43% |
| 20261020 | $1.35 | $1.35 | 45.2% | 31% |
| 20261019 | $1.43 | $1.43 | 46.7% | 36% |
| 20261016 | $1.50 | $0.47 | 46.3% | 34% |
| 20261015 | $1.45 | $0.47 | 46.0% | 33% |
| 20261014 | $1.55 | $0.53 | 49.0% | 43% |
| 20261013 | $1.58 | $0.78 | 46.7% | 36% |
| 20261012 | $1.62 | $0.62 | 48.3% | 41% |
| 20261009 | $1.60 | $0.62 | 45.6% | 32% |
| 20261008 | $1.62 | $0.92 | 46.6% | 35% |
| 20261007 | $1.70 | $0.88 | 48.3% | 41% |
| 20261006 | $1.75 | $0.80 | 48.5% | 41% |
| 20261005 | $1.62 | $0.85 | 46.1% | 33% |
| 20261002 | $0.85 | $0.85 | 42.8% | 23% |
| 20261001 | $0.88 | $0.88 | 45.6% | 32% |
| 20260930 | $0.90 | $0.90 | 43.9% | 26% |
| 20260929 | $0.85 | $0.85 | 46.5% | 35% |
| 20260928 | $0.97 | $0.97 | 50.0% | 46% |
| 20260925 | $0.90 | $0.90 | 43.1% | 24% |
| 20260924 | $0.95 | $0.95 | 47.6% | 38% |
| 20260923 | $1.07 | $1.07 | 45.2% | 31% |
| 20260922 | $0.97 | $0.97 | 43.3% | 25% |
| 20260921 | $1.20 | $1.20 | 45.3% | 31% |
| 20260918 | $1.02 | $0.30 | 38.0% | 8% |
| 20260917 | $1.12 | $0.45 | 41.9% | 20% |
| 20260916 | $1.50 | $0.60 | 51.1% | 49% |
| 20260915 | $1.23 | $1.50 | 42.0% | 20% |
| 20260914 | $1.07 | $0.43 | 41.3% | 13% |
| 20260911 | $1.05 | $0.55 | 35.6% | 0% |
| 20260910 | $1.60 | $0.60 | 44.6% | 13% |
| 20260909 | $1.20 | $0.90 | 39.4% | 0% |
| 20260908 | $1.38 | $0.77 | 42.8% | 8% |
| 20260904 | $1.38 | $0.65 | 41.2% | 4% |
| 20260903 | $1.38 | $0.68 | 42.6% | 8% |
| 20260902 | $0.95 | $0.95 | 49.0% | 24% |
| 20260901 | $0.80 | $0.80 | 46.6% | 18% |
| 20260831 | $0.97 | $0.97 | 43.5% | 10% |
| 20260828 | $0.98 | $0.98 | 45.1% | 14% |
| 20260827 | $1.20 | $1.20 | 45.2% | 14% |
| 20260826 | $1.45 | $1.45 | 49.0% | 24% |
| 20260825 | $1.05 | $1.05 | — | — |
| 20260824 | $0.88 | $0.88 | 43.9% | 11% |
| 20260821 | $1.18 | $0.43 | 44.4% | 12% |
| 20260820 | $1.25 | $0.65 | 42.2% | 7% |
| 20260819 | $1.18 | $0.73 | 41.2% | 4% |
| 20260818 | $1.50 | $0.67 | 46.4% | 18% |
| 20260817 | $1.50 | $0.60 | 49.8% | 26% |
| 20260814 | $1.58 | $0.72 | 49.7% | 26% |
| 20260813 | $1.38 | $0.93 | 41.7% | 5% |
| 20260812 | $1.65 | $0.75 | 51.0% | 29% |
| 20260811 | $1.45 | $0.80 | 49.7% | 26% |
| 20260810 | $1.43 | $0.93 | 55.6% | 41% |
| 20260807 | — | — | 57.3% | 46% |
| 20260806 | $2.12 | $1.38 | 62.9% | 60% |
| 20260805 | $1.00 | $1.00 | 48.7% | 23% |
| 20260804 | $1.60 | $1.60 | 55.7% | 41% |
| 20260803 | $1.10 | $1.10 | 50.2% | 27% |
| 20260731 | $1.35 | $1.35 | 53.0% | 34% |
| 20260730 | $1.85 | $1.85 | 55.7% | 41% |
More on TAC
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.