TAIL · Expected Move
Cambria Tail Risk ETF · ETF
The expected move for TAIL 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).
TAIL 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 TAIL Expected Move
30-Day Straddle
$1.40
7-Day Straddle
$1.40
30-Day ATM IV
44.9%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to TAIL'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.
TAIL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.40 | $1.40 | 44.9% | 5% |
| 20261021 | $1.40 | $1.40 | 48.4% | 6% |
| 20261020 | $5.00 | $5.00 | 50.4% | 6% |
| 20261019 | $3.27 | $3.27 | — | — |
| 20261016 | $5.00 | $2.50 | 33.5% | 2% |
| 20261015 | $5.00 | $0.72 | 50.2% | 6% |
| 20261014 | $1.48 | $0.80 | 44.1% | 5% |
| 20261013 | $1.50 | $0.82 | 50.9% | 6% |
| 20261012 | $5.00 | $0.80 | 35.1% | 2% |
| 20261009 | $5.00 | $0.88 | 55.5% | 7% |
| 20261008 | $1.57 | $0.85 | 51.0% | 6% |
| 20261007 | $1.57 | $0.88 | 58.2% | 8% |
| 20261006 | $3.23 | $0.85 | — | — |
| 20261005 | $1.62 | $3.00 | 60.6% | 9% |
| 20261002 | $1.23 | $1.23 | 55.9% | 8% |
| 20261001 | $1.23 | $1.23 | 50.4% | 6% |
| 20260930 | $1.23 | $1.23 | 48.4% | 6% |
| 20260929 | $0.88 | $0.88 | 54.4% | 7% |
| 20260928 | $1.25 | $1.25 | 53.8% | 7% |
| 20260925 | $2.80 | $2.80 | 40.6% | 4% |
| 20260924 | $1.23 | $1.23 | 59.6% | 8% |
| 20260923 | $1.27 | $1.27 | 54.0% | 7% |
| 20260922 | $2.45 | $2.45 | 52.7% | 7% |
| 20260921 | $3.10 | $3.10 | 44.4% | 5% |
| 20260918 | $3.12 | $1.27 | 53.3% | 7% |
| 20260917 | $5.00 | $2.62 | 44.6% | 5% |
| 20260916 | $5.00 | $0.25 | 44.4% | 5% |
| 20260915 | $3.20 | $0.25 | 45.8% | 5% |
| 20260914 | $5.00 | $0.70 | 45.1% | 5% |
| 20260911 | $3.20 | $0.75 | 65.2% | 10% |
| 20260910 | $3.20 | $0.77 | 58.0% | 8% |
| 20260909 | $3.50 | $0.72 | 77.2% | 13% |
| 20260908 | $3.20 | $0.80 | 80.0% | 13% |
| 20260904 | $3.23 | $0.77 | — | — |
| 20260903 | $3.00 | $0.90 | — | — |
| 20260902 | $0.80 | $0.80 | 105.7% | 20% |
| 20260901 | $2.80 | $2.80 | — | — |
| 20260831 | $2.83 | $2.83 | — | — |
| 20260828 | $2.85 | $2.85 | — | — |
| 20260827 | $1.33 | $1.33 | 51.3% | 6% |
| 20260826 | $2.90 | $2.90 | 33.2% | 2% |
| 20260825 | $1.40 | $1.40 | — | — |
| 20260824 | $2.92 | $2.92 | 42.8% | 4% |
| 20260821 | $1.45 | $0.93 | — | — |
| 20260820 | $1.25 | $0.98 | — | — |
| 20260819 | $0.95 | $0.98 | 30.0% | 1% |
| 20260818 | $2.95 | $1.47 | — | — |
| 20260817 | $1.27 | $0.93 | 121.1% | 23% |
| 20260814 | $1.12 | $0.93 | 92.1% | 16% |
| 20260813 | $0.88 | $1.60 | 32.5% | 2% |
| 20260812 | $0.75 | $0.95 | 31.1% | 1% |
| 20260811 | $0.78 | $0.98 | 70.2% | 11% |
| 20260810 | $2.92 | $2.92 | — | — |
| 20260807 | — | — | 34.3% | 2% |
| 20260806 | $3.17 | $2.98 | 37.6% | 3% |
| 20260805 | $1.02 | $1.02 | 96.4% | 17% |
| 20260804 | $2.98 | $2.98 | 39.2% | 3% |
| 20260803 | $1.02 | $1.02 | 54.3% | 7% |
| 20260731 | $1.08 | $1.08 | — | — |
| 20260730 | $0.90 | $0.90 | 54.0% | 7% |
More on TAIL
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.