TBIL · Expected Move
The RBB Fund, Inc. F/m US Treasury 3 Month Bill Fund · ETF
The expected move for TBIL 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).
TBIL 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 TBIL Expected Move
30-Day Straddle
$0.20
7-Day Straddle
$0.20
30-Day ATM IV
4.3%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to TBIL'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.
TBIL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.20 | $0.20 | 4.3% | 4% |
| 20261020 | $0.20 | $0.20 | 11.8% | 42% |
| 20261019 | $0.55 | $0.55 | 3.4% | 0% |
| 20261016 | $2.88 | $0.40 | 4.0% | 1% |
| 20261015 | $2.92 | $0.12 | 5.9% | 11% |
| 20261014 | $2.92 | $0.12 | 6.1% | 12% |
| 20261013 | $2.92 | $0.12 | 5.8% | 10% |
| 20261012 | $3.00 | $0.77 | 3.9% | 1% |
| 20261009 | $3.03 | $0.77 | 5.7% | 9% |
| 20261008 | $3.10 | $1.45 | 5.4% | 8% |
| 20261007 | $3.10 | $1.45 | 5.3% | 8% |
| 20261006 | $3.15 | $1.45 | 5.4% | 8% |
| 20261005 | $3.15 | $1.45 | 5.1% | 7% |
| 20261002 | $0.20 | $0.20 | 14.9% | 57% |
| 20261001 | $1.10 | $1.10 | 10.8% | 36% |
| 20260930 | $1.65 | $1.65 | 16.6% | 66% |
| 20260929 | $1.65 | $1.65 | 16.3% | 64% |
| 20260928 | $0.22 | $0.22 | 11.0% | 37% |
| 20260925 | $0.22 | $0.22 | 8.8% | 26% |
| 20260924 | $0.20 | $0.20 | 3.8% | 0% |
| 20260923 | $0.25 | $0.25 | 5.6% | 9% |
| 20260922 | $1.57 | $1.57 | 17.2% | 69% |
| 20260921 | $1.50 | $1.50 | 17.3% | 69% |
| 20260918 | $1.50 | $0.45 | 19.0% | 78% |
| 20260917 | $2.78 | $0.78 | 18.5% | 75% |
| 20260916 | $2.77 | $0.78 | 18.2% | 73% |
| 20260915 | $2.80 | $0.78 | 17.9% | 72% |
| 20260914 | $1.98 | $0.78 | 17.6% | 71% |
| 20260911 | $2.90 | $0.78 | 17.1% | 68% |
| 20260910 | $2.92 | $1.42 | 18.4% | 74% |
| 20260909 | $2.92 | $1.42 | 20.6% | 86% |
| 20260908 | $2.98 | $2.73 | 22.5% | 96% |
| 20260904 | $3.03 | $1.45 | 20.2% | 84% |
| 20260903 | $3.08 | $1.45 | 19.9% | 82% |
| 20260902 | $0.40 | $0.40 | 20.0% | 83% |
| 20260901 | $0.40 | $0.40 | 23.3% | 100% |
| 20260831 | $0.30 | $0.30 | 15.8% | 84% |
| 20260828 | $0.47 | $0.47 | 14.8% | 77% |
| 20260827 | $0.17 | $0.17 | 16.1% | 86% |
| 20260826 | $1.17 | $1.17 | 14.5% | 75% |
| 20260825 | $1.88 | $1.88 | 17.2% | 94% |
| 20260824 | $1.52 | $1.52 | 17.5% | 96% |
| 20260821 | $1.45 | $0.20 | 18.1% | 100% |
| 20260820 | $1.43 | $0.17 | 9.1% | 55% |
| 20260819 | $1.43 | $0.17 | 9.1% | 55% |
| 20260818 | $2.78 | $0.10 | 9.0% | 54% |
| 20260817 | $2.83 | $0.10 | 8.9% | 53% |
| 20260814 | $2.88 | $0.12 | 8.7% | 51% |
| 20260813 | $2.90 | $0.12 | 8.6% | 50% |
| 20260812 | $2.90 | $0.12 | 5.6% | 18% |
| 20260811 | $1.25 | $0.15 | 7.6% | 39% |
| 20260810 | $1.40 | $0.15 | 7.5% | 38% |
| 20260807 | — | — | 7.1% | 34% |
| 20260806 | $1.43 | $0.15 | 7.0% | 33% |
| 20260805 | $0.15 | $0.15 | 6.4% | 26% |
| 20260804 | $0.23 | $0.23 | 7.1% | 34% |
| 20260803 | $0.12 | $0.12 | 7.1% | 34% |
| 20260731 | $0.23 | $0.23 | 10.0% | 65% |
| 20260730 | $0.25 | $0.25 | 4.0% | 1% |
| 20260729 | $0.17 | $0.17 | 3.9% | 0% |
More on TBIL
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.