TBLU · Expected Move
Tortoise Global Water ETF · ETF
The expected move for TBLU 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).
TBLU 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 TBLU Expected Move
30-Day Straddle
$2.15
7-Day Straddle
$1.40
30-Day ATM IV
20.9%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to TBLU'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.
TBLU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.15 | $1.40 | 20.9% | 27% |
| 20261008 | $2.08 | $1.40 | 25.6% | 54% |
| 20261007 | $2.10 | $1.42 | 26.0% | 56% |
| 20261006 | $2.20 | $1.50 | 22.6% | 37% |
| 20261005 | $2.42 | $1.60 | 23.3% | 41% |
| 20261002 | $1.55 | $1.55 | 24.8% | 49% |
| 20261001 | $1.62 | $1.62 | 27.1% | 62% |
| 20260930 | $1.62 | $1.62 | 24.5% | 48% |
| 20260929 | $1.62 | $1.62 | 24.1% | 45% |
| 20260928 | $1.62 | $1.62 | 22.4% | 37% |
| 20260925 | $1.68 | $1.68 | 22.3% | 36% |
| 20260924 | $1.70 | $1.70 | 25.4% | 53% |
| 20260923 | $1.75 | $1.75 | 21.7% | 38% |
| 20260922 | $1.65 | $1.65 | 19.7% | 28% |
| 20260921 | $1.65 | $1.65 | 21.0% | 34% |
| 20260918 | $1.67 | $3.20 | 24.2% | 50% |
| 20260917 | $1.95 | $3.33 | 22.0% | 39% |
| 20260916 | $1.95 | $1.32 | 21.0% | 34% |
| 20260915 | $1.85 | $1.40 | 21.9% | 39% |
| 20260914 | $1.88 | $1.32 | 20.4% | 31% |
| 20260911 | $1.82 | $1.38 | 21.4% | 36% |
| 20260910 | $2.17 | $1.50 | 22.5% | 42% |
| 20260909 | $1.95 | $1.35 | 18.3% | 20% |
| 20260908 | $1.90 | $1.43 | 19.3% | 25% |
| 20260904 | $1.93 | $1.45 | 18.5% | 22% |
| 20260903 | $1.90 | $1.43 | 18.4% | 21% |
| 20260902 | $1.52 | $1.52 | 17.2% | 15% |
| 20260901 | $1.58 | $1.58 | 17.8% | 18% |
| 20260831 | $1.55 | $1.55 | 19.0% | 24% |
| 20260828 | $1.62 | $1.62 | 19.6% | 27% |
| 20260827 | $1.58 | $1.58 | 20.1% | 29% |
| 20260826 | $1.57 | $1.57 | 21.5% | 37% |
| 20260825 | $1.62 | $1.62 | 21.2% | 35% |
| 20260824 | $1.67 | $1.67 | 21.4% | 36% |
| 20260821 | $1.70 | $1.18 | 20.8% | 33% |
| 20260820 | $1.70 | $1.18 | 20.7% | 33% |
| 20260819 | $1.67 | $1.17 | 21.7% | 37% |
| 20260818 | $1.88 | $1.38 | 18.7% | 22% |
| 20260817 | $1.77 | $1.30 | 20.1% | 30% |
| 20260814 | $1.85 | $1.27 | 21.4% | 36% |
| 20260813 | $1.85 | $1.33 | 20.7% | 33% |
| 20260812 | $2.05 | $1.35 | 20.2% | 30% |
| 20260811 | $1.77 | $1.35 | 20.0% | 29% |
| 20260810 | $1.85 | $1.32 | 20.2% | 30% |
| 20260807 | — | — | 19.6% | 27% |
| 20260806 | $2.17 | $1.55 | 19.6% | 27% |
| 20260805 | $1.52 | $1.52 | 21.0% | 34% |
| 20260804 | $1.40 | $1.40 | 19.5% | 26% |
| 20260803 | $2.15 | $2.15 | 18.8% | 23% |
| 20260731 | $1.65 | $1.65 | 18.2% | 20% |
| 20260730 | $1.77 | $1.77 | 18.0% | 19% |
| 20260729 | $1.77 | $1.77 | 17.8% | 18% |
| 20260728 | $1.62 | $1.62 | 17.3% | 15% |
| 20260727 | $1.68 | $1.68 | 17.8% | 18% |
| 20260724 | $1.77 | $1.77 | 18.1% | 19% |
| 20260723 | $1.80 | $1.80 | 16.9% | 13% |
| 20260722 | $1.82 | $1.82 | 17.9% | 18% |
| 20260721 | $1.95 | $1.95 | 17.8% | 18% |
| 20260720 | $2.30 | $2.30 | 17.2% | 15% |
| 20260716 | $1.68 | $1.07 | 16.0% | 9% |
More on TBLU
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.