TCBI · Expected Move
TEXAS CAP BANCSHARES INC
The expected move for TCBI 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).
TCBI 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 TCBI Expected Move
30-Day Straddle
$7.05
7-Day Straddle
$7.05
30-Day ATM IV
33.7%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to TCBI'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.
TCBI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $7.05 | $7.05 | 33.7% | 70% |
| 20261020 | $7.65 | $7.65 | 34.0% | 72% |
| 20261019 | $7.78 | $7.78 | 36.0% | 86% |
| 20261016 | $7.95 | $2.38 | 34.4% | 72% |
| 20261015 | $7.90 | $2.30 | 34.4% | 72% |
| 20261014 | $7.92 | $3.02 | 35.4% | 78% |
| 20261013 | $7.82 | $2.33 | 34.1% | 70% |
| 20261012 | $7.78 | $3.20 | 33.4% | 65% |
| 20261009 | $8.05 | $3.98 | 32.8% | 61% |
| 20261008 | $8.43 | $4.10 | 31.3% | 52% |
| 20261007 | $7.97 | $3.38 | 30.4% | 45% |
| 20261006 | $8.82 | $3.97 | 33.3% | 65% |
| 20261005 | $8.65 | $3.75 | 32.4% | 59% |
| 20261002 | $4.28 | $4.28 | 31.1% | 51% |
| 20261001 | $4.60 | $4.60 | 29.6% | 40% |
| 20260930 | $4.85 | $4.85 | 31.2% | 51% |
| 20260929 | $5.10 | $5.10 | 31.0% | 49% |
| 20260928 | $5.40 | $5.40 | 30.5% | 46% |
| 20260925 | $4.90 | $4.90 | 28.0% | 30% |
| 20260924 | $5.18 | $5.18 | 29.5% | 40% |
| 20260923 | $5.00 | $5.00 | 27.9% | 30% |
| 20260922 | $4.97 | $4.97 | 27.1% | 24% |
| 20260921 | $5.28 | $5.28 | 28.2% | 32% |
| 20260918 | $5.90 | $1.80 | 28.3% | 32% |
| 20260917 | $6.45 | $2.65 | 30.4% | 46% |
| 20260916 | $6.33 | $3.00 | 28.7% | 35% |
| 20260915 | $6.57 | $3.58 | 29.0% | 36% |
| 20260914 | $6.35 | $3.70 | 27.8% | 28% |
| 20260911 | $6.60 | $3.38 | 26.7% | 22% |
| 20260910 | $6.75 | $3.90 | 27.5% | 27% |
| 20260909 | $7.33 | $4.55 | 28.9% | 36% |
| 20260908 | $7.03 | $4.08 | 28.4% | 33% |
| 20260904 | $6.92 | $4.03 | 24.8% | 9% |
| 20260903 | $6.55 | $4.50 | 26.0% | 17% |
| 20260902 | $5.20 | $5.20 | 27.8% | 29% |
| 20260901 | $4.17 | $4.17 | 26.7% | 22% |
| 20260831 | $5.57 | $5.57 | 27.5% | 27% |
| 20260828 | $4.78 | $4.78 | 24.3% | 6% |
| 20260827 | $4.62 | $4.62 | 23.8% | 2% |
| 20260826 | $4.70 | $4.70 | 25.4% | 13% |
| 20260825 | $4.90 | $4.90 | 25.5% | 14% |
| 20260824 | $5.58 | $5.58 | 26.6% | 21% |
| 20260821 | $5.38 | $2.85 | 25.8% | 16% |
| 20260820 | $5.57 | $3.32 | 26.0% | 17% |
| 20260819 | $5.90 | $3.55 | 25.8% | 16% |
| 20260818 | $6.00 | $2.88 | 25.8% | 16% |
| 20260817 | $6.28 | $3.60 | 25.7% | 15% |
| 20260814 | $6.05 | $3.42 | 23.4% | 0% |
| 20260813 | $6.47 | $3.67 | 25.0% | 4% |
| 20260812 | $6.68 | $3.88 | 25.5% | 6% |
| 20260811 | $6.97 | $3.95 | 27.1% | 15% |
| 20260810 | $6.22 | $3.92 | 24.5% | 0% |
| 20260807 | — | — | 26.0% | 3% |
| 20260806 | $7.78 | $5.05 | 29.0% | 17% |
| 20260805 | $5.35 | $5.35 | 28.3% | 13% |
| 20260804 | $5.38 | $5.38 | 27.4% | 9% |
| 20260803 | $5.38 | $5.38 | 25.2% | 0% |
| 20260731 | $5.50 | $5.50 | 27.9% | 6% |
| 20260730 | $6.62 | $6.62 | 30.6% | 19% |
| 20260729 | $5.92 | $5.92 | 30.3% | 17% |
More on TCBI
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.