TCBI (Texas Capital Bancshares, Inc.)
Expected Move & Straddle Price History
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).
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.
Current TCBI Expected Move
30-Day Straddle
$6.92
7-Day Straddle
$4.03
Avg IV
0.4%
IV Rank
0%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $6.92 | $4.03 | 0.4% | 0% |
| 20260903 | $6.55 | $4.50 | 0.4% | 7% |
| 20260902 | $5.20 | $5.20 | 0.8% | 74% |
| 20260901 | $4.17 | $4.17 | 0.7% | 65% |
| 20260831 | $5.57 | $5.57 | 0.7% | 65% |
| 20260828 | $4.78 | $4.78 | 0.7% | 56% |
| 20260827 | $4.62 | $4.62 | 0.6% | 35% |
| 20260826 | $4.70 | $4.70 | 0.5% | 30% |
| 20260825 | $4.90 | $4.90 | 0.6% | 46% |
| 20260824 | $5.58 | $5.58 | 0.5% | 22% |
| 20260821 | $5.38 | $2.85 | 0.6% | 48% |
| 20260820 | $5.57 | $3.32 | 0.6% | 46% |
| 20260819 | $5.90 | $3.55 | 0.5% | 32% |
| 20260818 | $6.00 | $2.88 | 0.6% | 41% |
| 20260817 | $6.28 | $3.60 | 0.5% | 24% |
| 20260814 | $6.05 | $3.42 | 0.5% | 22% |
| 20260813 | $6.47 | $3.67 | 0.4% | 16% |
| 20260812 | $6.68 | $3.88 | 0.5% | 29% |
| 20260811 | $6.97 | $3.95 | 0.4% | 15% |
| 20260810 | $6.22 | $3.92 | 0.4% | 16% |
| 20260806 | $7.78 | $5.05 | 0.5% | 28% |
| 20260805 | $5.35 | $5.35 | 0.7% | 72% |
| 20260804 | $5.38 | $5.38 | 0.6% | 55% |
| 20260803 | $5.38 | $5.38 | 0.6% | 51% |
| 20260731 | $5.50 | $5.50 | 0.6% | 56% |
| 20260730 | $6.62 | $6.62 | 0.6% | 45% |
| 20260729 | $5.92 | $5.92 | 0.6% | 48% |
| 20260728 | $6.78 | $6.78 | 0.6% | 44% |
| 20260727 | $7.00 | $7.00 | 0.6% | 44% |
| 20260724 | $6.72 | $6.72 | 0.6% | 40% |
| 20260723 | $7.10 | $7.10 | 0.5% | 37% |
| 20260722 | $7.97 | $7.97 | 0.5% | 28% |
| 20260721 | $8.65 | $8.65 | 0.5% | 28% |
| 20260720 | $9.22 | $9.22 | 0.5% | 28% |
| 20260716 | $9.22 | $2.72 | 0.4% | 18% |
| 20260715 | $9.20 | $2.88 | 0.4% | 14% |
| 20260714 | $9.00 | $3.72 | 0.4% | 21% |
| 20260713 | $9.28 | $4.50 | 0.5% | 34% |
| 20260710 | $9.72 | $4.65 | 0.5% | 30% |
| 20260709 | $9.57 | $4.88 | 0.5% | 27% |
| 20260708 | $10.60 | $6.38 | 0.4% | 18% |
| 20260707 | $10.95 | $5.78 | 0.5% | 29% |
| 20260706 | $10.12 | $5.80 | 0.5% | 26% |
| 20260702 | $6.40 | $6.40 | 0.7% | 64% |
| 20260701 | $6.00 | $6.00 | 0.8% | 76% |
| 20260630 | $6.40 | $6.40 | 0.7% | 60% |
| 20260629 | $6.90 | $6.90 | 0.5% | 37% |
| 20260626 | $6.58 | $6.58 | 0.5% | 39% |
| 20260625 | $6.40 | $6.40 | 0.7% | 59% |
| 20260624 | $6.88 | $6.88 | 0.5% | 27% |
| 20260623 | $7.00 | $7.00 | 0.6% | 48% |
| 20260622 | $6.85 | $6.85 | 0.6% | 54% |
| 20260618 | $7.48 | $2.48 | 0.5% | 26% |
| 20260617 | $7.70 | $2.75 | 0.5% | 27% |
| 20260616 | $7.97 | $3.23 | 0.6% | 42% |
| 20260615 | $8.05 | $2.70 | 0.5% | 35% |
| 20260613 | $8.23 | $4.12 | 0.5% | 29% |
| 20260612 | $8.23 | $4.12 | 0.5% | 37% |
| 20260611 | $8.52 | $3.85 | 0.6% | 40% |
| 20260610 | $9.35 | $4.68 | 0.5% | 34% |