TCPC · Expected Move
BlackRock TCP Capital Corp. Common Stock
The expected move for TCPC 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).
TCPC 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 TCPC Expected Move
30-Day Straddle
$1.10
7-Day Straddle
$1.10
30-Day ATM IV
27.2%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to TCPC'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.
TCPC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.10 | $1.10 | 27.2% | 12% |
| 20261021 | $0.93 | $0.93 | 73.9% | 34% |
| 20261020 | $2.30 | $2.30 | — | — |
| 20261019 | $1.07 | $1.07 | — | — |
| 20261016 | $0.80 | $0.70 | — | — |
| 20261015 | $1.27 | $0.83 | 59.3% | 28% |
| 20261014 | $11.03 | $1.55 | — | — |
| 20261013 | $1.05 | $1.52 | — | — |
| 20261012 | $2.95 | $2.95 | — | — |
| 20261009 | $2.38 | $2.23 | — | — |
| 20261008 | $1.10 | $1.10 | — | — |
| 20261007 | $1.70 | $3.80 | — | — |
| 20261006 | $1.05 | $1.10 | — | — |
| 20261005 | $1.05 | $1.45 | — | — |
| 20261002 | $1.00 | $1.00 | — | — |
| 20261001 | $1.65 | $1.65 | 60.0% | 28% |
| 20260930 | $3.35 | $3.35 | 32.0% | 15% |
| 20260929 | $3.48 | $3.48 | 58.3% | 27% |
| 20260928 | $1.55 | $1.55 | — | — |
| 20260925 | $1.10 | $1.10 | — | — |
| 20260924 | $1.05 | $1.05 | 39.3% | 18% |
| 20260923 | $1.55 | $1.55 | 53.4% | 25% |
| 20260922 | $1.85 | $1.85 | — | — |
| 20260921 | $3.48 | $3.48 | 56.7% | 26% |
| 20260918 | $2.97 | $2.73 | — | — |
| 20260917 | $3.58 | $1.38 | — | — |
| 20260916 | $8.45 | $11.10 | — | — |
| 20260915 | $1.22 | $0.97 | — | — |
| 20260914 | $8.68 | $8.60 | — | — |
| 20260911 | $1.17 | $1.48 | 71.9% | 33% |
| 20260910 | $1.32 | $1.05 | 96.2% | 45% |
| 20260909 | $1.12 | $1.10 | 38.3% | 18% |
| 20260908 | $1.12 | $1.78 | 212.4% | 100% |
| 20260904 | $3.58 | $1.10 | — | — |
| 20260903 | $1.18 | $1.73 | 93.9% | 53% |
| 20260902 | $2.12 | $2.12 | 175.6% | 100% |
| 20260901 | $0.97 | $0.97 | — | — |
| 20260831 | $0.95 | $0.95 | 43.3% | 25% |
| 20260828 | $3.23 | $3.23 | 53.2% | 31% |
| 20260827 | $8.70 | $8.70 | 103.4% | 61% |
| 20260826 | $1.07 | $1.07 | 76.2% | 45% |
| 20260825 | $8.70 | $8.70 | 77.5% | 45% |
| 20260824 | $1.15 | $1.15 | — | — |
| 20260821 | $1.12 | $0.83 | 59.2% | 35% |
| 20260820 | $3.02 | $1.00 | — | — |
| 20260819 | $0.95 | $0.78 | 1.2% | 0% |
| 20260818 | $8.72 | $1.48 | — | — |
| 20260817 | $1.18 | $2.15 | — | — |
| 20260814 | $2.15 | $0.93 | 145.8% | 83% |
| 20260813 | $2.38 | $2.08 | — | — |
| 20260812 | $2.55 | $0.93 | — | — |
| 20260811 | $2.10 | $3.58 | — | — |
| 20260810 | $2.35 | $1.05 | — | — |
| 20260806 | $8.72 | $1.22 | — | — |
| 20260805 | $1.07 | $1.07 | — | — |
| 20260804 | $1.52 | $1.52 | — | — |
| 20260803 | $1.38 | $1.38 | — | — |
| 20260731 | $8.28 | $8.28 | — | — |
| 20260730 | $0.88 | $0.88 | 124.1% | 68% |
| 20260729 | $8.40 | $8.40 | 72.8% | 31% |
More on TCPC
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.