TD · Expected Move
Toronto Dominion Bank
The expected move for TD 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).
TD 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 TD Expected Move
30-Day Straddle
$6.15
7-Day Straddle
$0.93
30-Day ATM IV
20.6%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to TD'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.
TD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $6.15 | $0.93 | 20.6% | 47% |
| 20261015 | $5.97 | $1.17 | 20.1% | 38% |
| 20261014 | $6.25 | $2.93 | 20.7% | 49% |
| 20261013 | $6.25 | $2.65 | 20.6% | 46% |
| 20261012 | $6.15 | $2.62 | 19.6% | 29% |
| 20261009 | $6.28 | $1.98 | 19.9% | 35% |
| 20261008 | $6.62 | $2.95 | 21.2% | 56% |
| 20261007 | $7.00 | $3.38 | 22.1% | 72% |
| 20261006 | $6.97 | $3.62 | 20.7% | 47% |
| 20261005 | $7.03 | $4.17 | 20.6% | 46% |
| 20261002 | $4.30 | $4.30 | 20.7% | 49% |
| 20261001 | $4.73 | $4.73 | 21.4% | 60% |
| 20260930 | $4.82 | $4.82 | 21.3% | 58% |
| 20260929 | $4.38 | $4.38 | 20.4% | 43% |
| 20260928 | $3.92 | $3.92 | 20.5% | 45% |
| 20260925 | $4.53 | $4.53 | 20.1% | 38% |
| 20260924 | $4.95 | $4.95 | 20.9% | 52% |
| 20260923 | $4.88 | $4.88 | 21.3% | 59% |
| 20260922 | $5.22 | $5.22 | 20.4% | 43% |
| 20260921 | $5.15 | $5.15 | 19.8% | 33% |
| 20260918 | $5.70 | $2.50 | 20.1% | 38% |
| 20260917 | $5.67 | $2.15 | 19.9% | 34% |
| 20260916 | $6.40 | $2.65 | 22.9% | 86% |
| 20260915 | $5.40 | $2.25 | 18.9% | 17% |
| 20260914 | $5.67 | $2.00 | 19.5% | 28% |
| 20260911 | $5.72 | $2.73 | 18.9% | 18% |
| 20260910 | $5.95 | $3.60 | 20.3% | 41% |
| 20260909 | $6.17 | $2.53 | 20.4% | 42% |
| 20260908 | $6.38 | $2.85 | 20.2% | 40% |
| 20260904 | $7.18 | $3.95 | 19.9% | 35% |
| 20260903 | $6.40 | $3.80 | 19.0% | 18% |
| 20260902 | $3.90 | $3.90 | 19.1% | 21% |
| 20260901 | $3.70 | $3.70 | 19.4% | 26% |
| 20260831 | $4.30 | $4.30 | 19.2% | 23% |
| 20260828 | $4.72 | $4.72 | 19.4% | 26% |
| 20260827 | $4.90 | $4.90 | 20.5% | 45% |
| 20260826 | $4.93 | $4.93 | 22.1% | 75% |
| 20260825 | $5.93 | $5.93 | 23.2% | 91% |
| 20260824 | $5.85 | $5.85 | 22.3% | 78% |
| 20260821 | $6.25 | $2.45 | 22.7% | 84% |
| 20260820 | $6.52 | $2.72 | 23.2% | 92% |
| 20260819 | $6.25 | $2.12 | 22.9% | 87% |
| 20260818 | $5.15 | $2.78 | 17.9% | 13% |
| 20260817 | $6.70 | $2.00 | 22.9% | 87% |
| 20260814 | $6.20 | $2.55 | 20.1% | 45% |
| 20260813 | $6.35 | $2.88 | 20.5% | 52% |
| 20260812 | $6.03 | $2.92 | 19.2% | 32% |
| 20260811 | $6.97 | $3.45 | 21.3% | 64% |
| 20260810 | $6.85 | $3.73 | 20.8% | 56% |
| 20260807 | — | — | 21.1% | 57% |
| 20260806 | $8.00 | $4.53 | 23.0% | 72% |
| 20260805 | $4.65 | $4.65 | 22.6% | 67% |
| 20260804 | $4.57 | $4.57 | 23.8% | 81% |
| 20260803 | $4.88 | $4.88 | 22.0% | 60% |
| 20260731 | $5.03 | $5.03 | 22.6% | 67% |
| 20260730 | $5.15 | $5.15 | 22.7% | 68% |
| 20260729 | $5.60 | $5.60 | 22.3% | 64% |
| 20260728 | $5.35 | $5.35 | 21.8% | 58% |
| 20260727 | $5.33 | $5.33 | 21.2% | 50% |
| 20260724 | $5.55 | $5.55 | 21.2% | 50% |
More on TD
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.