TD (Toronto Dominion Bank)

Expected Move & Straddle Price History

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).

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 TD Expected Move
30-Day Straddle
$3.70
7-Day Straddle
$3.70
Avg IV
0.5%
IV Rank
33%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260901 $3.70 $3.70 0.5% 33%
20260831 $4.30 $4.30 0.6% 57%
20260828 $4.72 $4.72 0.5% 39%
20260827 $4.90 $4.90 0.5% 37%
20260826 $4.93 $4.93 0.5% 30%
20260825 $5.93 $5.93 0.5% 26%
20260824 $5.85 $5.85 0.4% 23%
20260821 $6.25 $2.45 0.5% 30%
20260820 $6.52 $2.72 0.5% 27%
20260819 $6.25 $2.12 0.5% 39%
20260818 $5.15 $2.78 0.4% 23%
20260817 $6.70 $2.00 0.5% 37%
20260814 $6.20 $2.55 0.4% 17%
20260813 $6.35 $2.88 0.5% 29%
20260812 $6.03 $2.92 0.4% 17%
20260811 $6.97 $3.45 0.5% 29%
20260810 $6.85 $3.73 0.5% 27%
20260806 $8.00 $4.53 0.4% 19%
20260805 $4.65 $4.65 0.7% 59%
20260804 $4.57 $4.57 0.7% 72%
20260803 $4.88 $4.88 0.6% 54%
20260731 $5.03 $5.03 0.6% 54%
20260730 $5.15 $5.15 0.6% 49%
20260729 $5.60 $5.60 0.6% 47%
20260728 $5.35 $5.35 0.5% 41%
20260727 $5.33 $5.33 0.4% 19%
20260724 $5.55 $5.55 0.5% 33%
20260723 $5.78 $5.78 0.5% 33%
20260722 $6.15 $6.15 0.5% 29%
20260721 $5.97 $5.97 0.5% 28%
20260720 $6.20 $6.20 0.5% 30%
20260716 $6.05 $1.88 0.5% 29%
20260715 $6.38 $2.40 0.5% 31%
20260714 $6.28 $2.70 0.4% 16%
20260713 $6.35 $2.02 0.4% 14%
20260710 $6.22 $2.27 0.4% 16%
20260709 $6.33 $2.83 0.5% 27%
20260708 $6.82 $3.42 0.4% 11%
20260707 $6.47 $3.30 0.4% 10%
20260706 $6.65 $3.33 0.3% 0%
20260702 $3.70 $3.70 0.9% 100%
20260701 $4.33 $4.33 0.8% 80%
20260630 $4.05 $4.05 0.7% 75%
20260629 $3.98 $3.98 0.7% 68%
20260626 $4.35 $4.35 0.6% 59%
20260625 $4.47 $4.47 0.7% 75%
20260624 $4.92 $4.92 0.7% 70%
20260623 $4.72 $4.72 0.7% 64%
20260622 $4.80 $4.80 0.7% 68%
20260618 $5.47 $0.55 0.6% 49%
20260617 $5.75 $1.68 0.6% 44%
20260616 $5.43 $2.12 0.6% 56%
20260615 $5.62 $2.85 0.5% 42%
20260613 $6.33 $3.35 0.5% 36%
20260612 $6.18 $3.15 0.6% 49%
20260611 $6.25 $2.77 0.6% 49%
20260610 $6.20 $2.88 0.6% 44%
20260609 $6.38 $3.08 0.5% 43%
20260608 $6.40 $3.17 0.5% 34%
20260605 $6.95 $3.60 0.5% 34%