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
$6.05
7-Day Straddle
$1.88
Avg IV
0.5%
IV Rank
29%
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
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%
20260604 $6.62 $3.52 0.5% 40%
20260603 $7.45 $4.70 0.5% 40%
20260602 $4.20 $4.20 0.6% 50%
20260601 $4.03 $4.03 0.9% 98%
20260529 $4.10 $4.10 0.5% 43%
20260528 $4.53 $4.53 0.5% 34%
20260527 $5.33 $5.33 0.5% 32%
20260526 $5.53 $5.53 0.6% 53%
20260522 $5.55 $5.55 0.6% 56%
20260521 $5.47 $5.47 0.4% 24%
20260520 $5.67 $5.67 0.5% 39%
20260519 $5.45 $5.45 0.5% 37%
20260518 $5.45 $5.45 0.5% 37%
20260515 $4.88 $4.12 0.4% 21%
20260514 $5.88 $2.57 0.5% 32%
20260513 $6.12 $2.10 0.5% 37%
20260512 $6.28 $3.15 0.5% 31%
20260511 $6.40 $2.73 0.5% 36%
20260510 $6.43 $3.12 0.5% 33%
20260508 $6.43 $3.12 0.5% 29%
20260507 $6.00 $2.50 0.5% 19%
20260506 $5.95 $2.55 0.5% 22%
20260505 $6.32 $2.70 0.5% 19%
20260504 $6.38 $3.02 0.5% 18%
20260502 $3.90 $3.90 0.9% 63%
20260501 $3.90 $3.90 0.8% 59%
20260430 $3.52 $3.52 0.5% 23%
20260429 $3.22 $3.22 0.8% 55%
20260428 $3.38 $3.38 0.7% 46%
20260427 $3.80 $3.80 0.7% 40%
20260424 $3.77 $3.77 0.6% 37%