TDAY · Expected Move

USA TODAY Co., Inc.

The expected move for TDAY 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).

TDAY straddle price & implied vol

60 sessions

Bars: 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 TDAY Expected Move
30-Day Straddle
$1.02
7-Day Straddle
$0.75
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to TDAY'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.
TDAY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $1.02 $0.75 — —
20261106 $1.20 $1.00 68.0% 35%
20261105 $1.07 $0.77 69.0% 37%
20261104 $0.93 $0.93 77.2% 50%
20261103 $1.00 $1.00 79.6% 54%
20261102 $0.88 $0.88 78.4% 52%
20261030 $0.93 $0.93 71.9% 41%
20261029 $1.00 $1.00 69.2% 37%
20261028 $1.05 $1.05 90.4% 72%
20261027 $1.12 $1.12 66.5% 38%
20261026 $1.10 $1.10 75.1% 50%
20261023 $1.57 $1.57 95.7% 82%
20261022 $1.33 $1.33 82.2% 61%
20261021 $1.15 $1.15 72.5% 47%
20261020 $1.50 $1.50 92.5% 77%
20261019 $1.15 $1.15 69.0% 41%
20261016 $1.15 $0.08 67.9% 40%
20261015 $1.10 $0.33 60.4% 28%
20261014 $1.15 $0.30 62.0% 31%
20261013 $1.23 $0.35 66.1% 37%
20261012 $1.25 $0.53 70.0% 43%
20261009 $1.38 $0.53 75.2% 51%
20261008 $1.20 $1.35 66.9% 38%
20261007 $1.23 $0.82 65.8% 37%
20261006 $1.25 $1.57 72.7% 47%
20261005 $1.40 $0.95 68.1% 40%
20261002 $0.75 $0.75 59.2% 27%
20261001 $0.93 $0.93 70.6% 44%
20260930 $1.50 $1.50 63.4% 33%
20260929 $1.57 $1.57 79.7% 57%
20260928 $1.65 $1.65 82.6% 62%
20260925 $3.15 $3.15 — —
20260924 $8.15 $8.15 65.7% 36%
20260923 $1.02 $1.02 65.6% 36%
20260922 $1.25 $1.25 62.9% 32%
20260921 $0.95 $0.95 69.5% 42%
20260918 $1.02 $0.43 69.6% 42%
20260917 $1.83 $1.52 91.8% 76%
20260916 $10.78 $0.95 71.9% 46%
20260915 $1.05 $0.62 68.0% 40%
20260914 $1.05 $0.62 55.2% 20%
20260911 $1.10 $0.90 57.3% 24%
20260910 $2.70 $1.50 107.9% 100%
20260909 $1.10 $0.90 54.1% 19%
20260908 $0.92 $0.60 56.1% 22%
20260904 $1.18 $0.85 84.0% 65%
20260903 $1.10 $0.88 63.0% 33%
20260902 $1.00 $1.00 88.1% 71%
20260901 $0.82 $0.82 61.1% 30%
20260831 $0.90 $0.90 60.7% 29%
20260828 $1.00 $1.00 69.8% 43%
20260827 $0.95 $0.95 58.1% 25%
20260826 $0.88 $0.88 59.8% 28%
20260825 $1.25 $1.25 65.7% 37%
20260824 $1.15 $1.15 55.9% 22%
20260821 $2.20 $1.95 57.7% 25%
20260820 $0.97 $0.42 62.9% 32%
20260819 $1.15 $0.47 70.9% 45%
20260818 $0.90 $7.55 53.6% 18%
20260817 $0.85 $0.55 49.5% 12%

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.