TDG · Expected Move

TransDigm Group Incorporated

The expected move for TDG 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).

TDG 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 TDG Expected Move
30-Day Straddle
$91.15
7-Day Straddle
$91.15
30-Day ATM IV
34.9%
IV Rank
73%
Implied one-standard-deviation move through the next 30 days. Compare to TDG'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.
TDG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $91.15 $91.15 34.9% 73%
20261020 $92.55 $92.55 34.6% 70%
20261019 $91.40 $91.40 33.8% 63%
20261016 $96.55 $6.42 34.4% 68%
20261015 $96.80 $18.20 34.0% 65%
20261014 $97.55 $23.20 34.7% 71%
20261013 $96.05 $26.15 33.3% 59%
20261012 $96.05 $29.15 33.0% 56%
20261009 $97.10 $31.30 32.0% 47%
20261008 $98.80 $37.65 32.2% 49%
20261007 $100.75 $38.60 32.5% 52%
20261006 $100.65 $42.15 31.9% 47%
20261005 $101.60 $42.30 32.1% 48%
20261002 $47.50 $47.50 31.4% 42%
20261001 $51.55 $51.55 32.4% 51%
20260930 $53.25 $53.25 31.8% 46%
20260929 $56.75 $56.75 32.0% 48%
20260928 $58.60 $58.60 31.7% 45%
20260925 $60.65 $60.65 30.3% 32%
20260924 $62.90 $62.90 30.7% 36%
20260923 $64.70 $64.70 30.6% 35%
20260922 $66.20 $66.20 30.4% 33%
20260921 $67.25 $67.25 30.1% 31%
20260918 $68.00 $7.20 27.8% 11%
20260917 $67.55 $14.05 27.8% 11%
20260916 $72.05 $21.95 29.2% 23%
20260915 $72.05 $27.25 28.5% 17%
20260914 $75.60 $29.55 28.7% 18%
20260911 $80.30 $34.70 28.6% 17%
20260910 $82.50 $38.20 29.2% 23%
20260909 $83.60 $41.30 29.4% 24%
20260908 $87.10 $46.60 29.6% 26%
20260904 $87.80 $48.90 27.7% 9%
20260903 $87.45 $50.50 27.5% 7%
20260902 $54.00 $54.00 28.4% 16%
20260901 $57.00 $57.00 28.8% 20%
20260831 $57.75 $57.75 28.3% 14%
20260828 $61.45 $61.45 27.7% 10%
20260827 $64.80 $64.80 28.1% 13%
20260826 $68.20 $68.20 28.5% 17%
20260825 $69.35 $69.35 28.5% 17%
20260824 $72.90 $72.90 29.2% 23%
20260821 $74.05 $7.98 28.1% 13%
20260820 $77.20 $17.70 29.2% 23%
20260819 $79.40 $22.60 28.2% 14%
20260818 $78.55 $25.95 27.5% 7%
20260817 $82.20 $30.70 28.2% 14%
20260814 $83.10 $36.55 26.9% 2%
20260813 $87.10 $40.10 28.0% 12%
20260812 $90.40 $44.45 28.6% 18%
20260811 $92.55 $49.00 29.1% 22%
20260810 $97.55 $52.35 30.5% 34%
20260807 — — 30.2% 29%
20260806 $110.70 $66.85 32.5% 49%
20260805 $71.50 $71.50 32.8% 51%
20260804 $77.35 $77.35 34.0% 61%
20260803 $94.10 $94.10 37.9% 93%
20260731 $95.85 $95.85 37.2% 87%
20260730 $97.75 $97.75 38.0% 93%
20260729 $102.75 $102.75 38.0% 93%

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.