TDTT · Expected Move
Northern Trust iBoxx 3-Year Target Duration TIPS ETF · ETF
The expected move for TDTT 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).
TDTT 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 TDTT Expected Move
30-Day Straddle
$1.18
7-Day Straddle
$1.18
30-Day ATM IV
39.8%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to TDTT'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.
TDTT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.18 | $1.18 | 39.8% | 61% |
| 20261020 | $1.18 | $1.18 | 39.1% | 60% |
| 20261019 | $3.18 | $3.18 | 38.8% | 59% |
| 20261016 | $4.90 | $1.15 | 36.6% | 53% |
| 20261015 | $2.93 | $1.15 | 37.3% | 49% |
| 20261014 | $1.15 | $1.07 | 37.5% | 49% |
| 20261013 | $1.17 | $1.10 | 37.7% | 50% |
| 20261012 | $1.17 | $2.90 | 37.2% | 49% |
| 20261009 | $1.17 | $1.10 | 34.9% | 43% |
| 20261008 | $1.20 | $1.10 | 34.0% | 41% |
| 20261007 | $4.90 | $1.10 | 33.4% | 40% |
| 20261006 | $1.20 | $1.10 | 32.9% | 39% |
| 20261005 | $0.68 | $0.62 | 32.6% | 38% |
| 20261002 | $1.10 | $1.10 | 34.7% | 43% |
| 20261001 | $1.07 | $1.07 | 39.5% | 54% |
| 20260930 | $1.07 | $1.07 | 40.5% | 56% |
| 20260929 | $1.05 | $1.05 | 43.6% | 64% |
| 20260928 | $1.07 | $1.07 | 38.7% | 52% |
| 20260925 | $1.07 | $1.07 | 38.4% | 52% |
| 20260924 | $2.85 | $2.85 | 33.1% | 39% |
| 20260923 | $1.05 | $1.05 | 31.6% | 36% |
| 20260922 | $1.10 | $1.10 | 29.7% | 31% |
| 20260921 | $1.10 | $1.10 | 28.0% | 27% |
| 20260918 | $1.25 | $1.25 | 19.6% | 7% |
| 20260917 | $1.27 | $1.25 | 19.1% | 6% |
| 20260916 | $1.30 | $1.25 | 18.4% | 5% |
| 20260915 | $1.30 | $1.30 | 18.4% | 4% |
| 20260914 | $1.33 | $1.30 | 18.2% | 4% |
| 20260911 | $1.38 | $1.33 | 18.3% | 4% |
| 20260910 | $1.40 | $1.35 | 17.4% | 2% |
| 20260909 | $2.92 | $1.30 | 18.1% | 4% |
| 20260908 | $1.12 | $1.30 | 17.0% | 1% |
| 20260904 | $1.45 | $2.92 | 16.7% | 1% |
| 20260903 | $2.95 | $1.30 | 17.1% | 1% |
| 20260902 | $1.33 | $1.33 | 17.9% | 3% |
| 20260901 | $1.33 | $1.33 | 16.5% | 0% |
| 20260831 | $1.43 | $1.43 | 24.9% | 19% |
| 20260828 | $1.38 | $1.38 | 18.2% | 3% |
| 20260827 | $1.32 | $1.32 | 18.8% | 4% |
| 20260826 | $1.32 | $1.32 | 20.2% | 8% |
| 20260825 | $1.32 | $1.32 | 18.0% | 2% |
| 20260824 | $1.32 | $1.32 | 18.9% | 5% |
| 20260821 | $1.32 | $1.23 | 18.9% | 5% |
| 20260820 | $1.32 | $1.25 | 17.8% | 2% |
| 20260819 | $1.32 | $1.23 | 18.3% | 3% |
| 20260818 | $1.35 | $1.25 | 22.3% | 13% |
| 20260817 | $1.35 | $1.25 | 17.0% | 0% |
| 20260814 | $1.35 | $1.25 | 17.9% | 1% |
| 20260813 | $1.38 | $2.90 | 17.8% | 0% |
| 20260812 | $1.32 | $1.20 | 17.7% | 0% |
| 20260811 | $2.90 | $1.23 | 19.4% | 0% |
| 20260810 | $3.42 | $2.08 | 31.4% | 21% |
| 20260807 | — | — | 42.4% | 52% |
| 20260806 | $4.80 | $2.12 | 32.5% | 24% |
| 20260805 | $2.12 | $2.12 | 31.6% | 21% |
| 20260804 | $2.12 | $2.12 | 31.6% | 21% |
| 20260803 | $2.12 | $2.12 | 32.1% | 23% |
| 20260731 | $0.95 | $0.95 | 38.4% | 41% |
| 20260730 | $3.35 | $3.35 | 32.5% | 24% |
| 20260729 | $3.38 | $3.38 | 31.4% | 21% |
More on TDTT
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.