TFC · Expected Move

Truist Financial Corporation

The expected move for TFC 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).

TFC 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 TFC Expected Move
30-Day Straddle
$3.03
7-Day Straddle
$0.50
30-Day ATM IV
26.2%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to TFC'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.
TFC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $3.03 $0.50 26.2% 45%
20261015 $3.55 $1.58 30.1% 84%
20261014 $3.53 $1.60 30.0% 83%
20261013 $3.65 $1.85 29.3% 77%
20261012 $3.55 $1.85 28.7% 71%
20261009 $3.67 $2.00 29.0% 73%
20261008 $4.12 $2.28 29.8% 81%
20261007 $3.80 $1.77 29.7% 81%
20261006 $3.68 $2.42 28.9% 72%
20261005 $3.88 $2.22 29.7% 80%
20261002 $2.38 $2.38 29.7% 80%
20261001 $2.58 $2.58 29.9% 83%
20260930 $2.58 $2.58 30.1% 84%
20260929 $2.62 $2.62 30.2% 86%
20260928 $2.30 $2.30 28.0% 64%
20260925 $2.62 $2.62 28.1% 65%
20260924 $2.73 $2.73 28.3% 67%
20260923 $2.60 $2.60 27.7% 60%
20260922 $2.80 $2.80 27.3% 56%
20260921 $2.90 $2.90 27.5% 58%
20260918 $3.22 $1.62 27.5% 58%
20260917 $3.17 $1.23 28.1% 64%
20260916 $3.10 $1.35 27.0% 53%
20260915 $3.28 $1.23 27.4% 57%
20260914 $3.17 $1.25 26.8% 52%
20260911 $3.22 $1.40 25.5% 38%
20260910 $3.20 $1.62 25.3% 36%
20260909 $3.52 $1.60 27.4% 58%
20260908 $3.50 $1.88 26.3% 46%
20260904 $3.47 $1.75 24.2% 25%
20260903 $3.45 $1.88 23.8% 21%
20260902 $2.05 $2.05 24.2% 25%
20260901 $2.02 $2.02 24.2% 25%
20260831 $1.95 $1.95 24.1% 24%
20260828 $2.08 $2.08 23.0% 13%
20260827 $2.25 $2.25 23.7% 20%
20260826 $2.33 $2.33 23.3% 16%
20260825 $2.40 $2.40 24.0% 22%
20260824 $2.52 $2.52 23.4% 15%
20260821 $2.52 $0.47 22.7% 9%
20260820 $2.58 $0.65 22.8% 9%
20260819 $2.93 $1.38 23.9% 20%
20260818 $2.67 $1.00 22.1% 4%
20260817 $2.73 $1.02 22.1% 3%
20260814 $2.95 $1.32 21.7% 0%
20260813 $2.95 $1.38 22.1% 0%
20260812 $3.03 $1.52 22.8% 0%
20260811 $3.15 $1.77 23.5% 0%
20260810 $3.23 $1.95 23.6% 0%
20260807 — — 23.7% 0%
20260806 $3.62 $2.17 24.5% 5%
20260805 $2.28 $2.28 23.8% 0%
20260804 $2.45 $2.45 25.4% 5%
20260803 $2.45 $2.45 25.6% 6%
20260731 $2.62 $2.62 25.6% 6%
20260730 $2.67 $2.67 25.3% 4%
20260729 $2.95 $2.95 27.1% 17%
20260728 $2.92 $2.92 25.9% 8%
20260727 $3.08 $3.08 27.1% 17%
20260724 $3.10 $3.10 26.1% 10%

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.