TFLO · Expected Move
iShares Treasury Floating Rate Bond ETF · ETF
The expected move for TFLO 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).
TFLO 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 TFLO Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
4.0%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to TFLO'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.
TFLO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $0.00 | $0.00 | 4.0% | 2% |
| 20261022 | $0.00 | $0.00 | 5.2% | 5% |
| 20261021 | $0.00 | $0.00 | 4.3% | 3% |
| 20261020 | $0.45 | $0.45 | 4.2% | 3% |
| 20261019 | $6.12 | $6.12 | 17.5% | 34% |
| 20261016 | $0.50 | $0.45 | 4.0% | 2% |
| 20261015 | $0.55 | $0.45 | 4.2% | 3% |
| 20261014 | $0.50 | $0.83 | 3.6% | 1% |
| 20261013 | $0.50 | $0.40 | 3.3% | 0% |
| 20261012 | $1.62 | $2.88 | 3.5% | 1% |
| 20261009 | $1.70 | $1.35 | 7.5% | 10% |
| 20261008 | $0.50 | $0.53 | 5.1% | 5% |
| 20261007 | $1.73 | $0.53 | 3.9% | 2% |
| 20261006 | $0.45 | $0.50 | 5.3% | 5% |
| 20261005 | $0.55 | $0.53 | 5.4% | 5% |
| 20261002 | $1.60 | $1.60 | 7.4% | 10% |
| 20261001 | $1.60 | $1.60 | 13.5% | 24% |
| 20260930 | $0.42 | $0.42 | 11.8% | 20% |
| 20260929 | $1.65 | $1.65 | 11.7% | 20% |
| 20260928 | $0.55 | $0.55 | 5.4% | 5% |
| 20260925 | $0.47 | $0.47 | 9.7% | 15% |
| 20260924 | $0.58 | $0.58 | 7.0% | 9% |
| 20260923 | $1.40 | $1.40 | 16.5% | 31% |
| 20260922 | $0.53 | $0.53 | 6.7% | 9% |
| 20260921 | $0.95 | $0.95 | 7.6% | 11% |
| 20260918 | $2.45 | $0.38 | 9.6% | 15% |
| 20260917 | $1.43 | $1.73 | 8.5% | 13% |
| 20260916 | $2.47 | $1.65 | 5.8% | 6% |
| 20260915 | $2.47 | $2.55 | 5.8% | 6% |
| 20260914 | $3.47 | $1.85 | 5.7% | 6% |
| 20260911 | $2.55 | $2.33 | 10.2% | 17% |
| 20260910 | $2.58 | $1.60 | 10.7% | 18% |
| 20260909 | $2.60 | $2.35 | 11.6% | 20% |
| 20260908 | $1.62 | $2.05 | 10.0% | 16% |
| 20260904 | $2.67 | $1.12 | 10.5% | 17% |
| 20260903 | $2.73 | $2.60 | 15.0% | 28% |
| 20260902 | $1.68 | $1.68 | 11.6% | 20% |
| 20260901 | $1.58 | $1.58 | 9.4% | 15% |
| 20260831 | $1.88 | $1.88 | 13.3% | 24% |
| 20260828 | $1.33 | $1.33 | 16.5% | 31% |
| 20260827 | $1.33 | $1.33 | 16.9% | 32% |
| 20260826 | $2.40 | $2.40 | 17.2% | 33% |
| 20260825 | $3.45 | $3.45 | 19.3% | 38% |
| 20260824 | $2.65 | $2.65 | 19.7% | 39% |
| 20260821 | $1.88 | $2.55 | 16.5% | 31% |
| 20260820 | $3.45 | $2.12 | 4.9% | 4% |
| 20260819 | $3.45 | $3.17 | 4.9% | 4% |
| 20260818 | $3.47 | $2.20 | 4.8% | 4% |
| 20260817 | $2.47 | $0.80 | 4.7% | 4% |
| 20260814 | $6.10 | $5.85 | 7.5% | 10% |
| 20260813 | $2.55 | $3.27 | 6.6% | 8% |
| 20260812 | $2.55 | $3.08 | 6.9% | 9% |
| 20260811 | $3.22 | $3.20 | 6.9% | 9% |
| 20260810 | $3.30 | $3.30 | 9.3% | 15% |
| 20260807 | — | — | 8.2% | 12% |
| 20260806 | $3.30 | $3.77 | 13.1% | 23% |
| 20260805 | $3.30 | $3.30 | 8.0% | 12% |
| 20260804 | $3.30 | $3.30 | 9.2% | 14% |
| 20260803 | $7.40 | $7.40 | 16.7% | 32% |
| 20260731 | $1.47 | $1.47 | 10.6% | 18% |
More on TFLO
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.