TFSL · Expected Move
TFS Financial Corporation
The expected move for TFSL 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).
TFSL 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 TFSL Expected Move
30-Day Straddle
$1.73
7-Day Straddle
$1.73
30-Day ATM IV
36.2%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to TFSL'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.
TFSL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $1.73 | $1.73 | 36.2% | 24% |
| 20261016 | $2.20 | $4.08 | 43.6% | 37% |
| 20261015 | $1.32 | $1.15 | 29.6% | 12% |
| 20261014 | $1.57 | $1.27 | 28.4% | 10% |
| 20261013 | $1.42 | $1.50 | 26.5% | 6% |
| 20261012 | $3.75 | $1.43 | 26.1% | 5% |
| 20261009 | $1.60 | $2.22 | 35.6% | 22% |
| 20261008 | $2.08 | $1.32 | 40.3% | 31% |
| 20261007 | $2.30 | $1.45 | 48.4% | 46% |
| 20261006 | $1.55 | $1.57 | 33.5% | 19% |
| 20261005 | $1.23 | $0.78 | 34.8% | 21% |
| 20261002 | $0.78 | $0.78 | 40.2% | 31% |
| 20261001 | $1.22 | $1.22 | 30.4% | 13% |
| 20260930 | $1.48 | $1.48 | 30.6% | 14% |
| 20260929 | $1.05 | $1.05 | 38.3% | 27% |
| 20260928 | $0.98 | $0.98 | 42.1% | 34% |
| 20260925 | $0.82 | $0.82 | 42.7% | 35% |
| 20260924 | $0.95 | $0.95 | 41.6% | 33% |
| 20260923 | $0.95 | $0.95 | 35.9% | 23% |
| 20260922 | $0.90 | $0.90 | 41.7% | 33% |
| 20260921 | $0.93 | $0.93 | 26.8% | 7% |
| 20260918 | $0.93 | $0.70 | 25.8% | 5% |
| 20260917 | $0.95 | $0.62 | 40.6% | 32% |
| 20260916 | $1.02 | $0.75 | 43.7% | 37% |
| 20260915 | $0.97 | $0.75 | — | — |
| 20260914 | $0.90 | $0.73 | 24.8% | 3% |
| 20260911 | $0.97 | $0.88 | 78.9% | 100% |
| 20260910 | $1.02 | $0.85 | 46.0% | 87% |
| 20260909 | $1.15 | $0.90 | 47.8% | 94% |
| 20260908 | $1.12 | $0.88 | 29.1% | 23% |
| 20260904 | $1.65 | $0.88 | 35.9% | 49% |
| 20260903 | $1.23 | $0.88 | 28.9% | 22% |
| 20260902 | $1.02 | $1.02 | 41.3% | 69% |
| 20260901 | $0.68 | $0.68 | 24.5% | 6% |
| 20260831 | $0.95 | $0.95 | 29.9% | 19% |
| 20260828 | $1.12 | $1.12 | 33.8% | 30% |
| 20260827 | $0.93 | $0.93 | 25.6% | 7% |
| 20260826 | $0.85 | $0.85 | 28.2% | 14% |
| 20260825 | $0.82 | $0.82 | 24.6% | 4% |
| 20260824 | $0.98 | $0.98 | 28.1% | 14% |
| 20260821 | $0.80 | $0.65 | 23.1% | 0% |
| 20260820 | $1.68 | $0.45 | 42.0% | 52% |
| 20260819 | $1.25 | $0.97 | 29.5% | 18% |
| 20260818 | $1.40 | $0.65 | 34.7% | 32% |
| 20260817 | $1.85 | $0.80 | 44.1% | 58% |
| 20260814 | $1.12 | $0.78 | 27.7% | 13% |
| 20260813 | $1.23 | $1.30 | 31.4% | 23% |
| 20260812 | $1.85 | $0.88 | 42.5% | 54% |
| 20260811 | $2.15 | $0.88 | 47.5% | 68% |
| 20260810 | $1.25 | $0.60 | 41.1% | 50% |
| 20260807 | — | — | 30.5% | 21% |
| 20260806 | $2.48 | $2.55 | 36.1% | 36% |
| 20260805 | $2.08 | $2.08 | 40.7% | 49% |
| 20260804 | $1.68 | $1.68 | 36.9% | 38% |
| 20260803 | $1.73 | $1.73 | 42.1% | 53% |
| 20260731 | $2.08 | $2.08 | 44.3% | 59% |
| 20260730 | $1.38 | $1.38 | 36.2% | 36% |
| 20260729 | $1.58 | $1.58 | 36.3% | 37% |
| 20260728 | $1.55 | $1.55 | 43.3% | 56% |
| 20260727 | $1.10 | $1.10 | 31.4% | 23% |
More on TFSL
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.