TFSL (TFS Financial Corporation)

Expected Move & Straddle Price History

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).

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.

Current TFSL Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$0.88
Avg IV
1.2%
IV Rank
21%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260903 $1.23 $0.88 1.2% 21%
20260902 $1.02 $1.02 1.4% 30%
20260901 $0.68 $0.68 1.4% 29%
20260831 $0.95 $0.95 1.2% 22%
20260828 $1.12 $1.12 2.0% 53%
20260827 $0.93 $0.93 1.7% 42%
20260826 $0.85 $0.85 1.6% 36%
20260825 $0.82 $0.82 1.6% 37%
20260824 $0.98 $0.98 1.4% 31%
20260821 $0.80 $0.65 1.5% 32%
20260820 $1.68 $0.45 1.4% 29%
20260819 $1.25 $0.97 1.1% 20%
20260818 $1.40 $0.65 0.8% 9%
20260817 $1.85 $0.80 1.2% 23%
20260814 $1.12 $0.78 1.0% 15%
20260813 $1.23 $1.30 1.3% 27%
20260812 $1.85 $0.88 0.6% 0%
20260811 $2.15 $0.88 1.3% 25%
20260810 $1.25 $0.60 1.4% 28%
20260806 $2.48 $2.55 1.2% 21%
20260805 $2.08 $2.08 2.6% 73%
20260804 $1.68 $1.68 1.7% 42%
20260803 $1.73 $1.73 2.5% 71%
20260731 $2.08 $2.08 2.2% 57%
20260730 $1.38 $1.38 2.4% 65%
20260729 $1.58 $1.58 2.0% 50%
20260728 $1.55 $1.55 1.7% 39%
20260727 $1.10 $1.10 2.1% 54%
20260724 $3.02 $3.02 1.7% 39%
20260723 $1.10 $1.10 1.4% 29%
20260722 $1.25 $1.25 1.5% 33%
20260721 $1.93 $1.93 1.4% 30%
20260720 $1.23 $1.23 1.9% 46%
20260716 $1.43 $1.35 0.6% 0%
20260715 $1.05 $0.80 1.2% 18%
20260714 $1.02 $0.70 0.9% 8%
20260713 $2.05 $1.18 1.4% 25%
20260710 $1.20 $0.75 0.9% 8%
20260709 $1.45 $0.70 1.3% 21%
20260708 $1.05 $0.55 1.5% 29%
20260707 $1.65 $0.78 1.2% 20%
20260706 $1.40 $0.70 1.0% 13%
20260702 $0.88 $0.88 2.2% 57%
20260701 $0.95 $0.95 1.3% 22%
20260630 $0.90 $0.90 1.5% 29%
20260629 $0.72 $0.72 1.1% 14%
20260626 $0.82 $0.82 1.6% 35%
20260625 $0.97 $0.97 1.1% 13%
20260624 $0.90 $0.90 1.9% 46%
20260623 $1.02 $1.02 1.4% 25%
20260622 $1.07 $1.07 1.5% 30%
20260618 $1.12 $1.65 1.6% 33%
20260617 $1.60 $2.48 2.2% 56%
20260616 $1.88 $1.90 1.6% 36%
20260615 $1.00 $0.72 1.7% 39%
20260613 $1.82 $0.72 0.9% 9%
20260612 $1.77 $0.72 1.3% 21%
20260611 $1.20 $1.02 1.6% 35%
20260610 $1.50 $8.38 1.4% 25%
20260609 $1.82 $0.83 0.9% 9%