TGLS · Expected Move

Tecnoglass Holdings Inc.

The expected move for TGLS 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).

TGLS 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 TGLS Expected Move
30-Day Straddle
$6.20
7-Day Straddle
$2.77
30-Day ATM IV
55.0%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to TGLS'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.
TGLS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $6.20 $2.77 55.0% 52%
20261008 $5.90 $2.77 56.3% 56%
20261007 $5.97 $3.00 57.0% 59%
20261006 $5.62 $2.88 51.7% 41%
20261005 $5.17 $3.02 54.7% 51%
20261002 $2.75 $2.75 50.1% 36%
20261001 $2.45 $2.45 48.4% 30%
20260930 $2.28 $2.28 46.6% 24%
20260929 $2.67 $2.67 49.0% 32%
20260928 $3.05 $3.05 51.2% 39%
20260925 $2.83 $2.83 46.3% 23%
20260924 $3.17 $3.17 51.9% 42%
20260923 $2.97 $2.97 45.6% 21%
20260922 $3.52 $3.52 44.8% 18%
20260921 $3.35 $3.35 45.5% 21%
20260918 $3.65 $1.23 45.3% 20%
20260917 $3.92 $2.23 47.1% 26%
20260916 $4.03 $2.23 49.4% 34%
20260915 $4.30 $2.33 50.3% 36%
20260914 $4.00 $2.98 45.9% 22%
20260911 $4.92 $3.30 47.8% 28%
20260910 $4.83 $2.70 47.8% 28%
20260909 $4.55 $2.70 45.8% 22%
20260908 $4.40 $2.12 42.5% 11%
20260904 $4.72 $3.40 44.0% 16%
20260903 $4.55 $3.08 43.9% 15%
20260902 $3.17 $3.17 39.2% 0%
20260901 $4.00 $4.00 44.4% 17%
20260831 $3.33 $3.33 49.5% 34%
20260828 $3.38 $3.38 46.8% 25%
20260827 $3.52 $3.52 46.2% 23%
20260826 $3.45 $3.45 43.4% 14%
20260825 $3.45 $3.45 42.5% 11%
20260824 $4.12 $4.12 45.9% 22%
20260821 $3.80 $1.45 42.7% 11%
20260820 $3.90 $1.73 43.2% 13%
20260819 $3.58 $2.20 39.3% 0%
20260818 $4.08 $2.17 44.4% 1%
20260817 $4.20 $1.90 44.0% 0%
20260814 $5.25 $3.58 49.0% 17%
20260813 $4.70 $3.48 44.7% 0%
20260812 $5.45 $3.62 48.0% 10%
20260811 $5.78 $3.85 49.3% 15%
20260810 $5.70 $4.22 49.8% 17%
20260807 — — 46.6% 4%
20260806 $6.88 $5.18 56.8% 47%
20260805 $6.67 $6.67 62.2% 70%
20260804 $5.57 $5.57 65.0% 81%
20260803 $5.60 $5.60 58.8% 55%
20260731 $6.60 $6.60 66.0% 85%
20260730 $5.82 $5.82 62.1% 69%
20260729 $6.47 $6.47 66.7% 88%
20260728 $7.00 $7.00 63.1% 73%
20260727 $6.28 $6.28 64.2% 78%
20260724 $6.38 $6.38 62.7% 72%
20260723 $6.70 $6.70 67.5% 92%
20260722 $6.53 $6.53 63.1% 73%
20260721 $7.30 $7.30 69.5% 100%
20260720 $6.95 $6.95 60.7% 76%
20260716 $6.55 $2.27 53.4% 39%

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.