TGS · Expected Move
Transportadora de Gas del Sur S.A. ADS
The expected move for TGS 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).
TGS 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 TGS Expected Move
30-Day Straddle
$2.48
7-Day Straddle
$1.92
30-Day ATM IV
45.4%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to TGS'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.
TGS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $2.48 | $1.92 | 45.4% | 35% |
| 20261106 | $2.55 | $1.77 | 41.9% | 24% |
| 20261105 | $2.88 | $2.33 | 49.3% | 48% |
| 20261104 | $1.90 | $1.90 | 42.2% | 25% |
| 20261103 | $2.08 | $2.08 | 43.3% | 28% |
| 20261102 | $2.30 | $2.30 | 49.1% | 48% |
| 20261030 | $2.48 | $2.48 | 47.6% | 43% |
| 20261029 | $2.50 | $2.50 | 52.2% | 58% |
| 20261028 | $3.65 | $3.65 | 57.8% | 76% |
| 20261027 | $2.33 | $2.33 | 46.0% | 37% |
| 20261026 | $2.55 | $2.55 | 44.3% | 32% |
| 20261023 | $3.58 | $3.58 | 51.1% | 54% |
| 20261022 | $2.55 | $2.55 | 42.2% | 25% |
| 20261021 | $2.58 | $2.58 | 44.2% | 31% |
| 20261020 | $2.62 | $2.62 | 42.6% | 26% |
| 20261019 | $2.77 | $2.77 | 42.7% | 27% |
| 20261016 | $3.25 | $1.68 | 48.9% | 45% |
| 20261015 | $3.08 | $1.35 | — | — |
| 20261014 | $2.85 | $3.32 | 42.1% | 22% |
| 20261013 | $3.00 | $1.60 | 43.8% | 28% |
| 20261012 | $3.62 | $2.25 | 49.8% | 46% |
| 20261009 | $3.52 | $1.68 | 50.7% | 48% |
| 20261008 | $2.97 | $1.57 | 41.4% | 20% |
| 20261007 | $3.42 | $3.45 | 49.5% | 44% |
| 20261006 | $3.23 | $2.70 | 52.6% | 54% |
| 20261005 | $2.97 | $1.85 | 43.3% | 26% |
| 20261002 | $1.35 | $1.35 | 34.6% | 0% |
| 20261001 | $1.95 | $1.95 | 48.3% | 38% |
| 20260930 | $2.23 | $2.23 | 46.9% | 34% |
| 20260929 | $2.27 | $2.27 | 50.2% | 44% |
| 20260928 | $2.45 | $2.45 | 46.4% | 32% |
| 20260925 | $2.98 | $2.98 | 61.2% | 78% |
| 20260924 | $2.83 | $2.83 | 41.7% | 17% |
| 20260923 | $4.55 | $4.55 | 46.7% | 33% |
| 20260922 | $2.97 | $2.97 | 46.7% | 33% |
| 20260921 | $3.02 | $3.02 | 43.4% | 23% |
| 20260918 | $2.92 | $2.12 | 45.2% | 28% |
| 20260917 | $2.60 | $2.33 | 38.8% | 7% |
| 20260916 | $2.75 | $1.75 | 43.6% | 21% |
| 20260915 | $2.73 | $1.60 | 40.2% | 11% |
| 20260914 | $2.75 | $1.12 | 40.6% | 13% |
| 20260911 | $2.85 | $2.05 | 43.3% | 20% |
| 20260910 | $3.05 | $2.62 | 46.0% | 28% |
| 20260909 | $2.92 | $1.75 | 39.8% | 10% |
| 20260908 | $2.85 | $1.73 | 39.2% | 9% |
| 20260904 | $2.92 | $2.77 | 40.8% | 13% |
| 20260903 | $3.05 | $3.10 | 44.6% | 24% |
| 20260902 | $1.85 | $1.85 | 37.2% | 3% |
| 20260901 | $3.00 | $3.00 | 46.3% | 29% |
| 20260831 | $3.30 | $3.30 | 39.2% | 8% |
| 20260828 | $1.88 | $1.88 | 42.8% | 19% |
| 20260827 | $2.35 | $2.35 | 40.2% | 11% |
| 20260826 | $3.20 | $3.20 | 45.5% | 26% |
| 20260825 | $3.12 | $3.12 | 43.0% | 19% |
| 20260824 | $2.62 | $2.62 | 41.2% | 14% |
| 20260821 | $3.55 | $3.30 | 36.3% | 0% |
| 20260820 | $4.08 | $2.70 | 42.1% | 15% |
| 20260819 | $4.15 | $2.97 | 37.1% | 0% |
| 20260818 | $3.48 | $2.70 | 46.3% | 15% |
| 20260817 | $4.00 | $2.28 | 42.9% | 3% |
More on TGS
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.