THC · Expected Move

Tenet Healthcare Corporation New

The expected move for THC 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).

THC 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 THC Expected Move
30-Day Straddle
$30.60
7-Day Straddle
$30.60
30-Day ATM IV
50.7%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to THC'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.
THC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $30.60 $30.60 50.7% 69%
20261022 $30.30 $30.30 49.5% 64%
20261021 $30.75 $30.75 49.9% 66%
20261020 $31.90 $31.90 50.3% 67%
20261019 $31.85 $31.85 49.7% 65%
20261016 $33.50 $3.80 50.0% 66%
20261015 $34.60 $7.00 49.4% 64%
20261014 $34.25 $6.50 49.6% 64%
20261013 $34.15 $8.32 49.0% 62%
20261012 $33.95 $9.45 48.5% 60%
20261009 $34.65 $10.25 47.1% 55%
20261008 $34.25 $11.65 47.2% 55%
20261007 $34.35 $11.25 46.5% 53%
20261006 $34.45 $12.35 45.8% 50%
20261005 $34.75 $12.85 45.6% 50%
20261002 $14.10 $14.10 43.8% 43%
20261001 $15.55 $15.55 43.8% 43%
20260930 $16.50 $16.50 43.7% 42%
20260929 $16.50 $16.50 42.8% 39%
20260928 $17.30 $17.30 41.4% 34%
20260925 $17.65 $17.65 40.1% 29%
20260924 $17.60 $17.60 39.9% 28%
20260923 $18.25 $18.25 38.6% 23%
20260922 $19.85 $19.85 39.0% 25%
20260921 $20.55 $20.55 39.6% 27%
20260918 $20.00 $2.88 33.9% 6%
20260917 $21.35 $5.35 36.1% 14%
20260916 $23.05 $7.60 36.8% 17%
20260915 $22.45 $8.28 37.0% 17%
20260914 $23.70 $10.12 36.9% 17%
20260911 $24.55 $10.45 36.7% 16%
20260910 $25.10 $12.60 37.4% 19%
20260909 $27.30 $15.30 37.2% 18%
20260908 $25.95 $14.15 39.1% 23%
20260904 $26.05 $15.60 35.8% 12%
20260903 $26.80 $15.70 36.0% 13%
20260902 $15.15 $15.15 35.9% 12%
20260901 $16.65 $16.65 36.3% 14%
20260831 $16.05 $16.05 34.9% 9%
20260828 $17.95 $17.95 35.7% 12%
20260827 $18.45 $18.45 35.6% 11%
20260826 $20.25 $20.25 36.2% 13%
20260825 $21.40 $21.40 37.9% 19%
20260824 $19.95 $19.95 35.8% 12%
20260821 $21.75 $2.35 35.3% 10%
20260820 $22.70 $5.67 36.1% 13%
20260819 $22.30 $7.58 36.3% 14%
20260818 $22.20 $7.88 35.4% 10%
20260817 $21.50 $9.38 32.8% 1%
20260814 $21.65 $10.22 32.4% 0%
20260813 $23.00 $11.00 34.4% 0%
20260812 $23.75 $12.75 35.2% 0%
20260811 $23.85 $12.80 36.0% 0%
20260810 $24.95 $13.60 36.8% 0%
20260807 — — 37.7% 0%
20260806 $30.40 $18.80 42.1% 17%
20260805 $19.00 $19.00 42.7% 19%
20260804 $18.95 $18.95 43.5% 23%
20260803 $18.15 $18.15 41.3% 13%
20260731 $20.60 $20.60 40.5% 9%

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.