TK · Expected Move

Teekay Corporation Ltd.

The expected move for TK 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).

TK 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 TK Expected Move
30-Day Straddle
$1.73
7-Day Straddle
$0.65
30-Day ATM IV
50.7%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to TK'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.
TK Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $1.73 $0.65 50.7% 27%
20261008 $1.60 $0.68 51.9% 29%
20261007 $1.85 $0.75 47.4% 22%
20261006 $1.57 $0.60 39.4% 10%
20261005 $1.50 $0.70 34.0% 1%
20261002 $0.93 $0.93 39.6% 10%
20261001 $1.73 $1.73 48.9% 24%
20260930 $0.93 $0.93 45.7% 19%
20260929 $0.88 $0.88 44.0% 17%
20260928 $0.98 $0.98 40.2% 11%
20260925 $1.05 $1.05 — —
20260924 $1.05 $1.05 — —
20260923 $1.10 $1.10 42.8% 15%
20260922 $1.05 $1.05 40.3% 11%
20260921 $1.18 $1.18 39.1% 9%
20260918 $1.82 $0.45 45.2% 18%
20260917 $2.02 $0.38 40.9% 12%
20260916 $1.30 $1.07 — —
20260915 $1.27 $0.93 — —
20260914 $1.07 $1.12 33.2% 0%
20260911 $1.25 $0.90 68.4% 54%
20260910 $1.17 $3.03 39.6% 8%
20260909 $1.05 $1.55 35.3% 2%
20260908 $0.95 $0.97 35.3% 2%
20260904 $1.38 $1.40 44.5% 16%
20260903 $1.40 $1.18 34.2% 0%
20260902 $1.07 $1.07 44.8% 14%
20260901 $0.95 $0.95 42.5% 11%
20260831 $1.62 $1.62 44.8% 14%
20260828 $0.95 $0.95 36.9% 2%
20260827 $0.62 $0.62 — —
20260826 $1.05 $1.05 48.0% 19%
20260825 $1.57 $1.57 46.0% 16%
20260824 $1.05 $1.05 36.8% 2%
20260821 $1.20 $0.58 44.9% 14%
20260820 $1.40 $1.10 46.3% 17%
20260819 $1.07 $1.00 35.9% 0%
20260818 $1.35 $0.82 46.6% 13%
20260817 $1.58 $1.05 53.6% 25%
20260814 $1.15 $1.25 — —
20260813 $1.35 $0.68 64.6% 42%
20260812 $1.35 $8.85 39.6% 6%
20260811 $1.52 $1.05 49.8% 22%
20260810 $1.48 $1.88 49.9% 22%
20260807 — — 47.8% 19%
20260806 $1.48 $2.53 63.4% 43%
20260805 $1.15 $1.15 — —
20260804 $1.38 $1.38 47.5% 18%
20260803 $1.10 $1.10 46.0% 16%
20260731 $1.45 $1.45 46.7% 17%
20260730 $2.27 $2.27 65.8% 47%
20260729 $0.93 $0.93 65.1% 45%
20260728 $1.50 $1.50 41.7% 9%
20260727 $1.50 $1.50 52.2% 26%
20260724 $1.50 $1.50 47.4% 18%
20260723 $2.77 $2.77 98.1% 96%
20260722 $1.38 $1.38 44.9% 14%
20260721 $2.57 $2.57 68.6% 51%
20260720 $1.18 $1.18 43.3% 12%
20260716 $1.45 $2.98 — —

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.