TLH · Expected Move
iShares 10-20 Year Treasury Bond ETF · ETF
The expected move for TLH 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).
TLH 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 TLH Expected Move
30-Day Straddle
$3.15
7-Day Straddle
$3.15
30-Day ATM IV
15.1%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to TLH'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.
TLH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.15 | $3.15 | 15.1% | 74% |
| 20261021 | $3.32 | $3.32 | 15.1% | 74% |
| 20261020 | $2.58 | $2.58 | 11.9% | 45% |
| 20261019 | $2.48 | $2.48 | 10.1% | 29% |
| 20261016 | $2.85 | $1.07 | 12.6% | 52% |
| 20261015 | $2.48 | $1.90 | 10.6% | 33% |
| 20261014 | $2.83 | $1.25 | 12.2% | 48% |
| 20261013 | $3.30 | $1.82 | 15.5% | 78% |
| 20261012 | $3.77 | $1.05 | 14.5% | 69% |
| 20261009 | $3.00 | $1.23 | 11.9% | 45% |
| 20261008 | $3.05 | $1.52 | 12.2% | 48% |
| 20261007 | $3.20 | $1.55 | 12.9% | 54% |
| 20261006 | $3.60 | $2.70 | 16.5% | 87% |
| 20261005 | $4.00 | $2.42 | 14.8% | 71% |
| 20261002 | $1.82 | $1.82 | 15.0% | 73% |
| 20261001 | $2.23 | $2.23 | 13.5% | 60% |
| 20260930 | $2.15 | $2.15 | 13.7% | 61% |
| 20260929 | $2.85 | $2.85 | 13.2% | 57% |
| 20260928 | $1.98 | $1.98 | 12.0% | 46% |
| 20260925 | $2.85 | $2.85 | 14.1% | 65% |
| 20260924 | $1.75 | $1.75 | 9.6% | 24% |
| 20260923 | $2.70 | $2.70 | 18.0% | 100% |
| 20260922 | $2.27 | $2.27 | 12.1% | 49% |
| 20260921 | $1.67 | $1.67 | 9.0% | 20% |
| 20260918 | $2.52 | $1.55 | 11.7% | 45% |
| 20260917 | $2.48 | $0.65 | 8.8% | 18% |
| 20260916 | $2.80 | $2.35 | 12.9% | 57% |
| 20260915 | $2.70 | $2.33 | 16.9% | 94% |
| 20260914 | $1.65 | $0.85 | 7.4% | 5% |
| 20260911 | $2.52 | $1.10 | 16.6% | 91% |
| 20260910 | $2.52 | $1.88 | 10.5% | 34% |
| 20260909 | $2.15 | $1.10 | 8.9% | 19% |
| 20260908 | $3.58 | $0.85 | 11.3% | 42% |
| 20260904 | $2.25 | $1.05 | 8.1% | 11% |
| 20260903 | $2.35 | $1.52 | 10.6% | 35% |
| 20260902 | $1.38 | $1.38 | 16.1% | 87% |
| 20260901 | $1.40 | $1.40 | 13.1% | 58% |
| 20260831 | $1.42 | $1.42 | 8.5% | 15% |
| 20260828 | $2.02 | $2.02 | 9.9% | 28% |
| 20260827 | $2.10 | $2.10 | 10.1% | 30% |
| 20260826 | $1.45 | $1.45 | 10.8% | 37% |
| 20260825 | $1.83 | $1.83 | 8.6% | 16% |
| 20260824 | $1.82 | $1.82 | 8.8% | 18% |
| 20260821 | $1.75 | $0.42 | 7.6% | 7% |
| 20260820 | $1.80 | $0.35 | 8.3% | 13% |
| 20260819 | $1.62 | $0.57 | 7.4% | 5% |
| 20260818 | $1.80 | $0.68 | 7.9% | 9% |
| 20260817 | $2.05 | $0.65 | 9.0% | 19% |
| 20260814 | $2.05 | $0.78 | 8.4% | 14% |
| 20260813 | $2.42 | $1.07 | 13.8% | 63% |
| 20260812 | $2.42 | $1.57 | 9.9% | 28% |
| 20260811 | $3.20 | $1.12 | 11.4% | 41% |
| 20260810 | $2.25 | $1.25 | 13.2% | 57% |
| 20260807 | — | — | 8.7% | 17% |
| 20260806 | $2.35 | $1.35 | 8.6% | 16% |
| 20260805 | $1.42 | $1.42 | 13.0% | 55% |
| 20260804 | $1.40 | $1.40 | 8.7% | 17% |
| 20260803 | $1.65 | $1.65 | 8.7% | 16% |
| 20260731 | $1.80 | $1.80 | 9.6% | 24% |
| 20260730 | $1.70 | $1.70 | 10.0% | 29% |
More on TLH
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.