TLRY · Expected Move
Tilray Brands, Inc. Common Stock
The expected move for TLRY 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).
TLRY 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 TLRY Expected Move
30-Day Straddle
$0.47
7-Day Straddle
$0.28
30-Day ATM IV
78.8%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to TLRY'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.
TLRY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.47 | $0.28 | 78.8% | 21% |
| 20261021 | $0.50 | $0.27 | 65.7% | 9% |
| 20261020 | $0.28 | $0.23 | 54.7% | 0% |
| 20261019 | $0.55 | $0.17 | 75.5% | 17% |
| 20261016 | $0.38 | $0.24 | 71.2% | 13% |
| 20261015 | $0.50 | $0.30 | 66.6% | 9% |
| 20261014 | $0.44 | $0.29 | 65.7% | 8% |
| 20261013 | $0.68 | $0.33 | 79.5% | 20% |
| 20261012 | $0.65 | $0.24 | 80.2% | 21% |
| 20261009 | $1.57 | $0.23 | 167.2% | 97% |
| 20261008 | $0.93 | $0.33 | 171.0% | 100% |
| 20261007 | $0.61 | $0.47 | 69.4% | 14% |
| 20261006 | $0.75 | $0.56 | 77.8% | 23% |
| 20261005 | $0.70 | $0.46 | 83.6% | 29% |
| 20261002 | $0.72 | $0.40 | 65.3% | 10% |
| 20261001 | $0.45 | $0.45 | 64.8% | 9% |
| 20260930 | $0.82 | $0.42 | 85.0% | 30% |
| 20260929 | $0.68 | $0.32 | 72.6% | 17% |
| 20260928 | $0.55 | $0.21 | 63.9% | 8% |
| 20260925 | $0.58 | $0.28 | 71.2% | 16% |
| 20260924 | $0.47 | $0.31 | 56.3% | 0% |
| 20260923 | $0.69 | $0.30 | 73.7% | 12% |
| 20260922 | $0.71 | $0.30 | 70.8% | 9% |
| 20260921 | $0.85 | $0.21 | 81.1% | 21% |
| 20260918 | $0.56 | $0.24 | 67.7% | 6% |
| 20260917 | $0.61 | $0.28 | 68.6% | 7% |
| 20260916 | $0.59 | $0.28 | 63.8% | 1% |
| 20260915 | $0.76 | $0.23 | 89.1% | 30% |
| 20260914 | $0.71 | $0.24 | 70.8% | 9% |
| 20260911 | $0.65 | $0.23 | 73.9% | 13% |
| 20260910 | $0.76 | $0.36 | 83.2% | 23% |
| 20260909 | $1.56 | $0.28 | 103.3% | 46% |
| 20260908 | $0.94 | $0.43 | 79.8% | 19% |
| 20260904 | $0.78 | $0.25 | 80.4% | 20% |
| 20260903 | $0.85 | $0.32 | 90.5% | 31% |
| 20260902 | $0.71 | $0.30 | 68.9% | 7% |
| 20260901 | $0.75 | $0.32 | 72.0% | 10% |
| 20260831 | $0.70 | $0.24 | 72.0% | 10% |
| 20260828 | $0.63 | $0.31 | 63.3% | 1% |
| 20260827 | $0.74 | $0.33 | 74.0% | 13% |
| 20260826 | $0.75 | $0.40 | 74.3% | 13% |
| 20260825 | $0.72 | $0.47 | 66.8% | 5% |
| 20260824 | $1.66 | $0.36 | 144.3% | 92% |
| 20260821 | $0.77 | $0.38 | 68.5% | 7% |
| 20260820 | $0.82 | $0.36 | 75.0% | 14% |
| 20260819 | $0.79 | $0.47 | 68.8% | 7% |
| 20260818 | $0.61 | $0.29 | 81.7% | 21% |
| 20260817 | $1.50 | $0.26 | 151.1% | 100% |
| 20260814 | $0.69 | $0.34 | 67.3% | 6% |
| 20260813 | $1.84 | $0.41 | 135.7% | 100% |
| 20260812 | $0.90 | $0.41 | 78.6% | 23% |
| 20260811 | $0.65 | $0.58 | 75.8% | 19% |
| 20260810 | $0.88 | $0.28 | 78.4% | 23% |
| 20260807 | — | — | 75.2% | 18% |
| 20260806 | $1.03 | $0.38 | 91.0% | 42% |
| 20260805 | $0.71 | $0.44 | 69.8% | 10% |
| 20260804 | $0.81 | $0.52 | 77.7% | 22% |
| 20260803 | $0.80 | $0.35 | 71.8% | 13% |
| 20260731 | $0.76 | $0.40 | 77.3% | 21% |
| 20260730 | $0.71 | $0.40 | 76.0% | 20% |
More on TLRY
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.