TLSA · Expected Move
Tiziana Life Sciences Ltd. Common Shares
The expected move for TLSA 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).
TLSA 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 TLSA Expected Move
30-Day Straddle
$14.05
7-Day Straddle
$14.05
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to TLSA'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.
TLSA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $14.05 | $14.05 | — | — |
| 20261026 | $2.18 | $2.18 | — | — |
| 20261023 | $2.18 | $2.18 | — | — |
| 20261022 | $2.27 | $2.27 | — | — |
| 20261021 | $2.10 | $2.10 | — | — |
| 20261020 | $4.60 | $4.60 | — | — |
| 20261019 | $3.90 | $3.90 | — | — |
| 20261016 | $2.15 | $2.07 | — | — |
| 20261015 | $2.30 | $4.55 | — | — |
| 20261014 | $2.12 | $4.55 | — | — |
| 20261013 | $2.25 | $9.00 | — | — |
| 20261012 | $3.90 | $2.42 | — | — |
| 20261009 | $2.08 | $15.00 | — | — |
| 20261008 | $2.15 | $5.00 | — | — |
| 20261007 | $15.00 | $15.00 | — | — |
| 20261006 | $4.10 | $4.40 | — | — |
| 20261005 | $5.00 | $4.40 | — | — |
| 20261002 | $2.60 | $2.60 | — | — |
| 20261001 | $2.52 | $2.52 | — | — |
| 20260930 | $2.08 | $2.08 | — | — |
| 20260929 | $5.10 | $5.10 | — | — |
| 20260928 | $2.02 | $2.02 | — | — |
| 20260925 | $3.85 | $3.85 | — | — |
| 20260924 | $5.00 | $5.00 | — | — |
| 20260923 | $2.05 | $2.05 | — | — |
| 20260922 | $4.00 | $4.00 | — | — |
| 20260921 | $2.12 | $2.12 | — | — |
| 20260918 | $3.95 | $2.07 | — | — |
| 20260917 | $4.60 | $2.52 | — | — |
| 20260916 | $4.00 | $2.52 | — | — |
| 20260915 | $4.00 | $2.12 | — | — |
| 20260914 | $3.95 | $2.62 | — | — |
| 20260911 | $3.95 | $2.47 | — | — |
| 20260910 | $4.55 | $2.27 | — | — |
| 20260909 | $2.52 | $3.02 | — | — |
| 20260908 | $2.30 | $2.02 | — | — |
| 20260904 | $9.65 | $2.12 | — | — |
| 20260903 | $4.55 | $3.02 | — | — |
| 20260902 | $2.12 | $2.12 | — | — |
| 20260901 | $2.47 | $2.47 | — | — |
| 20260831 | $2.02 | $2.02 | — | — |
| 20260828 | $2.02 | $2.02 | — | — |
| 20260827 | $1.05 | $1.05 | — | — |
| 20260826 | $1.42 | $1.42 | — | — |
| 20260825 | $0.88 | $0.88 | — | — |
| 20260824 | $2.92 | $2.92 | — | — |
| 20260821 | $0.90 | $5.00 | — | — |
| 20260820 | $0.90 | $3.90 | — | — |
| 20260819 | $1.43 | $4.45 | — | — |
| 20260818 | $0.90 | $2.02 | — | — |
| 20260817 | $1.38 | $2.00 | — | — |
| 20260814 | $2.70 | $0.85 | — | — |
| 20260813 | $1.07 | $2.72 | — | — |
| 20260812 | $1.48 | $1.57 | — | — |
| 20260811 | $0.90 | $4.50 | — | — |
| 20260810 | $1.05 | $2.62 | — | — |
| 20260806 | $2.30 | $5.05 | — | — |
| 20260805 | $4.00 | $4.00 | — | — |
| 20260804 | $3.98 | $3.98 | — | — |
| 20260803 | $2.65 | $2.65 | — | — |
More on TLSA
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.