TLT · Expected Move
iShares 20+ Year Treasury Bond ETF · ETF
The expected move for TLT 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).
TLT 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 TLT Expected Move
30-Day Straddle
$2.61
7-Day Straddle
$1.19
30-Day ATM IV
14.7%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to TLT'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.
TLT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.61 | $1.19 | 14.7% | 76% |
| 20261015 | $2.58 | $1.05 | 14.4% | 73% |
| 20261014 | $2.50 | $1.08 | 13.8% | 66% |
| 20261013 | $2.47 | $1.02 | 13.5% | 62% |
| 20261012 | $2.56 | $1.03 | 14.0% | 67% |
| 20261009 | $2.39 | $1.04 | 13.9% | 66% |
| 20261008 | $2.60 | $1.10 | 14.8% | 77% |
| 20261007 | $2.73 | $1.14 | 15.3% | 85% |
| 20261006 | $2.71 | $0.93 | 15.0% | 80% |
| 20261005 | $3.03 | $1.21 | 16.4% | 97% |
| 20261002 | $2.67 | $1.22 | 15.8% | 91% |
| 20261001 | $2.88 | $1.28 | 16.6% | 100% |
| 20260930 | $2.96 | $1.49 | 16.6% | 100% |
| 20260929 | $2.99 | $1.37 | 16.3% | 100% |
| 20260928 | $2.82 | $1.38 | 15.1% | 100% |
| 20260925 | $2.42 | $1.39 | 13.9% | 86% |
| 20260924 | $2.64 | $1.30 | 14.8% | 100% |
| 20260923 | $2.29 | $1.21 | 12.5% | 85% |
| 20260922 | $2.06 | $0.82 | 10.7% | 47% |
| 20260921 | $2.11 | $0.89 | 10.8% | 50% |
| 20260918 | $2.02 | $0.96 | 11.1% | 55% |
| 20260917 | $1.96 | $0.80 | 10.6% | 45% |
| 20260916 | $2.22 | $1.04 | 12.0% | 75% |
| 20260915 | $2.49 | $1.18 | 13.2% | 100% |
| 20260914 | $2.37 | $1.11 | 12.5% | 91% |
| 20260911 | $1.97 | $0.99 | 11.0% | 58% |
| 20260910 | $2.30 | $1.05 | 12.6% | 95% |
| 20260909 | $2.07 | $1.02 | 10.9% | 56% |
| 20260908 | $2.15 | $0.89 | 11.1% | 61% |
| 20260904 | $1.93 | $0.83 | 10.4% | 43% |
| 20260903 | $2.08 | $0.83 | 11.0% | 58% |
| 20260902 | $2.13 | $0.84 | 11.4% | 66% |
| 20260901 | $2.01 | $0.96 | 11.3% | 64% |
| 20260831 | $2.04 | $1.02 | 10.3% | 41% |
| 20260828 | $1.88 | $0.94 | 10.1% | 36% |
| 20260827 | $2.01 | $0.95 | 10.7% | 51% |
| 20260826 | $2.10 | $1.08 | 10.9% | 56% |
| 20260825 | $2.12 | $0.86 | 11.0% | 57% |
| 20260824 | $2.12 | $0.92 | 10.9% | 55% |
| 20260821 | $1.94 | $0.95 | 10.8% | 52% |
| 20260820 | $2.08 | $0.84 | 11.0% | 58% |
| 20260819 | $2.02 | $0.90 | 10.7% | 50% |
| 20260818 | $2.06 | $0.79 | 10.7% | 50% |
| 20260817 | $2.26 | $0.91 | 11.4% | 68% |
| 20260814 | $1.94 | $0.86 | 10.8% | 52% |
| 20260813 | $1.84 | $0.72 | 9.9% | 32% |
| 20260812 | $2.00 | $0.85 | 10.7% | 49% |
| 20260811 | $2.19 | $0.92 | 11.4% | 67% |
| 20260810 | $2.18 | $0.93 | 11.2% | 59% |
| 20260807 | — | — | 10.4% | 28% |
| 20260806 | $2.04 | $0.91 | 10.9% | 31% |
| 20260805 | $2.12 | $0.98 | 11.2% | 35% |
| 20260804 | $2.13 | $0.83 | 11.0% | 32% |
| 20260803 | $2.46 | $1.02 | 12.4% | 50% |
| 20260731 | $2.31 | $1.12 | 12.6% | 54% |
| 20260730 | $2.13 | $0.95 | 11.5% | 39% |
| 20260729 | $2.27 | $1.18 | 11.9% | 44% |
| 20260728 | $1.92 | $0.92 | 9.7% | 15% |
| 20260727 | $1.99 | $1.00 | 9.9% | 18% |
| 20260724 | $1.86 | $0.92 | 10.0% | 20% |
More on TLT
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.