TLTI · Expected Move
NEOS Enhanced Income 20+ Year Treasury Bond ETF · ETF
The expected move for TLTI 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).
TLTI 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 TLTI Expected Move
30-Day Straddle
$1.85
7-Day Straddle
$1.85
30-Day ATM IV
57.3%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to TLTI'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.
TLTI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.85 | $1.85 | 57.3% | 100% |
| 20261021 | $0.85 | $0.85 | 42.3% | 66% |
| 20261020 | $0.00 | $0.00 | 39.9% | 60% |
| 20261019 | $0.93 | $0.93 | 25.1% | 23% |
| 20261016 | $1.92 | $5.25 | 22.9% | 18% |
| 20261015 | $1.92 | $1.42 | 22.8% | 17% |
| 20261014 | $1.85 | $0.82 | 26.3% | 22% |
| 20261013 | $2.05 | $1.57 | 26.1% | 21% |
| 20261012 | $2.15 | $1.72 | 26.3% | 22% |
| 20261009 | $2.12 | $1.55 | 29.0% | 27% |
| 20261008 | $2.12 | $1.40 | 28.9% | 27% |
| 20261007 | $1.15 | $1.52 | 29.6% | 28% |
| 20261006 | $6.12 | $1.60 | 28.6% | 26% |
| 20261005 | $2.22 | $1.62 | 28.4% | 27% |
| 20261002 | $1.62 | $1.62 | 27.5% | 27% |
| 20261001 | $1.67 | $1.67 | 27.2% | 27% |
| 20260930 | $1.77 | $1.77 | 27.6% | 28% |
| 20260929 | $1.77 | $1.77 | 24.5% | 21% |
| 20260928 | $1.77 | $1.77 | 22.4% | 17% |
| 20260925 | $1.77 | $1.77 | 21.8% | 16% |
| 20260924 | $5.92 | $5.92 | 26.4% | 25% |
| 20260923 | $1.70 | $1.70 | 21.8% | 16% |
| 20260922 | $1.80 | $1.80 | 15.9% | 4% |
| 20260921 | $1.85 | $1.85 | 17.4% | 8% |
| 20260918 | $1.48 | $5.17 | 18.1% | 9% |
| 20260917 | $1.83 | $1.38 | 17.7% | 8% |
| 20260916 | $1.85 | $1.38 | 16.6% | 6% |
| 20260915 | $1.98 | $1.48 | 18.9% | 10% |
| 20260914 | $1.85 | $1.40 | 17.5% | 8% |
| 20260911 | $1.88 | $1.42 | 18.9% | 10% |
| 20260910 | $1.95 | $1.48 | 18.5% | 10% |
| 20260909 | $1.93 | $1.55 | 19.4% | 11% |
| 20260908 | $2.05 | $5.17 | 21.9% | 16% |
| 20260904 | $2.12 | $1.70 | 24.4% | 21% |
| 20260903 | $2.15 | $1.70 | 25.0% | 22% |
| 20260902 | $1.73 | $1.73 | 41.4% | 55% |
| 20260901 | $1.73 | $1.73 | 40.2% | 52% |
| 20260831 | $1.80 | $1.80 | 29.8% | 32% |
| 20260828 | $1.70 | $1.70 | 32.0% | 36% |
| 20260827 | $1.75 | $1.75 | 33.6% | 39% |
| 20260826 | $1.77 | $1.77 | 34.8% | 42% |
| 20260825 | $1.75 | $1.75 | 33.9% | 40% |
| 20260824 | $1.40 | $1.40 | 36.8% | 46% |
| 20260821 | $5.95 | $5.33 | 35.9% | 44% |
| 20260820 | $1.88 | $1.60 | 35.1% | 42% |
| 20260819 | $1.82 | $1.40 | 37.7% | 47% |
| 20260818 | $10.00 | $1.43 | 33.5% | 39% |
| 20260817 | $1.75 | $1.43 | 32.2% | 37% |
| 20260814 | $1.88 | $1.52 | 33.4% | 39% |
| 20260813 | $1.85 | $1.55 | 34.6% | 41% |
| 20260812 | $1.92 | $1.60 | 32.8% | 38% |
| 20260811 | $2.02 | $1.62 | 34.6% | 41% |
| 20260810 | $2.27 | $5.95 | 33.3% | 39% |
| 20260806 | $6.10 | $1.82 | 32.0% | 36% |
| 20260805 | $1.77 | $1.77 | 34.0% | 40% |
| 20260804 | $1.88 | $1.88 | 34.3% | 41% |
| 20260803 | $1.88 | $1.88 | 32.1% | 36% |
| 20260731 | $2.00 | $2.00 | 30.0% | 32% |
| 20260730 | $1.92 | $1.92 | 31.8% | 36% |
| 20260729 | $1.85 | $1.85 | 31.7% | 36% |
More on TLTI
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.