TLYS · Expected Move
Tilly's Inc.
The expected move for TLYS 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).
TLYS 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 TLYS Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$1.38
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to TLYS'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.
TLYS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.38 | $1.38 | — | — |
| 20261023 | $5.83 | $5.83 | 102.3% | 25% |
| 20261022 | $1.15 | $1.15 | 111.1% | 33% |
| 20261021 | $1.15 | $1.15 | 100.7% | 24% |
| 20261020 | $1.07 | $1.07 | 92.4% | 16% |
| 20261019 | $1.23 | $1.23 | 97.6% | 21% |
| 20261016 | $1.20 | $10.38 | 97.6% | 21% |
| 20261015 | $0.95 | $1.78 | 75.5% | 1% |
| 20261014 | $1.30 | $10.43 | 94.9% | 19% |
| 20261013 | $1.25 | $0.85 | — | — |
| 20261012 | $1.30 | $0.95 | 100.7% | 24% |
| 20261009 | $1.25 | $2.10 | 96.9% | 20% |
| 20261008 | $2.25 | $0.67 | 144.6% | 64% |
| 20261007 | $1.30 | $0.80 | 107.8% | 30% |
| 20261006 | $1.25 | $0.65 | 90.8% | 15% |
| 20261005 | $1.30 | $0.75 | 101.6% | 25% |
| 20261002 | $0.72 | $0.72 | 92.5% | 16% |
| 20261001 | $0.72 | $0.72 | 91.7% | 16% |
| 20260930 | $0.68 | $0.68 | 74.8% | 0% |
| 20260929 | $0.70 | $0.70 | 91.9% | 12% |
| 20260928 | $0.95 | $0.95 | 104.5% | 24% |
| 20260925 | $1.07 | $1.07 | 100.8% | 20% |
| 20260924 | $1.12 | $1.12 | — | — |
| 20260923 | $1.02 | $1.02 | 80.1% | 0% |
| 20260922 | $1.03 | $1.03 | 94.2% | 14% |
| 20260921 | $1.48 | $1.48 | 113.0% | 32% |
| 20260918 | $1.50 | $1.00 | 131.8% | 50% |
| 20260917 | $1.27 | $0.75 | 108.1% | 27% |
| 20260916 | $1.15 | $0.50 | 96.4% | 16% |
| 20260915 | $0.98 | $0.53 | 84.0% | 4% |
| 20260914 | $0.95 | $0.45 | 80.9% | 1% |
| 20260911 | $1.40 | $0.88 | 116.3% | 35% |
| 20260910 | $1.18 | $2.08 | 88.0% | 8% |
| 20260909 | $1.27 | $0.97 | — | — |
| 20260908 | $1.15 | $0.93 | 81.1% | 1% |
| 20260904 | $1.17 | $0.70 | 88.3% | 8% |
| 20260903 | $1.32 | $1.07 | 92.5% | 12% |
| 20260902 | $1.45 | $1.45 | — | — |
| 20260901 | $1.20 | $1.20 | 101.6% | 21% |
| 20260831 | $1.40 | $1.40 | 113.9% | 33% |
| 20260828 | $1.40 | $1.40 | — | — |
| 20260827 | $1.85 | $1.85 | — | — |
| 20260826 | $1.48 | $1.48 | — | — |
| 20260825 | $2.88 | $2.88 | — | — |
| 20260824 | $9.03 | $9.03 | 151.1% | 69% |
| 20260821 | $1.90 | $1.68 | 163.4% | 81% |
| 20260820 | $1.75 | $1.45 | 147.4% | 65% |
| 20260819 | $1.85 | $1.47 | — | — |
| 20260818 | $8.88 | $8.80 | — | — |
| 20260817 | $9.07 | $1.45 | 130.3% | 49% |
| 20260814 | $1.65 | $2.33 | — | — |
| 20260813 | $2.83 | $3.23 | — | — |
| 20260812 | $1.55 | $1.30 | 119.5% | 38% |
| 20260811 | $1.55 | $8.32 | 137.9% | 50% |
| 20260810 | $1.60 | $3.17 | 124.7% | 38% |
| 20260806 | $1.65 | $8.43 | 117.0% | 32% |
| 20260805 | $1.60 | $1.60 | 150.9% | 61% |
| 20260804 | $1.12 | $1.12 | 128.7% | 42% |
| 20260803 | $1.60 | $1.60 | 179.1% | 84% |
| 20260731 | $1.35 | $1.35 | — | — |
More on TLYS
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.