TMAT · Expected Move

Main Thematic Innovation ETF · ETF

The expected move for TMAT 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).

TMAT straddle price & implied vol

60 sessions

Bars: 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 TMAT Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
35.7%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to TMAT'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.
TMAT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.00 $0.00 35.7% 12%
20261021 $0.97 $0.97 36.3% 12%
20261020 $2.00 $2.00 35.5% 12%
20261019 $6.12 $6.12 25.2% 4%
20261016 $2.17 $2.80 36.7% 13%
20261015 $1.95 $1.30 25.7% 5%
20261014 $2.12 $1.50 24.4% 4%
20261013 $2.20 $1.57 29.1% 7%
20261012 $2.38 $1.15 30.0% 8%
20261009 $2.22 $1.52 32.9% 10%
20261008 $2.23 $1.48 32.9% 10%
20261007 $2.42 $1.30 31.7% 9%
20261006 $2.35 $1.65 32.1% 9%
20261005 $2.42 $1.70 19.5% 0%
20261002 $0.97 $0.97 20.7% 0%
20261001 $1.73 $1.73 32.7% 7%
20260930 $1.88 $1.88 32.7% 7%
20260929 $1.82 $1.82 32.1% 7%
20260928 $1.83 $1.83 31.2% 6%
20260925 $1.92 $1.92 31.1% 6%
20260924 $1.62 $1.62 31.6% 6%
20260923 $1.85 $1.85 27.8% 3%
20260922 $2.05 $2.05 31.4% 6%
20260921 $1.95 $1.95 44.8% 16%
20260918 $1.95 $3.27 26.9% 3%
20260917 $2.00 $1.55 129.2% 81%
20260916 $1.93 $1.45 145.1% 93%
20260915 $2.02 $1.57 154.3% 100%
20260914 $1.77 $1.25 29.5% 17%
20260911 $2.12 $1.60 27.6% 12%
20260910 $2.08 $1.58 29.2% 16%
20260909 $1.88 $1.38 26.3% 8%
20260908 $2.25 $1.70 29.6% 17%
20260904 $1.95 $1.33 27.2% 11%
20260903 $2.17 $1.73 34.4% 30%
20260902 $1.77 $1.77 35.2% 32%
20260901 $1.48 $1.48 28.7% 15%
20260831 $1.88 $1.88 23.2% 0%
20260828 $1.77 $1.77 27.5% 10%
20260827 $2.02 $2.02 30.1% 17%
20260826 $1.92 $1.92 34.8% 30%
20260825 $2.23 $2.23 35.6% 32%
20260824 $2.00 $2.00 36.0% 43%
20260821 $2.02 $4.80 31.4% 32%
20260820 $2.25 $1.02 38.9% 50%
20260819 $1.90 $1.38 27.6% 23%
20260818 $2.10 $1.60 27.2% 22%
20260817 $2.12 $1.60 23.9% 14%
20260814 $2.12 $1.62 24.4% 16%
20260813 $1.72 $1.60 24.5% 16%
20260812 $2.23 $1.70 30.7% 30%
20260811 $2.03 $1.52 30.8% 31%
20260810 $2.75 $1.70 34.0% 38%
20260807 — — 31.1% 31%
20260806 $2.25 $1.68 42.8% 59%
20260805 $1.73 $1.73 38.8% 49%
20260804 $1.68 $1.68 30.7% 30%
20260803 $1.67 $1.67 32.4% 34%
20260731 $1.75 $1.75 35.9% 43%
20260730 $2.08 $2.08 41.2% 55%

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.