TMP · Expected Move

Tompkins Financial Corporation

The expected move for TMP 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).

TMP 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 TMP Expected Move
30-Day Straddle
$7.00
7-Day Straddle
$7.00
30-Day ATM IV
31.6%
IV Rank
93%
Implied one-standard-deviation move through the next 30 days. Compare to TMP'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.
TMP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $7.00 $7.00 31.6% 93%
20261020 $7.05 $7.05 31.0% 86%
20261019 $7.35 $7.35 30.9% 84%
20261016 $7.47 $3.10 31.2% 88%
20261015 $7.72 $3.15 31.3% 89%
20261014 $7.72 $4.90 32.2% 100%
20261013 $7.55 $3.25 30.3% 82%
20261012 $7.70 $3.95 30.1% 79%
20261009 $7.75 $5.00 30.0% 78%
20261008 $7.82 $3.73 29.8% 75%
20261007 $8.10 $5.40 28.6% 61%
20261006 $7.20 $5.00 27.5% 47%
20261005 $7.50 $5.22 27.2% 43%
20261002 $5.20 $5.20 26.1% 28%
20261001 $5.30 $5.30 27.4% 45%
20260930 $5.55 $5.55 26.2% 30%
20260929 $5.65 $5.65 27.5% 47%
20260928 $5.22 $5.22 27.3% 44%
20260925 $5.08 $5.08 26.6% 35%
20260924 $5.97 $5.97 27.3% 44%
20260923 $5.47 $5.47 26.8% 38%
20260922 $5.60 $5.60 29.4% 71%
20260921 $6.08 $6.08 27.7% 49%
20260918 $5.50 $4.80 25.5% 21%
20260917 $5.75 $4.90 25.7% 23%
20260916 $6.80 $5.45 27.1% 42%
20260915 $5.50 $4.88 24.2% 4%
20260914 $5.55 $4.85 24.5% 8%
20260911 $5.75 $4.88 25.2% 16%
20260910 $7.20 $5.65 28.5% 59%
20260909 $7.08 $3.60 27.7% 48%
20260908 $6.08 $5.05 26.6% 35%
20260904 $6.70 $5.07 25.6% 22%
20260903 $6.80 $5.42 27.3% 44%
20260902 $5.92 $5.92 25.0% 14%
20260901 $3.62 $3.62 27.0% 38%
20260831 $4.42 $4.42 25.6% 20%
20260828 $5.95 $5.95 24.8% 11%
20260827 $4.80 $4.80 27.2% 39%
20260826 $5.05 $5.05 23.9% 0%
20260825 $5.70 $5.70 25.7% 21%
20260824 $5.50 $5.50 26.7% 33%
20260821 $6.50 $5.00 28.0% 41%
20260820 $6.12 $4.20 26.9% 30%
20260819 $5.58 $5.50 24.0% 1%
20260818 $5.75 $4.80 24.6% 7%
20260817 $6.10 $3.80 25.9% 20%
20260814 $6.50 $5.00 24.2% 3%
20260813 $6.10 $4.88 23.9% 0%
20260812 $6.55 $4.82 25.9% 13%
20260811 $6.78 $5.10 26.5% 18%
20260810 $6.50 $5.17 25.8% 12%
20260807 — — 26.6% 17%
20260806 $7.40 $5.18 26.8% 18%
20260805 $5.08 $5.08 27.4% 22%
20260804 $5.12 $5.12 27.1% 20%
20260803 $4.68 $4.68 26.0% 11%
20260731 $5.15 $5.15 25.1% 4%
20260730 $5.43 $5.43 27.5% 23%
20260729 $5.70 $5.70 27.2% 20%

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.