TNDM · Expected Move
Tandem Diabetes Care, Inc.
The expected move for TNDM 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).
TNDM 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 TNDM Expected Move
30-Day Straddle
$3.12
7-Day Straddle
$3.12
30-Day ATM IV
89.8%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to TNDM'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.
TNDM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.12 | $3.12 | 89.8% | 54% |
| 20261020 | $4.25 | $4.25 | 103.7% | 78% |
| 20261019 | $3.53 | $3.53 | 96.3% | 65% |
| 20261016 | $3.17 | $1.42 | — | — |
| 20261015 | $3.17 | $1.40 | 80.4% | 37% |
| 20261014 | $3.50 | $1.23 | 86.9% | 48% |
| 20261013 | $4.40 | $1.48 | 103.3% | 77% |
| 20261012 | $4.72 | $2.12 | 106.1% | 82% |
| 20261009 | $4.03 | $1.85 | 101.3% | 73% |
| 20261008 | $3.62 | $1.25 | 88.3% | 51% |
| 20261007 | $3.70 | $1.85 | 92.9% | 59% |
| 20261006 | $3.70 | $1.68 | 83.4% | 42% |
| 20261005 | $4.25 | $2.25 | 90.0% | 54% |
| 20261002 | $2.42 | $2.42 | 82.1% | 40% |
| 20261001 | $1.38 | $1.38 | 67.4% | 15% |
| 20260930 | $2.00 | $2.00 | 76.6% | 31% |
| 20260929 | $2.25 | $2.25 | 75.5% | 29% |
| 20260928 | $2.35 | $2.35 | 83.4% | 42% |
| 20260925 | $2.05 | $2.05 | 74.1% | 26% |
| 20260924 | $1.70 | $1.70 | — | — |
| 20260923 | $2.30 | $2.30 | 73.4% | 25% |
| 20260922 | $2.42 | $2.42 | 76.8% | 31% |
| 20260921 | $2.52 | $2.52 | 68.8% | 17% |
| 20260918 | $2.48 | $0.35 | 66.1% | 12% |
| 20260917 | $3.43 | $0.90 | 89.0% | 52% |
| 20260916 | $3.45 | $1.80 | 81.1% | 38% |
| 20260915 | $2.97 | $1.27 | 69.7% | 19% |
| 20260914 | $2.98 | $1.65 | 79.0% | 35% |
| 20260911 | $4.12 | $2.38 | 96.3% | 65% |
| 20260910 | $3.10 | $1.50 | 66.4% | 13% |
| 20260909 | $3.62 | $2.22 | 75.5% | 29% |
| 20260908 | $3.58 | $1.82 | 68.0% | 16% |
| 20260904 | $4.05 | $2.12 | 73.5% | 25% |
| 20260903 | $4.18 | $2.42 | 67.5% | 15% |
| 20260902 | $2.45 | $2.45 | 67.5% | 15% |
| 20260901 | $2.40 | $2.40 | 67.4% | 15% |
| 20260831 | $2.60 | $2.60 | 74.9% | 28% |
| 20260828 | $2.53 | $2.53 | 58.9% | 0% |
| 20260827 | $2.75 | $2.75 | 68.2% | 10% |
| 20260826 | $3.27 | $3.27 | 73.9% | 21% |
| 20260825 | $3.25 | $3.25 | 72.4% | 18% |
| 20260824 | $2.95 | $2.95 | 65.0% | 4% |
| 20260821 | $3.60 | $0.93 | 73.9% | 21% |
| 20260820 | $3.85 | $1.48 | 74.3% | 21% |
| 20260819 | $3.45 | $1.82 | 62.8% | 0% |
| 20260818 | $4.03 | $2.38 | 69.4% | 8% |
| 20260817 | $3.72 | $1.52 | 71.3% | 11% |
| 20260814 | $3.83 | $1.50 | 68.4% | 6% |
| 20260813 | $4.12 | $2.42 | 71.8% | 15% |
| 20260812 | $3.88 | $2.58 | 68.7% | 9% |
| 20260811 | $3.73 | $2.02 | 66.5% | 5% |
| 20260810 | $4.33 | $2.55 | 73.5% | 18% |
| 20260807 | — | — | 84.2% | 38% |
| 20260806 | $4.90 | $3.75 | 101.2% | 71% |
| 20260805 | $3.92 | $3.92 | 95.7% | 60% |
| 20260804 | $4.00 | $4.00 | 116.6% | 100% |
| 20260803 | $4.82 | $4.82 | 109.1% | 86% |
| 20260731 | $3.85 | $3.85 | 96.3% | 65% |
| 20260730 | $3.17 | $3.17 | 100.5% | 72% |
| 20260729 | $4.88 | $4.88 | 111.0% | 91% |
More on TNDM
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.