TNK · Expected Move
Teekay Tankers Ltd.
The expected move for TNK 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).
TNK 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 TNK Expected Move
30-Day Straddle
$11.30
7-Day Straddle
$11.30
30-Day ATM IV
52.3%
IV Rank
88%
Implied one-standard-deviation move through the next 30 days. Compare to TNK'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.
TNK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $11.30 | $11.30 | 52.3% | 88% |
| 20261021 | $11.45 | $11.45 | 52.2% | 88% |
| 20261020 | $11.90 | $11.90 | 54.6% | 100% |
| 20261019 | $11.65 | $11.65 | 52.5% | 100% |
| 20261016 | $12.85 | $2.47 | 51.3% | 94% |
| 20261015 | $12.65 | $3.38 | 51.3% | 94% |
| 20261014 | $13.05 | $3.90 | 51.2% | 93% |
| 20261013 | $14.00 | $4.28 | 51.5% | 95% |
| 20261012 | $14.90 | $5.17 | 52.4% | 100% |
| 20261009 | $14.25 | $5.47 | 49.2% | 85% |
| 20261008 | $15.20 | $6.12 | 50.7% | 93% |
| 20261007 | $14.05 | $6.40 | 48.5% | 80% |
| 20261006 | $13.65 | $6.28 | 48.1% | 78% |
| 20261005 | $13.30 | $6.85 | 45.5% | 62% |
| 20261002 | $7.15 | $7.15 | 45.7% | 63% |
| 20261001 | $7.85 | $7.85 | 45.5% | 63% |
| 20260930 | $7.25 | $7.25 | 43.9% | 53% |
| 20260929 | $7.68 | $7.68 | 45.0% | 59% |
| 20260928 | $7.53 | $7.53 | 45.4% | 62% |
| 20260925 | $8.20 | $8.20 | 45.8% | 64% |
| 20260924 | $7.10 | $7.10 | 42.9% | 47% |
| 20260923 | $7.95 | $7.95 | 43.3% | 49% |
| 20260922 | $8.85 | $8.85 | 46.0% | 65% |
| 20260921 | $9.65 | $9.65 | 45.0% | 59% |
| 20260918 | $9.85 | $1.02 | 44.1% | 54% |
| 20260917 | $10.90 | $2.30 | 48.7% | 82% |
| 20260916 | $10.15 | $2.90 | 44.3% | 55% |
| 20260915 | $9.45 | $3.65 | 40.8% | 34% |
| 20260914 | $9.85 | $4.10 | 42.0% | 34% |
| 20260911 | $10.45 | $4.75 | 41.9% | 34% |
| 20260910 | $10.45 | $5.75 | 41.9% | 34% |
| 20260909 | $10.40 | $4.83 | 42.4% | 36% |
| 20260908 | $8.65 | $5.22 | 37.6% | 12% |
| 20260904 | $9.80 | $5.15 | 36.9% | 8% |
| 20260903 | $9.18 | $5.60 | 35.8% | 3% |
| 20260902 | $6.00 | $6.00 | 39.0% | 19% |
| 20260901 | $6.25 | $6.25 | 37.9% | 13% |
| 20260831 | $6.25 | $6.25 | 38.9% | 19% |
| 20260828 | $6.05 | $6.05 | 36.8% | 8% |
| 20260827 | $6.40 | $6.40 | 36.5% | 6% |
| 20260826 | $6.03 | $6.03 | 35.2% | 0% |
| 20260825 | $6.50 | $6.50 | 37.3% | 7% |
| 20260824 | $6.97 | $6.97 | 36.8% | 5% |
| 20260821 | $7.38 | $2.95 | 36.6% | 4% |
| 20260820 | $7.97 | $2.80 | 38.9% | 16% |
| 20260819 | $7.45 | $3.20 | 35.9% | 0% |
| 20260818 | $8.18 | $3.12 | 39.0% | 1% |
| 20260817 | $8.50 | $3.50 | 39.5% | 4% |
| 20260814 | $8.05 | $4.30 | 38.8% | 0% |
| 20260813 | $8.90 | $4.25 | 41.1% | 14% |
| 20260812 | $7.92 | $5.20 | 39.5% | 4% |
| 20260811 | $8.47 | $4.80 | 41.6% | 17% |
| 20260810 | $7.95 | $5.50 | 41.0% | 13% |
| 20260807 | — | — | 40.6% | 10% |
| 20260806 | $9.22 | $5.60 | 42.2% | 20% |
| 20260805 | $4.85 | $4.85 | 41.8% | 18% |
| 20260804 | $6.75 | $6.75 | 41.3% | 15% |
| 20260803 | $6.68 | $6.68 | 43.5% | 28% |
| 20260731 | $6.47 | $6.47 | 42.6% | 23% |
| 20260730 | $7.32 | $7.32 | 44.1% | 32% |
More on TNK
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.