TNL · Expected Move

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The expected move for TNL 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).

TNL 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 TNL Expected Move
30-Day Straddle
$6.12
7-Day Straddle
$6.12
30-Day ATM IV
39.8%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to TNL'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.
TNL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $6.12 $6.12 39.8% 78%
20261020 $6.55 $6.55 41.7% 89%
20261019 $6.42 $6.42 41.9% 90%
20261016 $6.90 $0.65 43.6% 100%
20261015 $6.33 $2.15 38.9% 87%
20261014 $6.03 $2.12 38.1% 81%
20261013 $5.62 $2.05 35.0% 59%
20261012 $5.97 $2.27 37.3% 76%
20261009 $6.28 $2.67 37.4% 76%
20261008 $5.70 $2.97 34.4% 54%
20261007 $6.22 $3.67 36.6% 70%
20261006 $7.35 $3.17 40.6% 99%
20261005 $7.05 $3.62 40.7% 100%
20261002 $4.28 $4.28 39.8% 97%
20261001 $4.30 $4.30 38.3% 86%
20260930 $4.22 $4.22 39.0% 91%
20260929 $4.15 $4.15 38.3% 86%
20260928 $4.45 $4.45 38.3% 86%
20260925 $4.65 $4.65 36.1% 70%
20260924 $4.80 $4.80 37.9% 83%
20260923 $4.30 $4.30 35.4% 64%
20260922 $4.58 $4.58 36.5% 72%
20260921 $4.47 $4.47 35.1% 62%
20260918 $5.43 $1.75 38.1% 84%
20260917 $5.85 $2.75 36.2% 70%
20260916 $5.25 $2.77 35.9% 68%
20260915 $4.88 $3.15 32.4% 41%
20260914 $4.80 $2.73 31.3% 33%
20260911 $5.33 $2.73 32.6% 43%
20260910 $5.70 $3.50 35.3% 63%
20260909 $5.70 $3.00 34.2% 55%
20260908 $5.17 $3.70 32.8% 44%
20260904 $6.00 $3.23 32.7% 44%
20260903 $6.65 $3.78 35.3% 63%
20260902 $3.95 $3.95 33.2% 47%
20260901 $4.28 $4.28 34.6% 58%
20260831 $4.47 $4.47 33.7% 51%
20260828 $4.90 $4.90 32.9% 45%
20260827 $5.28 $5.28 34.4% 56%
20260826 $4.53 $4.53 31.2% 32%
20260825 $5.15 $5.15 31.1% 32%
20260824 $5.18 $5.18 32.7% 44%
20260821 $4.90 $0.93 31.8% 37%
20260820 $5.50 $1.67 32.3% 41%
20260819 $5.35 $1.32 31.7% 36%
20260818 $4.72 $1.48 28.5% 12%
20260817 $5.10 $2.27 29.1% 16%
20260814 $6.12 $2.08 32.1% 39%
20260813 $6.12 $1.85 32.2% 40%
20260812 $5.95 $2.25 30.8% 29%
20260811 $6.45 $2.70 32.7% 43%
20260810 $6.55 $3.22 31.6% 35%
20260807 — — 32.6% 43%
20260806 $6.97 $3.77 30.6% 27%
20260805 $4.22 $4.22 32.8% 44%
20260804 $3.70 $3.70 30.7% 28%
20260803 $4.15 $4.15 31.0% 31%
20260731 $4.33 $4.33 31.2% 32%
20260730 $3.88 $3.88 29.4% 18%
20260729 $4.78 $4.78 30.9% 30%

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.