TOL · Expected Move
Toll Brothers, Inc.
The expected move for TOL 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).
TOL 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 TOL Expected Move
30-Day Straddle
$9.85
7-Day Straddle
$9.85
30-Day ATM IV
37.2%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to TOL'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.
TOL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $9.85 | $9.85 | 37.2% | 61% |
| 20261103 | $10.25 | $10.25 | 39.0% | 74% |
| 20261102 | $10.15 | $10.15 | 37.4% | 63% |
| 20261030 | $9.70 | $9.70 | 36.6% | 57% |
| 20261029 | $9.50 | $9.50 | 35.2% | 47% |
| 20261028 | $9.90 | $9.90 | 35.3% | 48% |
| 20261027 | $10.55 | $10.55 | 35.5% | 50% |
| 20261026 | $9.65 | $9.65 | 34.5% | 42% |
| 20261023 | $10.90 | $10.90 | 35.3% | 48% |
| 20261022 | $11.60 | $11.60 | 36.0% | 53% |
| 20261021 | $10.80 | $10.80 | 35.1% | 47% |
| 20261020 | $11.00 | $11.00 | 34.8% | 45% |
| 20261019 | $9.90 | $9.90 | 31.8% | 24% |
| 20261016 | $11.60 | $1.82 | 34.5% | 42% |
| 20261015 | $10.35 | $2.42 | 31.5% | 22% |
| 20261014 | $10.95 | $3.72 | 33.3% | 34% |
| 20261013 | $11.95 | $4.05 | 34.3% | 41% |
| 20261012 | $11.95 | $4.60 | 32.6% | 29% |
| 20261009 | $12.20 | $5.60 | 33.8% | 37% |
| 20261008 | $10.85 | $5.88 | 30.3% | 13% |
| 20261007 | $12.20 | $5.43 | 32.5% | 29% |
| 20261006 | $12.95 | $6.68 | 33.0% | 32% |
| 20261005 | $12.40 | $5.60 | 32.1% | 26% |
| 20261002 | $6.83 | $6.83 | 32.9% | 32% |
| 20261001 | $7.22 | $7.22 | 33.1% | 33% |
| 20260930 | $7.00 | $7.00 | 33.3% | 34% |
| 20260929 | $7.90 | $7.90 | 34.0% | 39% |
| 20260928 | $9.43 | $9.43 | 35.0% | 42% |
| 20260925 | $8.35 | $8.35 | 32.4% | 25% |
| 20260924 | $8.40 | $8.40 | 32.4% | 26% |
| 20260923 | $8.38 | $8.38 | 31.3% | 19% |
| 20260922 | $9.45 | $9.45 | 32.8% | 28% |
| 20260921 | $9.35 | $9.35 | 32.9% | 29% |
| 20260918 | $9.50 | $2.90 | 31.5% | 20% |
| 20260917 | $8.55 | $2.62 | 28.4% | 0% |
| 20260916 | $11.50 | $4.33 | 35.2% | 37% |
| 20260915 | $10.85 | $4.25 | 34.6% | 32% |
| 20260914 | $10.75 | $4.95 | 33.7% | 26% |
| 20260911 | $10.90 | $4.97 | 32.8% | 20% |
| 20260910 | $11.20 | $6.00 | 32.8% | 20% |
| 20260909 | $11.30 | $7.67 | 34.2% | 30% |
| 20260908 | $11.25 | $7.25 | 32.6% | 18% |
| 20260904 | $12.20 | $6.62 | 30.9% | 6% |
| 20260903 | $12.10 | $7.85 | 31.3% | 9% |
| 20260902 | $7.55 | $7.55 | 30.0% | 0% |
| 20260901 | $7.90 | $7.90 | 32.2% | 7% |
| 20260831 | $8.65 | $8.65 | 32.8% | 12% |
| 20260828 | $8.65 | $8.65 | 31.3% | 1% |
| 20260827 | $9.40 | $9.40 | 32.8% | 12% |
| 20260826 | $9.10 | $9.10 | 31.4% | 1% |
| 20260825 | $10.10 | $10.10 | 32.0% | 6% |
| 20260824 | $10.35 | $10.35 | 31.9% | 5% |
| 20260821 | $10.70 | $1.75 | 31.2% | 0% |
| 20260820 | $10.20 | $2.48 | 31.3% | 0% |
| 20260819 | $11.35 | $3.67 | 33.0% | 5% |
| 20260818 | $13.35 | $8.38 | 39.6% | 62% |
| 20260817 | $13.75 | $8.10 | 40.0% | 66% |
| 20260814 | $14.30 | $8.80 | 39.0% | 57% |
| 20260813 | $14.55 | $9.05 | 39.5% | 62% |
| 20260812 | $14.75 | $8.57 | 39.5% | 61% |
More on TOL
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.