TPB · Expected Move

Turning Point Brands, Inc.

The expected move for TPB 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).

TPB 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 TPB Expected Move
30-Day Straddle
$11.75
7-Day Straddle
$11.75
30-Day ATM IV
75.2%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to TPB'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.
TPB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $11.75 $11.75 75.2% 100%
20261021 $10.35 $10.35 70.1% 84%
20261020 $10.50 $10.50 69.9% 83%
20261019 $10.45 $10.45 70.2% 84%
20261016 $10.90 $2.23 69.5% 82%
20261015 $10.40 $2.30 69.3% 81%
20261014 $9.82 $3.27 64.2% 64%
20261013 $9.40 $3.07 66.4% 72%
20261012 $8.43 $3.70 58.5% 45%
20261009 $9.60 $3.60 61.1% 54%
20261008 $10.30 $3.97 64.1% 64%
20261007 $10.65 $4.22 64.4% 65%
20261006 $10.95 $4.30 63.2% 61%
20261005 $10.00 $4.50 59.9% 50%
20261002 $4.47 $4.47 63.2% 61%
20261001 $4.40 $4.40 59.1% 47%
20260930 $3.85 $3.85 56.2% 38%
20260929 $5.47 $5.47 60.4% 52%
20260928 $5.55 $5.55 59.2% 48%
20260925 $5.40 $5.40 53.7% 29%
20260924 $5.40 $5.40 53.8% 30%
20260923 $5.97 $5.97 54.5% 32%
20260922 $5.72 $5.72 51.7% 23%
20260921 $6.62 $6.62 53.3% 28%
20260918 $7.08 $2.83 45.3% 1%
20260917 $7.50 $2.88 48.9% 13%
20260916 $7.78 $3.05 48.6% 12%
20260915 $7.83 $3.48 48.3% 11%
20260914 $8.00 $3.70 46.5% 5%
20260911 $8.32 $4.47 47.6% 9%
20260910 $9.00 $4.00 47.7% 9%
20260909 $8.82 $4.97 47.2% 8%
20260908 $9.10 $4.22 46.6% 6%
20260904 $9.25 $4.88 44.9% 0%
20260903 $9.45 $5.38 45.6% 1%
20260902 $5.82 $5.82 45.8% 2%
20260901 $6.50 $6.50 45.3% 0%
20260831 $7.28 $7.28 49.2% 11%
20260828 $8.02 $8.02 48.7% 9%
20260827 $8.15 $8.15 48.3% 8%
20260826 $8.32 $8.32 46.7% 3%
20260825 $8.85 $8.85 48.9% 10%
20260824 $9.40 $9.40 49.5% 11%
20260821 $9.60 $2.25 51.4% 17%
20260820 $9.90 $3.12 49.2% 10%
20260819 $9.65 $3.55 48.1% 7%
20260818 $10.20 $3.73 49.0% 10%
20260817 $10.50 $4.05 51.8% 19%
20260814 $10.85 $4.55 48.1% 7%
20260813 $10.95 $5.12 49.5% 11%
20260812 $11.60 $5.85 51.4% 17%
20260811 $11.50 $6.60 50.9% 16%
20260810 $12.35 $6.55 52.8% 22%
20260807 — — 50.4% 14%
20260806 $12.30 $7.75 53.8% 25%
20260805 $7.93 $7.93 53.0% 22%
20260804 $8.12 $8.12 55.4% 30%
20260803 $10.95 $10.95 71.6% 79%
20260731 $10.95 $10.95 71.3% 78%
20260730 $12.40 $12.40 74.9% 90%

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.