TPYP · Expected Move

Tortoise North American Pipeline ETF · ETF

The expected move for TPYP 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).

TPYP 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 TPYP Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
25.4%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to TPYP'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.
TPYP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 25.4% 37%
20261020 $1.18 $1.18 25.6% 38%
20261019 $2.20 $2.20 27.0% 48%
20261016 $2.15 $2.70 19.7% 0%
20261015 $2.17 $1.52 30.0% 67%
20261014 $2.27 $1.52 25.1% 35%
20261013 $2.33 $1.60 21.4% 11%
20261012 $2.38 $1.68 22.8% 20%
20261009 $2.45 $1.77 30.7% 71%
20261008 $2.45 $1.75 30.6% 70%
20261007 $2.40 $1.70 32.7% 84%
20261006 $2.40 $1.75 30.4% 69%
20261005 $2.42 $1.80 32.6% 83%
20261002 $1.88 $1.88 29.8% 65%
20261001 $1.83 $1.83 27.4% 50%
20260930 $1.95 $1.95 30.1% 68%
20260929 $1.95 $1.95 25.7% 39%
20260928 $2.05 $2.05 25.5% 38%
20260925 $2.02 $2.02 23.9% 27%
20260924 $2.10 $2.10 30.3% 68%
20260923 $2.20 $2.20 23.9% 28%
20260922 $2.35 $2.35 24.9% 34%
20260921 $2.15 $2.15 32.2% 81%
20260918 $2.12 $2.35 25.5% 38%
20260917 $2.20 $1.50 25.2% 44%
20260916 $2.12 $1.50 25.0% 42%
20260915 $2.22 $1.67 24.8% 42%
20260914 $2.23 $1.57 21.3% 22%
20260911 $2.33 $1.70 21.9% 25%
20260910 $2.30 $1.73 19.6% 12%
20260909 $2.30 $1.77 23.4% 34%
20260908 $2.38 $1.77 21.6% 23%
20260904 $2.45 $1.80 21.2% 21%
20260903 $2.48 $1.93 23.7% 36%
20260902 $1.90 $1.90 21.7% 24%
20260901 $1.80 $1.80 23.5% 34%
20260831 $1.95 $1.95 22.2% 27%
20260828 $1.93 $1.93 22.5% 28%
20260827 $1.97 $1.97 22.4% 28%
20260826 $1.97 $1.97 22.4% 28%
20260825 $2.10 $2.10 23.0% 32%
20260824 $2.10 $2.10 23.6% 35%
20260821 $1.97 $2.80 22.5% 28%
20260820 $2.08 $1.55 22.3% 27%
20260819 $2.10 $1.55 22.3% 28%
20260818 $2.23 $1.68 22.7% 30%
20260817 $2.12 $1.60 19.8% 14%
20260814 $1.97 $1.65 21.8% 25%
20260813 $1.70 $1.68 22.3% 28%
20260812 $2.20 $1.75 35.2% 100%
20260811 $2.27 $1.77 34.7% 97%
20260810 $2.35 $1.85 34.4% 95%
20260807 — — 30.3% 73%
20260806 $2.50 $1.95 33.4% 90%
20260805 $1.90 $1.90 30.6% 74%
20260804 $1.88 $1.88 32.7% 86%
20260803 $2.03 $2.03 34.0% 93%
20260731 $2.05 $2.05 35.2% 100%
20260730 $2.05 $2.05 34.2% 83%
20260729 $2.08 $2.08 33.7% 81%

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.