TR · Expected Move
Tootsie Roll Industries, Inc.
The expected move for TR 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).
TR 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 TR Expected Move
30-Day Straddle
$2.48
7-Day Straddle
$2.48
30-Day ATM IV
38.2%
IV Rank
63%
Implied one-standard-deviation move through the next 30 days. Compare to TR'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.
TR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $2.48 | $2.48 | 38.2% | 63% |
| 20261022 | $2.50 | $2.50 | 30.9% | 27% |
| 20261021 | $3.25 | $3.25 | 36.1% | 53% |
| 20261020 | $2.50 | $2.50 | 25.3% | 0% |
| 20261019 | $2.50 | $2.50 | 28.8% | 8% |
| 20261016 | $3.40 | $1.55 | 33.8% | 34% |
| 20261015 | $3.25 | $1.93 | 30.8% | 18% |
| 20261014 | $2.95 | $1.15 | 29.4% | 10% |
| 20261013 | $3.52 | $3.30 | 31.0% | 19% |
| 20261012 | $2.85 | $1.10 | 29.1% | 9% |
| 20261009 | $2.78 | $1.20 | 27.5% | 0% |
| 20261008 | $2.80 | $1.88 | 29.0% | 5% |
| 20261007 | $3.25 | $3.05 | 37.3% | 51% |
| 20261006 | $3.70 | $1.77 | 35.6% | 42% |
| 20261005 | $3.70 | $1.45 | 33.4% | 30% |
| 20261002 | $2.27 | $2.27 | 32.4% | 24% |
| 20261001 | $2.42 | $2.42 | 34.3% | 34% |
| 20260930 | $2.17 | $2.17 | 32.7% | 28% |
| 20260929 | $2.60 | $2.60 | 32.9% | 33% |
| 20260928 | $2.00 | $2.00 | 30.4% | 20% |
| 20260925 | $2.00 | $2.00 | 31.5% | 26% |
| 20260924 | $2.20 | $2.20 | 30.9% | 23% |
| 20260923 | $3.35 | $3.35 | 39.5% | 67% |
| 20260922 | $2.75 | $2.75 | 37.0% | 54% |
| 20260921 | $2.80 | $2.80 | 36.0% | 48% |
| 20260918 | $3.15 | $0.75 | 37.8% | 58% |
| 20260917 | $2.62 | $1.85 | — | — |
| 20260916 | $3.90 | $2.27 | 41.6% | 77% |
| 20260915 | $3.78 | $2.55 | 41.4% | 76% |
| 20260914 | $2.97 | $1.38 | 32.2% | 29% |
| 20260911 | $3.60 | $1.78 | 36.1% | 49% |
| 20260910 | $3.92 | $1.67 | 36.4% | 51% |
| 20260909 | $4.17 | $2.25 | 40.4% | 71% |
| 20260908 | $3.65 | $2.20 | 37.6% | 57% |
| 20260904 | $4.05 | $1.95 | 34.3% | 40% |
| 20260903 | $4.03 | $2.30 | 34.0% | 38% |
| 20260902 | $2.27 | $2.27 | 34.9% | 43% |
| 20260901 | $1.95 | $1.95 | 31.1% | 23% |
| 20260831 | $2.48 | $2.48 | 33.4% | 35% |
| 20260828 | $3.00 | $3.00 | 32.8% | 32% |
| 20260827 | $2.98 | $2.98 | 32.0% | 28% |
| 20260826 | $3.40 | $3.40 | 32.6% | 31% |
| 20260825 | $3.12 | $3.12 | 31.5% | 26% |
| 20260824 | $2.73 | $2.73 | 31.0% | 23% |
| 20260821 | $3.05 | $3.48 | 32.2% | 29% |
| 20260820 | $3.27 | $2.50 | 32.0% | 28% |
| 20260819 | $3.02 | $1.45 | 32.2% | 29% |
| 20260818 | $2.85 | $1.45 | 28.7% | 11% |
| 20260817 | $3.28 | $1.90 | 34.5% | 41% |
| 20260814 | $3.03 | $1.85 | 36.7% | 52% |
| 20260813 | $3.33 | $2.23 | 33.3% | 35% |
| 20260812 | $3.95 | $2.60 | 44.6% | 93% |
| 20260811 | $3.40 | $2.27 | 33.5% | 36% |
| 20260810 | $3.68 | $2.10 | 39.5% | 64% |
| 20260807 | — | — | 35.8% | 46% |
| 20260806 | $3.93 | $1.95 | 34.2% | 38% |
| 20260805 | $2.38 | $2.38 | 33.0% | 32% |
| 20260804 | $2.62 | $2.62 | 38.2% | 58% |
| 20260803 | $2.48 | $2.48 | 36.6% | 50% |
| 20260731 | $2.98 | $2.98 | 38.7% | 60% |
More on TR
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.