TRC · Expected Move

Tejon Ranch Co.

The expected move for TRC 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).

TRC 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 TRC Expected Move
30-Day Straddle
$3.67
7-Day Straddle
$3.67
30-Day ATM IV
78.7%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to TRC'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.
TRC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $3.67 $3.67 78.7% 76%
20261026 $0.00 $0.00 73.3% 66%
20261023 $0.00 $0.00 72.9% 66%
20261022 $1.55 $1.55 74.3% 68%
20261021 $0.00 $0.00 55.9% 34%
20261020 $0.00 $0.00 50.1% 24%
20261019 $0.00 $0.00 51.0% 26%
20261016 $2.70 $1.52 48.2% 20%
20261015 $2.60 $1.52 46.0% 17%
20261014 $2.90 $2.50 48.4% 21%
20261013 $2.73 $1.52 47.6% 19%
20261012 $2.78 $1.52 46.8% 18%
20261009 $2.88 $1.52 52.2% 28%
20261008 $2.83 $1.52 48.6% 21%
20261007 $2.90 $2.60 51.4% 26%
20261006 $2.88 $1.52 51.9% 27%
20261005 $3.00 $2.73 50.4% 24%
20261002 $1.52 $1.52 50.6% 25%
20261001 $1.52 $1.52 47.1% 18%
20260930 $2.75 $2.75 50.3% 24%
20260929 $1.52 $1.52 49.9% 23%
20260928 $1.47 $1.47 42.7% 10%
20260925 $1.52 $1.52 46.1% 17%
20260924 $1.52 $1.52 47.9% 20%
20260923 $1.67 $1.67 48.2% 20%
20260922 $1.67 $1.67 46.8% 18%
20260921 $2.78 $2.78 46.6% 18%
20260918 $2.65 $1.47 42.7% 10%
20260917 $2.73 $1.50 47.1% 18%
20260916 $2.70 $1.47 46.2% 17%
20260915 $2.73 $1.47 46.2% 17%
20260914 $2.78 $1.47 45.9% 16%
20260911 $2.83 $1.60 43.6% 12%
20260910 $2.75 $1.60 45.0% 15%
20260909 $1.92 $2.50 43.0% 11%
20260908 $1.92 $2.00 40.9% 7%
20260904 $1.77 $2.60 42.8% 11%
20260903 $2.85 $1.65 44.7% 14%
20260902 $1.73 $1.73 45.2% 15%
20260901 $1.78 $1.78 49.3% 22%
20260831 $1.78 $1.78 49.0% 22%
20260828 $2.23 $2.23 45.4% 15%
20260827 $2.08 $2.08 45.4% 15%
20260826 $1.88 $1.88 52.6% 28%
20260825 $2.42 $2.42 46.0% 16%
20260824 $2.85 $2.85 46.3% 17%
20260821 $2.90 $1.65 47.2% 19%
20260820 $1.93 $1.25 40.8% 7%
20260819 $2.85 $1.57 50.7% 25%
20260818 $2.80 $1.57 45.4% 15%
20260817 $2.88 $1.60 49.2% 22%
20260814 $2.95 $1.75 49.8% 23%
20260813 $2.35 $1.70 56.9% 36%
20260812 $2.95 $1.65 48.6% 21%
20260811 $3.00 $1.67 53.6% 30%
20260810 $3.25 $1.80 52.6% 29%
20260806 $3.25 $2.72 78.7% 76%
20260805 $3.83 $3.83 91.9% 100%
20260804 $3.02 $3.02 84.7% 88%
20260803 $3.83 $3.83 83.1% 85%

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.