TREX · Expected Move
Trex Company, Inc.
The expected move for TREX 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).
TREX 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 TREX Expected Move
30-Day Straddle
$5.72
7-Day Straddle
$3.17
30-Day ATM IV
36.2%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to TREX'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.
TREX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $5.72 | $3.17 | 36.2% | 0% |
| 20261106 | $6.08 | $3.17 | 40.8% | 11% |
| 20261105 | $6.58 | $4.33 | 41.3% | 12% |
| 20261104 | $4.65 | $4.65 | 43.1% | 18% |
| 20261103 | $5.65 | $5.65 | 55.9% | 62% |
| 20261102 | $5.72 | $5.72 | 55.6% | 61% |
| 20261030 | $5.88 | $5.88 | 55.7% | 62% |
| 20261029 | $5.70 | $5.70 | 54.4% | 57% |
| 20261028 | $6.03 | $6.03 | 57.9% | 69% |
| 20261027 | $5.58 | $5.58 | 54.8% | 58% |
| 20261026 | $5.85 | $5.85 | 55.5% | 61% |
| 20261023 | $5.80 | $5.80 | 52.3% | 50% |
| 20261022 | $6.15 | $6.15 | 54.6% | 58% |
| 20261021 | $5.90 | $5.90 | 50.7% | 45% |
| 20261020 | $6.10 | $6.10 | 52.4% | 50% |
| 20261019 | $6.17 | $6.17 | 54.1% | 56% |
| 20261016 | $5.83 | $1.52 | 51.3% | 46% |
| 20261015 | $6.20 | $1.55 | 54.9% | 59% |
| 20261014 | $6.05 | $2.20 | 53.1% | 53% |
| 20261013 | $6.15 | $1.65 | 53.2% | 53% |
| 20261012 | $6.03 | $1.80 | 52.2% | 50% |
| 20261009 | $6.62 | $2.08 | 53.9% | 55% |
| 20261008 | $6.20 | $3.33 | 51.7% | 48% |
| 20261007 | $6.43 | $2.90 | 49.1% | 39% |
| 20261006 | $6.85 | $2.27 | 52.5% | 51% |
| 20261005 | $7.03 | $3.27 | 52.8% | 52% |
| 20261002 | $3.42 | $3.42 | 47.5% | 34% |
| 20261001 | $3.25 | $3.25 | 49.0% | 39% |
| 20260930 | $3.80 | $3.80 | 46.9% | 32% |
| 20260929 | $3.17 | $3.17 | 47.7% | 34% |
| 20260928 | $3.25 | $3.25 | 46.6% | 30% |
| 20260925 | $3.97 | $3.97 | 47.5% | 34% |
| 20260924 | $4.00 | $4.00 | 45.3% | 26% |
| 20260923 | $3.45 | $3.45 | 44.4% | 23% |
| 20260922 | $3.62 | $3.62 | 42.8% | 18% |
| 20260921 | $3.72 | $3.72 | 44.0% | 22% |
| 20260918 | $4.15 | $1.55 | 43.2% | 19% |
| 20260917 | $4.85 | $2.12 | 44.3% | 23% |
| 20260916 | $4.68 | $2.92 | 47.9% | 35% |
| 20260915 | $5.40 | $3.12 | 48.2% | 36% |
| 20260914 | $4.82 | $2.33 | 43.4% | 20% |
| 20260911 | $4.88 | $2.45 | 44.2% | 22% |
| 20260910 | $4.70 | $3.22 | 41.3% | 12% |
| 20260909 | $4.42 | $2.73 | 39.2% | 5% |
| 20260908 | $5.00 | $2.67 | 41.3% | 13% |
| 20260904 | $4.38 | $3.42 | 38.6% | 3% |
| 20260903 | $5.20 | $3.88 | 43.3% | 19% |
| 20260902 | $3.03 | $3.03 | 42.1% | 15% |
| 20260901 | $3.55 | $3.55 | 43.1% | 18% |
| 20260831 | $3.08 | $3.08 | 41.7% | 14% |
| 20260828 | $3.60 | $3.60 | 40.0% | 8% |
| 20260827 | $4.55 | $4.55 | 44.5% | 23% |
| 20260826 | $3.98 | $3.98 | 41.6% | 14% |
| 20260825 | $4.08 | $4.08 | 43.4% | 20% |
| 20260824 | $4.12 | $4.12 | 42.6% | 17% |
| 20260821 | $4.10 | $0.68 | 40.8% | 11% |
| 20260820 | $4.53 | $1.12 | 42.6% | 17% |
| 20260819 | $4.17 | $2.20 | 37.7% | 0% |
| 20260818 | $5.53 | $2.42 | 49.3% | 31% |
| 20260817 | $4.47 | $2.55 | 41.9% | 2% |
More on TREX
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.