TRI · Expected Move
Thomson Reuters Corporation Common Shares
The expected move for TRI 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).
TRI 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 TRI Expected Move
30-Day Straddle
$13.85
7-Day Straddle
$13.85
30-Day ATM IV
49.6%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to TRI'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.
TRI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $13.85 | $13.85 | 49.6% | 31% |
| 20261022 | $14.10 | $14.10 | 49.9% | 32% |
| 20261021 | $12.95 | $12.95 | 49.4% | 30% |
| 20261020 | $14.15 | $14.15 | 50.2% | 35% |
| 20261019 | $13.15 | $13.15 | 51.3% | 40% |
| 20261016 | $14.30 | $3.15 | 53.4% | 52% |
| 20261015 | $14.10 | $4.00 | 51.6% | 42% |
| 20261014 | $13.05 | $3.98 | 49.3% | 29% |
| 20261013 | $13.95 | $4.32 | 51.9% | 44% |
| 20261012 | $13.95 | $4.42 | 51.3% | 40% |
| 20261009 | $14.70 | $5.70 | 51.9% | 44% |
| 20261008 | $13.95 | $6.55 | 49.8% | 32% |
| 20261007 | $13.30 | $6.33 | 48.5% | 25% |
| 20261006 | $13.45 | $6.70 | 48.9% | 27% |
| 20261005 | $13.75 | $6.60 | 50.3% | 35% |
| 20261002 | $7.42 | $7.42 | 48.8% | 26% |
| 20261001 | $7.58 | $7.58 | 47.9% | 22% |
| 20260930 | $8.10 | $8.10 | 47.1% | 17% |
| 20260929 | $8.28 | $8.28 | 48.2% | 23% |
| 20260928 | $8.62 | $8.62 | 47.5% | 19% |
| 20260925 | $8.85 | $8.85 | 47.3% | 18% |
| 20260924 | $9.35 | $9.35 | 46.0% | 11% |
| 20260923 | $9.85 | $9.85 | 46.6% | 14% |
| 20260922 | $9.25 | $9.25 | 45.4% | 8% |
| 20260921 | $10.10 | $10.10 | 47.9% | 22% |
| 20260918 | $9.70 | $1.93 | 46.6% | 15% |
| 20260917 | $10.40 | $2.42 | 45.1% | 6% |
| 20260916 | $11.30 | $3.95 | 46.3% | 13% |
| 20260915 | $11.30 | $4.75 | 46.7% | 15% |
| 20260914 | $12.05 | $4.08 | 47.8% | 21% |
| 20260911 | $11.00 | $5.20 | 44.7% | 4% |
| 20260910 | $11.85 | $5.62 | 48.6% | 26% |
| 20260909 | $12.25 | $5.95 | 47.8% | 21% |
| 20260908 | $12.00 | $6.50 | 46.6% | 14% |
| 20260904 | $13.10 | $7.42 | 44.1% | 0% |
| 20260903 | $13.40 | $8.45 | 44.6% | 4% |
| 20260902 | $7.00 | $7.00 | 44.0% | 0% |
| 20260901 | $8.18 | $8.18 | 44.5% | 0% |
| 20260831 | $8.25 | $8.25 | 45.7% | 5% |
| 20260828 | $10.15 | $10.15 | 47.3% | 15% |
| 20260827 | $9.80 | $9.80 | 47.9% | 18% |
| 20260826 | $9.18 | $9.18 | 46.4% | 10% |
| 20260825 | $10.85 | $10.85 | 49.6% | 28% |
| 20260824 | $11.45 | $11.45 | 48.0% | 19% |
| 20260821 | $11.10 | $2.62 | 47.7% | 17% |
| 20260820 | $12.30 | $3.78 | 50.5% | 33% |
| 20260819 | $11.40 | $4.30 | 47.9% | 18% |
| 20260818 | $10.55 | $4.33 | 45.4% | 4% |
| 20260817 | $10.75 | $4.10 | 45.5% | 4% |
| 20260814 | $11.25 | $6.18 | 44.7% | 0% |
| 20260813 | $13.05 | $6.90 | 48.6% | 19% |
| 20260812 | $12.00 | $6.97 | 45.5% | 0% |
| 20260811 | $12.20 | $7.28 | 46.2% | 0% |
| 20260810 | $12.90 | $7.80 | 48.0% | 11% |
| 20260807 | — | — | 47.7% | 9% |
| 20260806 | $13.20 | $8.28 | 48.8% | 17% |
| 20260805 | $8.38 | $8.38 | 50.1% | 26% |
| 20260804 | $11.05 | $11.05 | 54.7% | 55% |
| 20260803 | $10.90 | $10.90 | 57.6% | 73% |
| 20260731 | $12.30 | $12.30 | 59.5% | 84% |
More on TRI
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.