TRI (Thomson Reuters Corporation Common Shares)

Expected Move & Straddle Price History

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).

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.

Current TRI Expected Move
30-Day Straddle
$13.10
7-Day Straddle
$7.42
Avg IV
0.7%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $13.10 $7.42 0.7% 31%
20260903 $13.40 $8.45 0.6% 18%
20260902 $7.00 $7.00 0.8% 54%
20260901 $8.18 $8.18 0.9% 63%
20260831 $8.25 $8.25 0.8% 48%
20260828 $10.15 $10.15 0.9% 60%
20260827 $9.80 $9.80 0.9% 67%
20260826 $9.18 $9.18 0.9% 69%
20260825 $10.85 $10.85 0.9% 72%
20260824 $11.45 $11.45 0.8% 53%
20260821 $11.10 $2.62 0.8% 55%
20260820 $12.30 $3.78 0.8% 53%
20260819 $11.40 $4.30 0.9% 59%
20260818 $10.55 $4.33 0.8% 39%
20260817 $10.75 $4.10 0.7% 36%
20260814 $11.25 $6.18 0.7% 25%
20260813 $13.05 $6.90 0.6% 20%
20260812 $12.00 $6.97 0.6% 18%
20260811 $12.20 $7.28 0.6% 16%
20260810 $12.90 $7.80 0.6% 15%
20260806 $13.20 $8.28 0.7% 19%
20260805 $8.38 $8.38 1.0% 74%
20260804 $11.05 $11.05 0.9% 59%
20260803 $10.90 $10.90 1.0% 74%
20260731 $12.30 $12.30 0.9% 59%
20260730 $13.10 $13.10 0.9% 61%
20260729 $13.90 $13.90 1.0% 69%
20260728 $12.85 $12.85 0.9% 58%
20260727 $13.10 $13.10 0.8% 40%
20260724 $11.00 $11.00 0.8% 43%
20260723 $11.20 $11.20 0.8% 41%
20260722 $11.50 $11.50 0.8% 40%
20260721 $11.60 $11.60 0.8% 42%
20260720 $12.55 $12.55 0.8% 42%
20260716 $14.30 $3.75 0.7% 28%
20260715 $12.80 $5.03 0.8% 32%
20260714 $12.90 $4.82 0.8% 34%
20260713 $13.30 $5.45 0.7% 25%
20260710 $13.50 $5.30 0.7% 32%
20260709 $13.60 $5.60 0.7% 21%
20260708 $14.40 $6.38 0.7% 28%
20260707 $14.35 $6.42 0.7% 31%
20260706 $14.00 $7.02 0.7% 24%
20260702 $7.03 $7.03 1.1% 79%
20260701 $7.67 $7.67 1.0% 77%
20260630 $8.10 $8.10 1.1% 82%
20260629 $8.03 $8.03 1.0% 75%
20260626 $8.20 $8.20 0.9% 54%
20260625 $8.50 $8.50 0.9% 55%
20260624 $8.45 $8.45 0.9% 57%
20260623 $8.30 $8.30 0.9% 58%
20260622 $9.25 $9.25 0.9% 60%
20260618 $8.75 $3.42 0.8% 42%
20260617 $9.55 $3.35 0.9% 50%
20260616 $10.05 $4.12 0.8% 36%
20260615 $10.60 $6.42 0.8% 45%
20260613 $10.65 $5.70 0.8% 36%
20260612 $10.65 $5.70 0.8% 34%
20260611 $11.05 $5.68 0.8% 37%
20260610 $11.35 $6.62 0.8% 35%