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
$11.00
7-Day Straddle
$11.00
Avg IV
0.8%
IV Rank
43%
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
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%
20260609 $11.50 $7.62 0.7% 31%
20260608 $12.40 $7.12 0.8% 34%
20260605 $13.20 $8.05 0.7% 23%
20260604 $12.65 $8.07 0.7% 27%
20260603 $13.00 $8.50 0.7% 29%
20260602 $8.95 $8.95 0.9% 59%
20260601 $8.95 $8.95 0.8% 40%
20260529 $9.43 $9.43 0.7% 35%
20260528 $9.40 $9.40 0.8% 44%
20260527 $9.75 $9.75 0.8% 49%
20260526 $9.55 $9.55 0.8% 47%
20260522 $10.00 $10.00 0.7% 27%
20260521 $10.30 $10.30 0.7% 27%
20260520 $9.95 $9.95 0.7% 31%
20260519 $9.85 $9.85 0.6% 25%
20260518 $10.80 $10.80 0.7% 29%
20260515 $11.15 $4.05 0.7% 31%
20260514 $10.20 $4.00 0.7% 29%
20260513 $10.55 $5.02 0.7% 31%
20260512 $11.65 $4.65 0.6% 27%
20260511 $10.35 $5.55 0.6% 25%
20260510 $11.00 $5.85 0.6% 25%
20260508 $11.00 $5.85 0.6% 24%
20260507 $11.15 $5.60 0.6% 25%
20260506 $11.35 $6.58 0.6% 22%
20260505 $12.50 $6.90 0.5% 17%
20260504 $12.70 $8.75 0.6% 21%
20260502 $8.80 $8.80 1.0% 81%
20260501 $8.80 $8.80 1.0% 77%