TRMK · Expected Move

Trustmark Corp

The expected move for TRMK 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).

TRMK 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 TRMK Expected Move
30-Day Straddle
$3.70
7-Day Straddle
$3.70
30-Day ATM IV
32.8%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to TRMK'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.
TRMK Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $3.70 $3.70 32.8% 53%
20261021 $3.70 $3.70 31.6% 46%
20261020 $3.67 $3.67 34.7% 65%
20261019 $2.55 $2.55 25.2% 8%
20261016 $3.40 $1.68 29.2% 32%
20261015 $3.17 $2.10 26.1% 13%
20261014 $3.90 $2.58 30.0% 37%
20261013 $3.25 $1.73 29.0% 31%
20261012 $3.92 $1.32 33.6% 58%
20261009 $3.05 $2.08 29.3% 33%
20261008 $3.78 $2.72 31.4% 45%
20261007 $4.12 $2.75 32.7% 53%
20261006 $4.30 $2.17 33.1% 55%
20261005 $4.38 $1.65 31.3% 44%
20261002 $3.15 $3.15 29.9% 36%
20261001 $2.85 $2.85 31.9% 48%
20260930 $2.60 $2.60 30.4% 40%
20260929 $3.52 $3.52 30.9% 42%
20260928 $2.55 $2.55 28.9% 31%
20260925 $2.83 $2.83 25.8% 12%
20260924 $3.12 $3.12 26.3% 15%
20260923 $3.17 $3.17 26.8% 19%
20260922 $3.58 $3.58 30.9% 42%
20260921 $3.42 $3.42 27.8% 24%
20260918 $3.40 $2.65 25.1% 8%
20260917 $4.20 $3.42 30.2% 38%
20260916 $3.67 $2.45 23.8% 1%
20260915 $4.20 $3.08 25.0% 8%
20260914 $4.32 $2.77 25.5% 11%
20260911 $3.45 $2.85 27.0% 20%
20260910 $4.12 $2.88 28.4% 28%
20260909 $3.47 $1.88 26.6% 17%
20260908 $3.92 $2.22 27.5% 23%
20260904 $3.22 $2.65 26.5% 16%
20260903 $4.35 $2.50 30.1% 38%
20260902 $1.90 $1.90 24.6% 6%
20260901 $2.10 $2.10 28.9% 29%
20260831 $1.85 $1.85 29.0% 30%
20260828 $2.60 $2.60 27.1% 18%
20260827 $2.45 $2.45 26.9% 17%
20260826 $2.67 $2.67 29.2% 26%
20260825 $2.85 $2.85 28.3% 19%
20260824 $3.03 $3.03 31.5% 32%
20260821 $2.85 $1.90 26.2% 10%
20260820 $3.10 $1.68 30.5% 28%
20260819 $3.42 $1.75 30.1% 27%
20260818 $3.92 $2.30 26.1% 10%
20260817 $3.83 $2.62 31.2% 31%
20260814 $4.07 $2.80 26.6% 12%
20260813 $3.90 $3.12 30.3% 28%
20260812 $4.08 $2.62 25.9% 9%
20260811 $4.58 $3.00 27.7% 17%
20260810 $3.17 $2.45 27.6% 16%
20260807 — — 28.4% 19%
20260806 $2.92 $1.62 26.4% 11%
20260805 $3.00 $3.00 27.5% 16%
20260804 $2.48 $2.48 26.3% 11%
20260803 $3.90 $3.90 26.9% 13%
20260731 $3.15 $3.15 30.9% 30%
20260730 $3.32 $3.32 26.3% 11%

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.