TRNS · Expected Move

Transcat Inc

The expected move for TRNS 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).

TRNS 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 TRNS Expected Move
30-Day Straddle
$9.95
7-Day Straddle
$4.28
30-Day ATM IV
38.5%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to TRNS'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.
TRNS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261113 $9.95 $4.28 38.5% 25%
20261112 $10.30 $5.05 38.1% 23%
20261111 $10.25 $5.12 38.5% 25%
20261110 $10.95 $5.85 39.1% 27%
20261109 $11.05 $6.10 38.9% 26%
20261106 $10.28 $6.80 38.5% 25%
20261105 $11.65 $7.35 43.0% 42%
20261104 $7.82 $7.82 38.0% 23%
20261103 $10.25 $10.25 56.2% 94%
20261102 $10.30 $10.30 55.4% 91%
20261030 $10.20 $10.20 55.1% 90%
20261029 $10.30 $10.30 53.6% 83%
20261028 $10.25 $10.25 52.8% 81%
20261027 $10.45 $10.45 53.4% 83%
20261026 $10.10 $10.10 54.5% 87%
20261023 $10.30 $10.30 55.0% 89%
20261022 $10.30 $10.30 54.4% 87%
20261021 $10.20 $10.20 51.8% 77%
20261020 $10.30 $10.30 53.4% 83%
20261019 $10.10 $10.10 52.9% 81%
20261016 $10.60 $0.57 53.5% 83%
20261015 $10.75 $5.05 50.9% 73%
20261014 $11.15 $3.30 51.9% 77%
20261013 $11.50 $3.28 50.4% 71%
20261012 $11.30 $3.27 49.8% 69%
20261009 $11.70 $3.77 48.9% 65%
20261008 $11.90 $4.35 48.9% 65%
20261007 $12.25 $4.42 48.4% 63%
20261006 $12.45 $4.68 48.3% 63%
20261005 $12.70 $5.05 48.0% 62%
20261002 $5.45 $5.45 46.8% 44%
20261001 $5.97 $5.97 47.3% 46%
20260930 $5.47 $5.47 43.9% 35%
20260929 $5.95 $5.95 44.0% 36%
20260928 $6.00 $6.00 44.3% 37%
20260925 $6.45 $6.45 42.0% 30%
20260924 $6.53 $6.53 42.1% 30%
20260923 $6.90 $6.90 41.9% 29%
20260922 $7.38 $7.38 41.0% 27%
20260921 $6.38 $6.38 36.9% 15%
20260918 $6.15 $1.07 32.1% 0%
20260917 $6.92 $1.27 36.3% 9%
20260916 $6.75 $2.42 35.0% 5%
20260915 $6.88 $2.88 36.3% 9%
20260914 $7.40 $3.58 36.7% 10%
20260911 $7.55 $3.55 36.2% 9%
20260910 $7.65 $3.98 35.9% 8%
20260909 $7.72 $3.85 36.2% 9%
20260908 $8.00 $4.08 36.9% 11%
20260904 $8.15 $4.33 34.4% 3%
20260903 $8.05 $4.53 33.8% 1%
20260902 $4.28 $4.28 35.4% 6%
20260901 $4.90 $4.90 35.3% 6%
20260831 $5.20 $5.20 34.9% 5%
20260828 $5.45 $5.45 34.3% 3%
20260827 $5.90 $5.90 34.8% 4%
20260826 $6.20 $6.20 35.3% 6%
20260825 $6.70 $6.70 36.2% 9%
20260824 $6.95 $6.95 36.6% 10%
20260821 $6.75 $2.27 33.4% 0%

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.