TRP · Expected Move

TC Energy Corporation

The expected move for TRP 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).

TRP 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 TRP Expected Move
30-Day Straddle
$3.48
7-Day Straddle
$1.75
30-Day ATM IV
23.0%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to TRP'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.
TRP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $3.48 $1.75 23.0% 21%
20261015 $3.42 $0.98 22.9% 20%
20261014 $3.62 $1.32 21.6% 12%
20261013 $3.78 $2.00 23.5% 24%
20261012 $3.60 $1.30 22.0% 15%
20261009 $3.60 $1.45 22.2% 16%
20261008 $3.58 $1.88 22.4% 17%
20261007 $4.03 $2.20 24.5% 30%
20261006 $3.70 $1.95 31.8% 76%
20261005 $3.77 $1.95 22.4% 17%
20261002 $2.42 $2.42 21.8% 13%
20261001 $2.35 $2.35 23.2% 22%
20260930 $2.55 $2.55 25.6% 37%
20260929 $2.52 $2.52 23.4% 23%
20260928 $2.50 $2.50 23.0% 21%
20260925 $2.72 $2.72 23.6% 24%
20260924 $2.55 $2.55 22.4% 17%
20260923 $2.75 $2.75 23.0% 22%
20260922 $2.85 $2.85 23.5% 25%
20260921 $2.60 $2.60 21.4% 12%
20260918 $3.80 $1.77 26.2% 42%
20260917 $2.92 $1.62 20.5% 7%
20260916 $3.35 $1.85 21.5% 12%
20260915 $3.48 $1.82 23.3% 24%
20260914 $3.45 $1.98 22.8% 21%
20260911 $3.80 $1.67 23.6% 25%
20260910 $3.17 $1.65 22.2% 17%
20260909 $4.17 $1.85 25.7% 39%
20260908 $3.80 $1.95 23.9% 27%
20260904 $3.85 $1.98 22.2% 17%
20260903 $3.88 $2.30 22.2% 17%
20260902 $2.20 $2.20 23.2% 23%
20260901 $2.00 $2.00 22.6% 20%
20260831 $2.00 $2.00 21.1% 11%
20260828 $2.35 $2.35 21.9% 15%
20260827 $2.55 $2.55 22.9% 22%
20260826 $2.90 $2.90 22.1% 16%
20260825 $2.88 $2.88 21.9% 15%
20260824 $2.90 $2.90 22.1% 17%
20260821 $2.65 $1.40 20.7% 8%
20260820 $2.90 $0.93 20.5% 6%
20260819 $2.85 $1.82 20.1% 4%
20260818 $3.30 $1.55 35.7% 100%
20260817 $3.12 $1.70 19.7% 3%
20260814 $3.45 $2.20 21.2% 24%
20260813 $3.85 $1.55 22.2% 36%
20260812 $3.73 $1.82 21.6% 28%
20260811 $3.72 $2.48 21.4% 26%
20260810 $3.30 $2.05 19.8% 6%
20260807 — — 25.9% 86%
20260806 $4.40 $2.88 25.8% 84%
20260805 $2.58 $2.58 23.0% 47%
20260804 $2.85 $2.85 21.7% 30%
20260803 $2.88 $2.88 24.0% 60%
20260731 $2.73 $2.73 21.3% 25%
20260730 $2.95 $2.95 23.0% 47%
20260729 $3.42 $3.42 24.7% 70%
20260728 $3.15 $3.15 23.9% 58%
20260727 $4.05 $4.05 25.3% 78%
20260724 $3.12 $3.12 22.3% 38%

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.