TRV · Expected Move
The Travelers Companies, Inc.
The expected move for TRV 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).
TRV straddle price & implied vol
60 sessionsBars: 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 TRV Expected Move
30-Day Straddle
$25.00
7-Day Straddle
$13.20
30-Day ATM IV
25.6%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to TRV'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.
TRV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $25.00 | $13.20 | 25.6% | 82% |
| 20261008 | $25.30 | $14.30 | 25.9% | 85% |
| 20261007 | $24.45 | $13.90 | 25.3% | 76% |
| 20261006 | $24.50 | $14.90 | 25.3% | 77% |
| 20261005 | $24.85 | $13.75 | 24.9% | 71% |
| 20261002 | $16.25 | $16.25 | 25.9% | 86% |
| 20261001 | $17.45 | $17.45 | 26.3% | 91% |
| 20260930 | $17.60 | $17.60 | 26.2% | 89% |
| 20260929 | $17.60 | $17.60 | 25.4% | 79% |
| 20260928 | $18.55 | $18.55 | 25.9% | 86% |
| 20260925 | $18.15 | $18.15 | 25.0% | 73% |
| 20260924 | $20.05 | $20.05 | 26.9% | 100% |
| 20260923 | $19.35 | $19.35 | 26.3% | 99% |
| 20260922 | $19.90 | $19.90 | 25.8% | 91% |
| 20260921 | $20.40 | $20.40 | 25.8% | 91% |
| 20260918 | $21.65 | $5.78 | 25.2% | 81% |
| 20260917 | $21.10 | $3.72 | 24.8% | 75% |
| 20260916 | $22.50 | $5.85 | 25.8% | 91% |
| 20260915 | $23.30 | $7.30 | 26.3% | 99% |
| 20260914 | $22.30 | $8.80 | 25.1% | 79% |
| 20260911 | $21.60 | $9.78 | 22.8% | 43% |
| 20260910 | $22.65 | $9.15 | 24.4% | 69% |
| 20260909 | $22.90 | $10.47 | 24.0% | 62% |
| 20260908 | $22.80 | $11.68 | 23.8% | 60% |
| 20260904 | $22.80 | $11.55 | 22.3% | 35% |
| 20260903 | $24.25 | $13.60 | 22.6% | 40% |
| 20260902 | $12.90 | $12.90 | 22.3% | 35% |
| 20260901 | $13.90 | $13.90 | 22.5% | 38% |
| 20260831 | $13.85 | $13.85 | 22.7% | 41% |
| 20260828 | $14.55 | $14.55 | 22.5% | 39% |
| 20260827 | $14.65 | $14.65 | 21.8% | 26% |
| 20260826 | $15.90 | $15.90 | 22.5% | 39% |
| 20260825 | $16.10 | $16.10 | 22.4% | 36% |
| 20260824 | $15.90 | $15.90 | 21.3% | 20% |
| 20260821 | $16.75 | $4.18 | 20.7% | 10% |
| 20260820 | $17.95 | $6.90 | 20.7% | 10% |
| 20260819 | $17.75 | $5.60 | 21.1% | 13% |
| 20260818 | $17.65 | $7.15 | 20.5% | 6% |
| 20260817 | $18.60 | $8.45 | 20.4% | 4% |
| 20260814 | $18.50 | $9.07 | 20.3% | 3% |
| 20260813 | $20.65 | $10.25 | 22.4% | 28% |
| 20260812 | $18.65 | $10.40 | 20.1% | 0% |
| 20260811 | $23.45 | $11.65 | 23.1% | 33% |
| 20260810 | $23.70 | $12.40 | 23.7% | 38% |
| 20260807 | — | — | 21.6% | 13% |
| 20260806 | $24.20 | $15.05 | 22.6% | 22% |
| 20260805 | $14.75 | $14.75 | 22.9% | 25% |
| 20260804 | $16.10 | $16.10 | 24.0% | 35% |
| 20260803 | $15.95 | $15.95 | 22.3% | 20% |
| 20260731 | $16.45 | $16.45 | 21.7% | 14% |
| 20260730 | $18.70 | $18.70 | 23.7% | 32% |
| 20260729 | $17.15 | $17.15 | 22.4% | 21% |
| 20260728 | $18.75 | $18.75 | 22.9% | 25% |
| 20260727 | $18.70 | $18.70 | 23.2% | 28% |
| 20260724 | $18.65 | $18.65 | 21.9% | 16% |
| 20260723 | $19.05 | $19.05 | 22.3% | 20% |
| 20260722 | $19.25 | $19.25 | 22.2% | 19% |
| 20260721 | $18.90 | $18.90 | 22.1% | 17% |
| 20260720 | $20.30 | $20.30 | 23.3% | 29% |
| 20260716 | $20.55 | $10.35 | 24.1% | 36% |
More on TRV
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.