TRV (The Travelers Companies, Inc.)
Expected Move & Straddle Price History
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).
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 TRV Expected Move
30-Day Straddle
$15.90
7-Day Straddle
$15.90
Avg IV
0.4%
IV Rank
23%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260826 | $15.90 | $15.90 | 0.4% | 23% |
| 20260825 | $16.10 | $16.10 | 0.4% | 20% |
| 20260824 | $15.90 | $15.90 | 0.4% | 22% |
| 20260821 | $16.75 | $4.18 | 0.4% | 18% |
| 20260820 | $17.95 | $6.90 | 0.4% | 20% |
| 20260819 | $17.75 | $5.60 | 0.4% | 6% |
| 20260818 | $17.65 | $7.15 | 0.4% | 5% |
| 20260817 | $18.60 | $8.45 | 0.4% | 12% |
| 20260814 | $18.50 | $9.07 | 0.4% | 12% |
| 20260813 | $20.65 | $10.25 | 0.4% | 15% |
| 20260812 | $18.65 | $10.40 | 0.4% | 4% |
| 20260811 | $23.45 | $11.65 | 0.4% | 15% |
| 20260810 | $23.70 | $12.40 | 0.4% | 7% |
| 20260806 | $24.20 | $15.05 | 0.4% | 0% |
| 20260805 | $14.75 | $14.75 | 0.7% | 64% |
| 20260804 | $16.10 | $16.10 | 0.7% | 64% |
| 20260803 | $15.95 | $15.95 | 0.6% | 52% |
| 20260731 | $16.45 | $16.45 | 0.6% | 43% |
| 20260730 | $18.70 | $18.70 | 0.6% | 36% |
| 20260729 | $17.15 | $17.15 | 0.5% | 31% |
| 20260728 | $18.75 | $18.75 | 0.6% | 48% |
| 20260727 | $18.70 | $18.70 | 0.6% | 41% |
| 20260724 | $18.65 | $18.65 | 0.6% | 36% |
| 20260723 | $19.05 | $19.05 | 0.5% | 27% |
| 20260722 | $19.25 | $19.25 | 0.5% | 27% |
| 20260721 | $18.90 | $18.90 | 0.5% | 19% |
| 20260720 | $20.30 | $20.30 | 0.5% | 24% |
| 20260716 | $20.55 | $10.35 | 0.4% | 11% |
| 20260715 | $20.50 | $9.90 | 0.4% | 6% |
| 20260714 | $20.75 | $11.15 | 0.4% | 11% |
| 20260713 | $21.45 | $11.50 | 0.4% | 7% |
| 20260710 | $21.20 | $11.40 | 0.4% | 1% |
| 20260709 | $21.80 | $13.90 | 0.4% | 0% |
| 20260708 | $21.90 | $15.05 | 0.4% | 4% |
| 20260707 | $22.70 | $14.10 | 0.4% | 0% |
| 20260706 | $22.15 | $13.85 | 0.4% | 1% |
| 20260702 | $14.80 | $14.80 | 0.6% | 43% |
| 20260701 | $15.25 | $15.25 | 0.6% | 44% |
| 20260630 | $13.65 | $13.65 | 0.7% | 62% |
| 20260629 | $14.70 | $14.70 | 0.5% | 31% |
| 20260626 | $14.65 | $14.65 | 0.5% | 19% |
| 20260625 | $15.30 | $15.30 | 0.6% | 32% |
| 20260624 | $15.95 | $15.95 | 0.6% | 35% |
| 20260623 | $16.35 | $16.35 | 0.6% | 39% |
| 20260622 | $16.60 | $16.60 | 0.6% | 35% |
| 20260618 | $16.95 | $3.38 | 0.5% | 20% |
| 20260617 | $16.50 | $4.88 | 0.5% | 20% |
| 20260616 | $17.40 | $5.00 | 0.5% | 22% |
| 20260615 | $18.85 | $5.72 | 0.5% | 24% |
| 20260613 | $20.35 | $7.97 | 0.5% | 25% |
| 20260612 | $19.00 | $6.77 | 0.5% | 14% |
| 20260611 | $18.55 | $9.03 | 0.4% | 7% |
| 20260610 | $21.35 | $8.85 | 0.5% | 15% |
| 20260609 | $19.20 | $9.20 | 0.4% | 7% |
| 20260608 | $20.20 | $10.18 | 0.4% | 5% |
| 20260605 | $19.50 | $10.40 | 0.4% | 1% |
| 20260604 | $20.70 | $11.90 | 0.4% | 0% |
| 20260603 | $20.00 | $10.95 | 0.4% | 3% |
| 20260602 | $11.90 | $11.90 | 0.6% | 42% |
| 20260601 | $11.85 | $11.85 | 0.5% | 25% |