TRV · Iron Condor Setups

The Travelers Companies, Inc.

Iron condor opportunities for TRV based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.

TRV IV rank history

30 sessions

IV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).

Current Iron Condor Setup for TRV
Score
4.18
Breach Rate
35.7%
202 of 566 observations
Avg Straddle
$14.40
6.8% of price
IV Rank
82%
IV Premium
1.23x
IV ÷ Realized Vol
Beta vs SPY
-0.11
P/C Vol
0.38
Current Price
$368.75
Score formula: (1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty. Higher is better. TRV is ranked against all other tracked symbols by score; see the full Iron Condor Screener for the leaderboard.
TRV IV Rank — Last 30 Days
DateIV Rank
2026100982%
2026100885%
2026100776%
2026100677%
2026100571%
2026100286%
2026100191%
2026093089%
2026092979%
2026092886%
2026092573%
20260924100%
2026092399%
2026092291%
2026092191%
2026091881%
2026091775%
2026091691%
2026091599%
2026091479%
2026091143%
2026091069%
2026090962%
2026090860%
2026090435%
2026090340%
2026090235%
2026090138%
2026083141%
2026082839%

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.