TS · Expected Move
Tenaris S. A.
The expected move for TS 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).
TS 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 TS Expected Move
30-Day Straddle
$5.30
7-Day Straddle
$2.05
30-Day ATM IV
35.5%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to TS'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.
TS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.30 | $2.05 | 35.5% | 67% |
| 20261015 | $5.00 | $1.10 | 35.2% | 65% |
| 20261014 | $4.92 | $1.45 | 33.8% | 55% |
| 20261013 | $5.90 | $1.85 | 36.1% | 71% |
| 20261012 | $5.40 | $1.85 | 34.6% | 61% |
| 20261009 | $5.15 | $2.58 | 34.1% | 57% |
| 20261008 | $5.57 | $2.65 | 34.6% | 61% |
| 20261007 | $5.62 | $2.72 | 36.4% | 74% |
| 20261006 | $5.57 | $2.55 | 34.8% | 62% |
| 20261005 | $6.15 | $2.35 | 34.2% | 58% |
| 20261002 | $2.38 | $2.38 | 31.7% | 40% |
| 20261001 | $2.65 | $2.65 | 31.4% | 38% |
| 20260930 | $2.75 | $2.75 | 33.3% | 51% |
| 20260929 | $3.38 | $3.38 | 35.4% | 67% |
| 20260928 | $3.20 | $3.20 | 32.6% | 46% |
| 20260925 | $3.35 | $3.35 | 31.8% | 41% |
| 20260924 | $3.58 | $3.58 | 30.2% | 29% |
| 20260923 | $3.65 | $3.65 | 33.3% | 52% |
| 20260922 | $3.98 | $3.98 | 34.7% | 62% |
| 20260921 | $3.65 | $3.65 | 32.0% | 42% |
| 20260918 | $4.03 | $1.28 | 31.0% | 35% |
| 20260917 | $4.03 | $1.30 | 31.0% | 35% |
| 20260916 | $3.83 | $2.20 | 29.9% | 27% |
| 20260915 | $4.38 | $1.98 | 31.5% | 38% |
| 20260914 | $4.22 | $2.08 | 32.4% | 45% |
| 20260911 | $4.20 | $1.92 | 29.8% | 26% |
| 20260910 | $4.15 | $2.15 | 29.6% | 25% |
| 20260909 | $4.47 | $2.30 | 30.8% | 33% |
| 20260908 | $4.53 | $2.60 | 31.1% | 35% |
| 20260904 | $4.57 | $2.82 | 29.8% | 26% |
| 20260903 | $4.62 | $2.73 | 29.7% | 26% |
| 20260902 | $2.77 | $2.77 | 28.8% | 19% |
| 20260901 | $2.95 | $2.95 | 28.9% | 20% |
| 20260831 | $2.30 | $2.30 | 27.4% | 9% |
| 20260828 | $3.05 | $3.05 | 27.8% | 12% |
| 20260827 | $2.85 | $2.85 | 27.9% | 12% |
| 20260826 | $3.08 | $3.08 | 27.6% | 11% |
| 20260825 | $2.85 | $2.85 | 27.7% | 11% |
| 20260824 | $3.50 | $3.50 | 29.9% | 27% |
| 20260821 | $3.12 | $0.22 | 27.3% | 8% |
| 20260820 | $3.53 | $1.45 | 29.6% | 25% |
| 20260819 | $3.10 | $1.25 | — | — |
| 20260818 | $3.30 | $1.68 | 26.7% | 4% |
| 20260817 | $4.05 | $1.73 | 30.1% | 29% |
| 20260814 | $3.60 | $2.67 | 28.7% | 18% |
| 20260813 | $3.35 | $2.05 | 26.2% | 0% |
| 20260812 | $3.80 | $2.48 | 28.8% | 15% |
| 20260811 | $4.10 | $2.67 | 30.0% | 25% |
| 20260810 | $4.65 | $3.38 | 31.9% | 39% |
| 20260807 | — | — | 30.1% | 25% |
| 20260806 | $4.95 | $3.35 | 33.5% | 51% |
| 20260805 | $4.32 | $4.32 | 38.9% | 91% |
| 20260804 | $4.30 | $4.30 | 39.8% | 98% |
| 20260803 | $3.80 | $3.80 | 36.2% | 71% |
| 20260731 | $4.12 | $4.12 | 36.1% | 70% |
| 20260730 | $4.20 | $4.20 | 35.1% | 63% |
| 20260729 | $4.75 | $4.75 | 36.9% | 76% |
| 20260728 | $4.03 | $4.03 | 35.0% | 62% |
| 20260727 | $5.05 | $5.05 | 40.0% | 100% |
| 20260724 | $4.60 | $4.60 | 35.7% | 68% |
More on TS
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.