TSAT · Expected Move
Telesat Corporation Class A Common Shares and Class B Variable Voting Shares
The expected move for TSAT 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).
TSAT 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 TSAT Expected Move
30-Day Straddle
$13.10
7-Day Straddle
$6.40
30-Day ATM IV
108.7%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to TSAT'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.
TSAT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $13.10 | $6.40 | 108.7% | 75% |
| 20261106 | $12.55 | $6.88 | 106.4% | 71% |
| 20261105 | $11.95 | $6.47 | 111.6% | 80% |
| 20261104 | $6.72 | $6.72 | 110.9% | 79% |
| 20261103 | $7.15 | $7.15 | 110.1% | 77% |
| 20261102 | $7.90 | $7.90 | 117.5% | 90% |
| 20261030 | $8.40 | $8.40 | 111.7% | 80% |
| 20261029 | $8.57 | $8.57 | 105.0% | 69% |
| 20261028 | $11.65 | $11.65 | 123.0% | 99% |
| 20261027 | $11.70 | $11.70 | 115.2% | 86% |
| 20261026 | $11.75 | $11.75 | 123.7% | 100% |
| 20261023 | $11.40 | $11.40 | 118.0% | 100% |
| 20261022 | $10.75 | $10.75 | 117.9% | 100% |
| 20261021 | $9.05 | $9.05 | 96.0% | 99% |
| 20261020 | $9.20 | $9.20 | 96.1% | 100% |
| 20261019 | $8.70 | $8.70 | 82.7% | 61% |
| 20261016 | $8.05 | $0.62 | 73.0% | 29% |
| 20261015 | $9.00 | $2.52 | 77.1% | 43% |
| 20261014 | $9.05 | $2.38 | 79.0% | 49% |
| 20261013 | $9.10 | $3.00 | 77.9% | 45% |
| 20261012 | $8.60 | $3.15 | 73.5% | 31% |
| 20261009 | $8.47 | $3.58 | 68.6% | 15% |
| 20261008 | $9.55 | $4.00 | 77.8% | 45% |
| 20261007 | $10.00 | $5.35 | 79.3% | 50% |
| 20261006 | $11.60 | $5.53 | 78.0% | 45% |
| 20261005 | $10.10 | $4.47 | 75.5% | 37% |
| 20261002 | $5.53 | $5.53 | 74.5% | 34% |
| 20261001 | $5.42 | $5.42 | 77.6% | 44% |
| 20260930 | $5.15 | $5.15 | 72.8% | 28% |
| 20260929 | $5.53 | $5.53 | 76.3% | 40% |
| 20260928 | $7.28 | $7.28 | 82.4% | 60% |
| 20260925 | $6.22 | $6.22 | 70.7% | 22% |
| 20260924 | $7.45 | $7.45 | 75.5% | 37% |
| 20260923 | $6.70 | $6.70 | 72.4% | 27% |
| 20260922 | $7.35 | $7.35 | 72.7% | 28% |
| 20260921 | $7.57 | $7.57 | 73.3% | 30% |
| 20260918 | $7.12 | $1.70 | 64.3% | 0% |
| 20260917 | $7.30 | $2.80 | 64.2% | 0% |
| 20260916 | $8.25 | $3.90 | 71.4% | 10% |
| 20260915 | $8.38 | $3.42 | 71.3% | 9% |
| 20260914 | $8.65 | $3.67 | 72.7% | 15% |
| 20260911 | $8.70 | $4.42 | 71.4% | 10% |
| 20260910 | $8.93 | $4.20 | 75.3% | 25% |
| 20260909 | $8.55 | $5.30 | 72.8% | 15% |
| 20260908 | $8.50 | $5.30 | 71.8% | 11% |
| 20260904 | $9.05 | $4.67 | 73.4% | 17% |
| 20260903 | $8.85 | $5.45 | 73.9% | 19% |
| 20260902 | $5.92 | $5.92 | 73.5% | 18% |
| 20260901 | $6.10 | $6.10 | 72.2% | 13% |
| 20260831 | $5.80 | $5.80 | 78.2% | 36% |
| 20260828 | $5.28 | $5.28 | 69.5% | 2% |
| 20260827 | $5.88 | $5.88 | 71.5% | 10% |
| 20260826 | $5.80 | $5.80 | 70.6% | 6% |
| 20260825 | $6.20 | $6.20 | 70.0% | 4% |
| 20260824 | $5.75 | $5.75 | 69.2% | 1% |
| 20260821 | $6.85 | $1.30 | 70.5% | 6% |
| 20260820 | $7.40 | $2.15 | 73.7% | 19% |
| 20260819 | $7.03 | $3.05 | 68.9% | 0% |
| 20260818 | $6.92 | $3.75 | 70.2% | 0% |
| 20260817 | $9.57 | $4.22 | 79.8% | 36% |
More on TSAT
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.