TSLX · Expected Move
Sixth Street Specialty Lending, Inc.
The expected move for TSLX 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).
TSLX 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 TSLX Expected Move
30-Day Straddle
$1.15
7-Day Straddle
$0.50
30-Day ATM IV
26.9%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to TSLX'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.
TSLX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $1.15 | $0.50 | 26.9% | 7% |
| 20261112 | $1.35 | $0.42 | 30.5% | 18% |
| 20261111 | $1.30 | $0.68 | 30.0% | 16% |
| 20261110 | $1.33 | $0.62 | 29.6% | 15% |
| 20261109 | $1.45 | $0.77 | 32.5% | 24% |
| 20261106 | $1.43 | $0.83 | 29.5% | 15% |
| 20261105 | $1.55 | $0.88 | 33.1% | 26% |
| 20261104 | $1.12 | $1.12 | 27.7% | 9% |
| 20261103 | $1.05 | $1.05 | 47.9% | 70% |
| 20261102 | $1.20 | $1.20 | 32.4% | 24% |
| 20261030 | $0.98 | $0.98 | 27.8% | 10% |
| 20261029 | $0.90 | $0.90 | 29.2% | 14% |
| 20261028 | $1.02 | $1.02 | 40.7% | 49% |
| 20261027 | $1.07 | $1.07 | 30.0% | 16% |
| 20261026 | $1.23 | $1.23 | 39.5% | 45% |
| 20261023 | $1.30 | $1.30 | 35.4% | 33% |
| 20261022 | $1.20 | $1.20 | 31.5% | 21% |
| 20261021 | $1.30 | $1.30 | 34.0% | 28% |
| 20261020 | $1.20 | $1.20 | 27.3% | 7% |
| 20261019 | $1.18 | $1.18 | 32.7% | 21% |
| 20261016 | $1.55 | $1.00 | 34.2% | 25% |
| 20261015 | $1.57 | $0.75 | 36.2% | 30% |
| 20261014 | $1.42 | $1.23 | 33.4% | 23% |
| 20261013 | $1.40 | $0.53 | 36.0% | 29% |
| 20261012 | $1.25 | $0.55 | 29.8% | 13% |
| 20261009 | $1.65 | $0.57 | 36.5% | 30% |
| 20261008 | $1.33 | $1.02 | 29.1% | 12% |
| 20261007 | $1.73 | $1.15 | 36.5% | 30% |
| 20261006 | $1.57 | $0.70 | 33.4% | 23% |
| 20261005 | $1.40 | $0.70 | 29.0% | 11% |
| 20261002 | $1.20 | $1.20 | 35.0% | 27% |
| 20261001 | $1.30 | $1.30 | 35.2% | 27% |
| 20260930 | $1.23 | $1.23 | 30.6% | 15% |
| 20260929 | $1.10 | $1.10 | 32.4% | 20% |
| 20260928 | $0.95 | $0.95 | 41.6% | 44% |
| 20260925 | $0.85 | $0.85 | 46.4% | 56% |
| 20260924 | $1.17 | $1.17 | 31.0% | 16% |
| 20260923 | $1.50 | $1.50 | 40.5% | 41% |
| 20260922 | $1.42 | $1.42 | 26.7% | 5% |
| 20260921 | $1.52 | $1.52 | 41.3% | 43% |
| 20260918 | $2.12 | $0.70 | 57.7% | 85% |
| 20260917 | $2.08 | $0.80 | 52.4% | 71% |
| 20260916 | $1.25 | $1.07 | 32.1% | 19% |
| 20260915 | $1.07 | $0.62 | 29.0% | 11% |
| 20260914 | $1.38 | $1.20 | 36.3% | 30% |
| 20260911 | $1.12 | $0.68 | 30.5% | 15% |
| 20260910 | $1.25 | $1.02 | 30.7% | 16% |
| 20260909 | $1.30 | $0.78 | 31.5% | 18% |
| 20260908 | $1.30 | $0.70 | 33.8% | 23% |
| 20260904 | $1.27 | $1.07 | 33.3% | 22% |
| 20260903 | $2.05 | $1.23 | 40.0% | 39% |
| 20260902 | $1.00 | $1.00 | 27.6% | 8% |
| 20260901 | $1.50 | $1.50 | 31.7% | 18% |
| 20260831 | $2.15 | $2.15 | 36.6% | 31% |
| 20260828 | $1.70 | $1.70 | 29.4% | 12% |
| 20260827 | $1.90 | $1.90 | 40.9% | 42% |
| 20260826 | $1.70 | $1.70 | 39.8% | 39% |
| 20260825 | $2.32 | $2.32 | 42.8% | 47% |
| 20260824 | $2.07 | $2.07 | 38.5% | 36% |
| 20260821 | $1.93 | $3.33 | 34.4% | 25% |
More on TSLX
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.