TSMY · Expected Move
YieldMax TSM Option Income Strategy ETF · ETF
The expected move for TSMY 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).
TSMY 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 TSMY Expected Move
30-Day Straddle
$1.08
7-Day Straddle
$1.08
30-Day ATM IV
31.3%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to TSMY'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.
TSMY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.08 | $1.08 | 31.3% | 19% |
| 20261021 | $1.35 | $1.35 | — | — |
| 20261020 | $0.93 | $0.93 | 26.5% | 12% |
| 20261019 | $1.38 | $1.38 | 35.1% | 25% |
| 20261016 | $1.02 | $0.45 | 33.8% | 23% |
| 20261015 | $0.75 | $0.82 | 24.4% | 9% |
| 20261014 | $1.38 | $0.82 | 31.5% | 20% |
| 20261013 | $1.30 | $0.50 | 34.2% | 23% |
| 20261012 | $3.15 | $0.83 | 31.3% | 19% |
| 20260302 | $3.15 | $3.15 | 52.6% | 50% |
| 20260227 | $1.65 | $1.65 | 29.8% | 17% |
| 20260226 | $1.25 | $1.25 | 38.2% | 29% |
| 20260225 | $1.55 | $1.55 | 36.4% | 27% |
| 20260224 | $1.42 | $1.42 | 49.9% | 46% |
| 20260223 | $1.70 | $1.70 | 40.7% | 33% |
| 20260221 | $1.10 | $1.10 | — | — |
| 20260220 | $1.10 | $0.35 | 25.9% | 11% |
| 20260219 | $1.95 | $0.57 | 44.3% | 38% |
| 20260218 | $1.55 | $0.40 | 36.0% | 26% |
| 20260217 | $1.80 | $0.57 | 42.7% | 36% |
| 20260213 | $1.45 | $0.82 | 30.2% | 18% |
| 20260212 | $1.60 | $0.88 | 34.1% | 23% |
| 20260211 | $2.27 | $1.57 | 37.3% | 28% |
| 20260210 | $1.43 | $0.85 | 39.1% | 30% |
| 20260209 | $1.55 | $1.00 | 36.6% | 27% |
| 20260206 | $1.75 | $0.82 | 38.0% | 29% |
| 20260205 | $1.73 | $0.90 | 39.2% | 31% |
| 20260204 | $1.15 | $1.15 | 38.9% | 30% |
| 20260203 | $1.02 | $1.02 | 33.5% | 22% |
| 20260202 | $0.75 | $0.75 | 29.2% | 16% |
| 20260130 | $1.05 | $1.05 | 40.2% | 32% |
| 20260129 | $1.12 | $1.12 | 31.0% | 19% |
| 20260128 | $1.15 | $1.15 | 28.7% | 15% |
| 20260127 | $1.15 | $1.15 | 31.9% | 20% |
| 20260126 | $1.07 | $1.07 | 28.1% | 11% |
| 20260123 | $0.90 | $0.90 | 27.4% | 10% |
| 20260122 | $0.60 | $0.60 | 19.4% | 2% |
| 20260121 | $1.43 | $1.43 | 33.9% | 17% |
| 20260120 | $0.88 | $0.88 | 17.9% | 0% |
| 20260116 | $1.38 | $0.68 | 25.2% | 0% |
| 20260115 | $1.35 | $0.72 | 26.1% | 0% |
| 20260114 | $1.60 | $1.38 | 37.6% | 7% |
| 20260113 | $1.65 | $2.12 | 35.1% | 3% |
| 20260112 | $1.75 | $0.72 | 43.4% | 14% |
| 20260109 | $1.60 | $1.43 | 42.1% | 13% |
| 20260108 | $1.52 | $2.00 | 32.4% | 0% |
| 20260107 | $1.57 | $1.50 | 42.6% | 11% |
| 20260106 | $1.80 | $1.48 | 47.3% | 17% |
| 20260105 | $2.45 | $2.10 | 44.8% | 14% |
| 20260102 | $0.98 | $0.98 | 41.0% | 9% |
| 20251231 | $1.45 | $1.45 | 43.7% | 22% |
| 20251230 | $1.35 | $1.35 | 43.5% | 21% |
| 20251229 | $1.38 | $1.38 | 52.0% | 32% |
| 20251226 | $1.48 | $1.48 | 64.3% | 46% |
| 20251224 | $1.55 | $1.55 | 41.7% | 28% |
| 20251223 | $2.42 | $2.42 | 67.7% | 56% |
| 20251222 | $1.05 | $1.05 | 45.6% | 32% |
| 20251219 | $1.65 | $0.75 | 48.9% | 36% |
| 20251218 | $1.75 | $0.75 | 87.6% | 77% |
| 20251217 | $1.77 | $1.12 | 50.6% | 38% |
More on TSMY
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.