TSQ · Expected Move
TOWNSQUARE MEDIA, INC.
The expected move for TSQ 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).
TSQ 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 TSQ Expected Move
30-Day Straddle
$1.00
7-Day Straddle
$1.12
30-Day ATM IV
241.7%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to TSQ'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.
TSQ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.00 | $1.12 | 241.7% | 32% |
| 20261106 | $1.00 | $0.75 | 647.8% | 100% |
| 20261105 | $0.62 | $0.62 | 203.9% | 66% |
| 20261104 | $0.68 | $0.68 | 280.1% | 100% |
| 20261103 | $2.20 | $2.20 | 159.9% | 67% |
| 20261102 | $1.38 | $1.38 | 109.5% | 35% |
| 20261030 | $1.27 | $1.27 | 171.2% | 74% |
| 20261029 | $2.20 | $2.20 | 135.1% | 51% |
| 20261028 | $1.55 | $1.55 | 203.1% | 94% |
| 20261027 | $1.45 | $1.45 | 212.8% | 100% |
| 20261026 | $1.85 | $1.85 | 164.6% | 100% |
| 20261023 | $1.35 | $1.35 | — | — |
| 20261022 | $1.12 | $1.12 | — | — |
| 20261021 | $1.57 | $1.57 | — | — |
| 20261020 | $2.85 | $2.85 | — | — |
| 20261019 | $1.50 | $1.50 | — | — |
| 20261016 | $1.40 | $2.38 | — | — |
| 20261015 | $1.30 | $1.40 | — | — |
| 20261014 | $1.15 | $2.92 | 92.6% | 46% |
| 20261013 | $1.18 | $0.85 | 97.9% | 53% |
| 20261012 | $1.32 | $0.88 | 96.5% | 51% |
| 20261009 | $1.12 | $0.93 | 92.1% | 46% |
| 20261008 | $1.25 | $0.60 | 93.1% | 47% |
| 20261007 | $1.20 | $0.57 | 89.1% | 42% |
| 20261006 | $1.28 | $0.93 | 100.2% | 56% |
| 20261005 | $1.25 | $0.80 | 92.1% | 46% |
| 20261002 | $0.73 | $0.73 | 86.2% | 39% |
| 20261001 | $0.85 | $0.85 | 89.5% | 43% |
| 20260930 | $0.78 | $0.78 | 63.7% | 11% |
| 20260929 | $0.80 | $0.80 | 90.4% | 44% |
| 20260928 | $0.60 | $0.60 | 70.0% | 19% |
| 20260925 | $0.75 | $0.75 | 78.9% | 30% |
| 20260924 | $0.93 | $0.93 | 69.1% | 18% |
| 20260923 | $0.93 | $0.93 | 69.1% | 18% |
| 20260922 | $0.80 | $0.80 | 74.9% | 25% |
| 20260921 | $0.97 | $0.97 | 70.9% | 11% |
| 20260918 | $0.82 | $0.50 | 64.0% | 6% |
| 20260917 | $0.75 | $0.40 | 71.3% | 11% |
| 20260916 | $1.00 | $0.57 | 66.5% | 8% |
| 20260915 | $1.05 | $0.75 | 73.3% | 12% |
| 20260914 | $0.82 | $0.75 | 67.5% | 8% |
| 20260911 | $0.70 | $0.78 | 65.2% | 7% |
| 20260910 | $1.20 | $1.00 | 75.4% | 14% |
| 20260909 | $1.15 | $1.00 | 87.1% | 21% |
| 20260908 | $1.12 | $1.10 | 88.4% | 22% |
| 20260904 | $1.43 | $1.15 | 91.0% | 24% |
| 20260903 | $1.12 | $1.23 | 62.2% | 5% |
| 20260902 | $1.00 | $1.00 | 88.2% | 22% |
| 20260901 | $1.27 | $1.27 | 91.9% | 24% |
| 20260831 | $1.32 | $1.32 | 85.4% | 20% |
| 20260828 | $1.25 | $1.25 | 80.8% | 17% |
| 20260827 | $1.35 | $1.35 | 81.7% | 18% |
| 20260826 | $1.47 | $1.47 | 93.5% | 25% |
| 20260825 | $1.32 | $1.32 | 89.2% | 22% |
| 20260824 | $1.55 | $1.55 | 92.7% | 25% |
| 20260821 | $1.30 | $0.75 | 93.1% | 25% |
| 20260820 | $1.35 | $0.83 | 88.5% | 22% |
| 20260819 | $1.30 | $0.80 | 82.3% | 18% |
| 20260818 | $3.33 | $0.95 | — | — |
| 20260817 | $1.32 | $1.02 | 74.4% | 13% |
More on TSQ
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.