TSYW · Expected Move
Roundhill Treasury Bond WeeklyPay ETF · ETF
The expected move for TSYW 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).
TSYW 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 TSYW Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$1.50
30-Day ATM IV
15.9%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to TSYW'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.
TSYW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.08 | $1.50 | 15.9% | 8% |
| 20261008 | $10.00 | $1.52 | 60.0% | 61% |
| 20261007 | $2.33 | $1.60 | 16.8% | 9% |
| 20261006 | $2.25 | $1.57 | 17.1% | 9% |
| 20261005 | $2.33 | $1.73 | 17.5% | 10% |
| 20261002 | $1.65 | $1.65 | 15.7% | 7% |
| 20261001 | $1.67 | $1.67 | 46.4% | 45% |
| 20260930 | $1.83 | $1.83 | 19.4% | 12% |
| 20260929 | $1.88 | $1.88 | 26.6% | 21% |
| 20260928 | $1.85 | $1.85 | 18.8% | 11% |
| 20260925 | $1.85 | $1.85 | 50.7% | 50% |
| 20260924 | $1.73 | $1.73 | 14.0% | 5% |
| 20260923 | $1.62 | $1.62 | 18.9% | 11% |
| 20260922 | $1.82 | $1.82 | 28.1% | 22% |
| 20260921 | $1.82 | $1.82 | 12.6% | 4% |
| 20260918 | $1.77 | $5.30 | 11.7% | 3% |
| 20260917 | $1.85 | $1.50 | 12.3% | 3% |
| 20260916 | $1.80 | $1.43 | 12.7% | 4% |
| 20260915 | $1.93 | $1.50 | 12.7% | 4% |
| 20260914 | $1.80 | $0.90 | 12.2% | 3% |
| 20260911 | $1.88 | $5.83 | 15.5% | 7% |
| 20260910 | $1.92 | $1.02 | 12.3% | 3% |
| 20260909 | $1.92 | $1.50 | 11.2% | 2% |
| 20260908 | $1.90 | $1.48 | 11.2% | 2% |
| 20260904 | $2.05 | $1.55 | 45.5% | 44% |
| 20260903 | $2.05 | $1.62 | 11.0% | 2% |
| 20260902 | $1.68 | $1.68 | 42.0% | 39% |
| 20260901 | $1.65 | $1.65 | 11.0% | 2% |
| 20260831 | $1.67 | $1.67 | 10.9% | 2% |
| 20260828 | $1.73 | $1.73 | 12.7% | 4% |
| 20260827 | $1.83 | $1.83 | 21.7% | 15% |
| 20260826 | $1.83 | $1.83 | 12.6% | 4% |
| 20260825 | $1.80 | $1.80 | 12.6% | 4% |
| 20260824 | $1.80 | $1.80 | 16.3% | 8% |
| 20260821 | $1.80 | $5.72 | 91.8% | 100% |
| 20260820 | $1.95 | $1.55 | 16.3% | 9% |
| 20260819 | $1.88 | $1.52 | 28.3% | 24% |
| 20260818 | $1.88 | $1.43 | 10.7% | 1% |
| 20260817 | $1.90 | $1.48 | 10.6% | 1% |
| 20260814 | $1.90 | $1.50 | 10.7% | 1% |
| 20260813 | $1.95 | $1.55 | 58.4% | 62% |
| 20260812 | $2.00 | $1.65 | 11.4% | 2% |
| 20260811 | $2.02 | $1.62 | 11.4% | 2% |
| 20260810 | $2.25 | $1.77 | 11.8% | 3% |
| 20260807 | — | — | 39.1% | 38% |
| 20260806 | $2.40 | $10.00 | 11.6% | 2% |
| 20260805 | $1.85 | $1.85 | 11.3% | 2% |
| 20260804 | $1.88 | $1.88 | 31.9% | 29% |
| 20260803 | $1.98 | $1.98 | 18.3% | 11% |
| 20260731 | $1.97 | $1.97 | 11.9% | 3% |
| 20260730 | $2.02 | $2.02 | 13.2% | 5% |
| 20260729 | $1.83 | $1.83 | 15.1% | 7% |
| 20260728 | $2.00 | $2.00 | 21.0% | 15% |
| 20260727 | $2.02 | $2.02 | 23.9% | 18% |
| 20260724 | $2.05 | $2.05 | 19.5% | 13% |
| 20260723 | $2.08 | $2.08 | 15.5% | 7% |
| 20260722 | $2.12 | $2.12 | 87.7% | 100% |
| 20260721 | $2.08 | $2.08 | 10.7% | 1% |
| 20260720 | $2.10 | $2.10 | 14.9% | 7% |
| 20260716 | $6.25 | $1.48 | 11.4% | 2% |
More on TSYW
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.