TUA · Expected Move
Simplify Short Term Treasury Futures Strategy ETF · ETF
The expected move for TUA 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).
TUA 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 TUA Expected Move
30-Day Straddle
$0.85
7-Day Straddle
$0.85
30-Day ATM IV
32.0%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to TUA'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.
TUA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.85 | $0.85 | 32.0% | 47% |
| 20261020 | $0.82 | $0.82 | 15.8% | 8% |
| 20261019 | $1.05 | $1.05 | 24.7% | 29% |
| 20261016 | $3.15 | $3.50 | 29.2% | 40% |
| 20261015 | $1.10 | $1.30 | 54.6% | 100% |
| 20261014 | $1.25 | $1.75 | 20.6% | 21% |
| 20261013 | $0.85 | $10.88 | 24.7% | 31% |
| 20261012 | $0.95 | $5.00 | 25.4% | 33% |
| 20261009 | $0.85 | $10.88 | 22.7% | 26% |
| 20261008 | $0.93 | $5.00 | 21.6% | 23% |
| 20261007 | $0.90 | $1.25 | 22.8% | 26% |
| 20261006 | $1.43 | $1.75 | 20.8% | 21% |
| 20261005 | $0.82 | $1.75 | 24.9% | 32% |
| 20261002 | $1.27 | $1.27 | 27.5% | 38% |
| 20261001 | $2.88 | $2.88 | 29.3% | 43% |
| 20260930 | $0.75 | $0.75 | 40.3% | 70% |
| 20260929 | $1.10 | $1.10 | 30.1% | 45% |
| 20260928 | $1.25 | $1.25 | 52.0% | 100% |
| 20260925 | $7.88 | $7.88 | 19.2% | 21% |
| 20260924 | $5.00 | $5.00 | 35.1% | 69% |
| 20260923 | $1.25 | $1.25 | 30.2% | 54% |
| 20260922 | $1.52 | $1.52 | 35.7% | 71% |
| 20260921 | $1.88 | $1.88 | 25.7% | 40% |
| 20260918 | $1.40 | $0.72 | 20.9% | 26% |
| 20260917 | $0.93 | $1.27 | 28.1% | 48% |
| 20260916 | $1.30 | $1.45 | — | — |
| 20260915 | $8.50 | $1.38 | — | — |
| 20260914 | $1.98 | $1.35 | 44.4% | 97% |
| 20260911 | $0.90 | $1.75 | 18.8% | 18% |
| 20260910 | $0.57 | $10.22 | 24.9% | 35% |
| 20260909 | $8.32 | $1.20 | 38.3% | 71% |
| 20260908 | $0.75 | $0.62 | 21.3% | 25% |
| 20260904 | $7.88 | $7.88 | 26.3% | 38% |
| 20260903 | $7.88 | $0.75 | 22.2% | 27% |
| 20260902 | $8.38 | $8.38 | 23.4% | 30% |
| 20260901 | $1.75 | $1.75 | 21.1% | 24% |
| 20260831 | $1.25 | $1.25 | 29.0% | 46% |
| 20260828 | $1.30 | $1.30 | 16.9% | 13% |
| 20260827 | $1.35 | $1.35 | 20.8% | 23% |
| 20260826 | $0.85 | $0.85 | 15.6% | 9% |
| 20260825 | $1.10 | $1.10 | 17.5% | 14% |
| 20260824 | $1.30 | $1.30 | 20.5% | 22% |
| 20260821 | $1.00 | $1.30 | 15.9% | 10% |
| 20260820 | $1.10 | $1.10 | 19.8% | 7% |
| 20260819 | $1.00 | $1.40 | 16.4% | 4% |
| 20260818 | $8.05 | $1.10 | — | — |
| 20260817 | $8.35 | $7.97 | 13.4% | 1% |
| 20260814 | $1.32 | $0.65 | 36.0% | 22% |
| 20260813 | $1.50 | $7.80 | 31.9% | 18% |
| 20260812 | $1.42 | $8.03 | — | — |
| 20260811 | $1.10 | $7.88 | 28.3% | 15% |
| 20260810 | $1.23 | $10.07 | 16.9% | 4% |
| 20260807 | — | — | 16.1% | 3% |
| 20260806 | $1.30 | $1.07 | 19.6% | 7% |
| 20260805 | $2.92 | $2.92 | 19.5% | 7% |
| 20260804 | $1.30 | $1.30 | 18.9% | 6% |
| 20260803 | $1.52 | $1.52 | 22.3% | 9% |
| 20260731 | $1.25 | $1.25 | 17.1% | 4% |
| 20260730 | $0.57 | $0.57 | 16.7% | 4% |
| 20260729 | $3.38 | $3.38 | 35.3% | 21% |
More on TUA
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.