TW · Expected Move

Tradeweb Markets Inc. Class A Common Stock

The expected move for TW 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).

TW straddle price & implied vol

60 sessions

Bars: 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 TW Expected Move
30-Day Straddle
$7.05
7-Day Straddle
$7.05
30-Day ATM IV
29.1%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to TW'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.
TW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261030 $7.05 $7.05 29.1% 27%
20261029 $6.30 $6.30 28.0% 19%
20261028 $7.42 $7.42 30.5% 38%
20261027 $7.97 $7.97 30.9% 41%
20261026 $7.95 $7.95 29.2% 28%
20261023 $7.68 $7.68 28.5% 23%
20261022 $8.72 $8.72 31.2% 44%
20261021 $8.30 $8.30 30.3% 37%
20261020 $9.35 $9.35 33.7% 63%
20261019 $8.68 $8.68 32.4% 53%
20261016 $9.10 $2.55 32.9% 56%
20261015 $10.05 $2.55 34.3% 67%
20261014 $9.75 $2.47 34.3% 67%
20261013 $10.15 $3.08 36.0% 80%
20261012 $10.05 $3.92 34.2% 67%
20261009 $10.75 $4.42 34.8% 71%
20261008 $10.70 $4.25 35.3% 75%
20261007 $10.62 $4.78 34.2% 66%
20261006 $10.50 $4.97 33.2% 59%
20261005 $10.80 $4.80 34.0% 65%
20261002 $5.17 $5.17 33.4% 61%
20261001 $5.92 $5.92 32.7% 55%
20260930 $5.35 $5.35 34.6% 70%
20260929 $5.93 $5.93 34.7% 70%
20260928 $5.60 $5.60 32.5% 54%
20260925 $5.78 $5.78 31.3% 44%
20260924 $6.35 $6.35 33.2% 59%
20260923 $5.80 $5.80 30.4% 38%
20260922 $6.68 $6.68 33.4% 60%
20260921 $7.05 $7.05 32.5% 54%
20260918 $6.62 $1.85 27.7% 17%
20260917 $6.28 $3.45 27.3% 14%
20260916 $7.48 $3.00 32.0% 50%
20260915 $7.02 $4.12 28.3% 22%
20260914 $7.22 $3.10 28.7% 25%
20260911 $7.28 $3.57 27.6% 16%
20260910 $7.90 $4.48 28.5% 23%
20260909 $8.03 $4.83 29.6% 31%
20260908 $8.50 $4.90 31.3% 45%
20260904 $8.20 $4.90 28.4% 22%
20260903 $7.55 $4.45 26.3% 6%
20260902 $5.15 $5.15 29.0% 27%
20260901 $5.55 $5.55 26.9% 11%
20260831 $5.78 $5.78 28.2% 21%
20260828 $5.75 $5.75 26.4% 7%
20260827 $5.97 $5.97 26.9% 11%
20260826 $6.28 $6.28 28.0% 19%
20260825 $6.45 $6.45 28.4% 22%
20260824 $7.10 $7.10 28.7% 25%
20260821 $7.10 $2.78 28.9% 26%
20260820 $6.38 $2.18 26.7% 9%
20260819 $7.35 $3.95 29.8% 33%
20260818 $6.38 $2.10 25.7% 1%
20260817 $6.35 $2.58 25.5% 0%
20260814 $7.80 $3.42 28.7% 13%
20260813 $7.33 $4.12 27.9% 6%
20260812 $7.45 $3.73 28.3% 9%
20260811 $8.00 $4.58 30.1% 25%
20260810 $8.20 $4.72 31.1% 34%
20260807 — — 30.4% 28%

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.