TWO (Two Harbors Investment Corp.)
Expected Move & Straddle Price History
The expected move for TWO 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).
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.
Current TWO Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
4.0%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to TWO'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.
TWO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260914 | $0.00 | $0.00 | 4.0% | 100% |
| 20260911 | $0.00 | $0.00 | 3.0% | 100% |
| 20260910 | $0.00 | $0.00 | 2.8% | 100% |
| 20260909 | $0.00 | $0.00 | 2.7% | 100% |
| 20260908 | $0.00 | $0.00 | 2.5% | 100% |
| 20260904 | $0.00 | $0.00 | 2.2% | 81% |
| 20260903 | $0.00 | $0.00 | 2.1% | 77% |
| 20260902 | $0.00 | $0.00 | 2.0% | 74% |
| 20260901 | $0.00 | $0.00 | 2.0% | 71% |
| 20260831 | $0.00 | $0.00 | 1.9% | 68% |
| 20260828 | $0.00 | $0.00 | 1.8% | 61% |
| 20260827 | $0.00 | $0.00 | 1.7% | 59% |
| 20260826 | $0.00 | $0.00 | 1.7% | 57% |
| 20260825 | $0.00 | $0.00 | 1.8% | 62% |
| 20260824 | $2.67 | $2.67 | 1.8% | 60% |
| 20260821 | $2.60 | $0.08 | 1.7% | 57% |
| 20260820 | $2.62 | $2.52 | 1.5% | 47% |
| 20260819 | $2.62 | $0.17 | 1.4% | 44% |
| 20260818 | $0.17 | $2.52 | 1.4% | 41% |
| 20260817 | $1.88 | $0.17 | 1.3% | 38% |
| 20260814 | $0.12 | $2.58 | 1.0% | 22% |
| 20260813 | $0.12 | $2.52 | 0.8% | 14% |
| 20260812 | $0.28 | $3.50 | 1.0% | 22% |
| 20260811 | $0.62 | $0.20 | 1.1% | 25% |
| 20260810 | $0.65 | $0.12 | 1.0% | 22% |
| 20260806 | $2.08 | $3.45 | 0.9% | 15% |
| 20260805 | $2.60 | $2.60 | 1.5% | 45% |
| 20260804 | $3.45 | $3.45 | 1.4% | 44% |
| 20260803 | $2.85 | $2.85 | 1.3% | 39% |
| 20260731 | $10.03 | $10.03 | 1.7% | 55% |
| 20260730 | $7.67 | $7.67 | 1.7% | 56% |
| 20260729 | $15.00 | $15.00 | 1.2% | 34% |
| 20260728 | $20.00 | $20.00 | 1.6% | 51% |
| 20260727 | $7.62 | $7.62 | 1.5% | 46% |
| 20260724 | $0.50 | $0.50 | 0.6% | 0% |
| 20260723 | $0.22 | $0.22 | 1.7% | 54% |
| 20260722 | $0.22 | $0.22 | 1.6% | 51% |
| 20260721 | $10.18 | $10.18 | 1.6% | 53% |
| 20260720 | $7.67 | $7.67 | 1.4% | 39% |
| 20260716 | $0.42 | $10.03 | 0.9% | 12% |
| 20260715 | $10.12 | $20.00 | 0.7% | 2% |
| 20260714 | $0.40 | $9.40 | 1.0% | 18% |
| 20260713 | $0.28 | $3.60 | 0.9% | 15% |
| 20260710 | $15.00 | $7.60 | 0.9% | 14% |
| 20260709 | $10.18 | $10.03 | 0.7% | 0% |
| 20260708 | $7.67 | $15.00 | 0.8% | 5% |
| 20260707 | $7.58 | $1.77 | 0.8% | 9% |
| 20260706 | $0.25 | $1.12 | 0.8% | 7% |
| 20260702 | $0.17 | $0.17 | 1.5% | 44% |
| 20260701 | $0.65 | $0.65 | 1.3% | 35% |
| 20260630 | $0.68 | $0.68 | 1.4% | 40% |
| 20260629 | $1.95 | $1.95 | 1.4% | 38% |
| 20260626 | $0.47 | $0.47 | 1.3% | 34% |
| 20260625 | $1.98 | $1.98 | 1.3% | 35% |
| 20260624 | $0.50 | $0.50 | 1.4% | 39% |
| 20260623 | $0.35 | $0.35 | 1.3% | 35% |
| 20260622 | $2.12 | $2.12 | 1.3% | 34% |
| 20260618 | $0.47 | $0.45 | 1.2% | 30% |
| 20260617 | $7.72 | $0.53 | 1.6% | 50% |
| 20260616 | $0.40 | $8.00 | 1.4% | 42% |