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
$0.35
7-Day Straddle
$0.45
Avg IV
1.3%
IV Rank
32%
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 |
|---|---|---|---|---|
| 20260613 | $0.35 | $0.45 | 1.3% | 32% |
| 20260612 | $0.35 | $0.45 | 1.2% | 31% |
| 20260611 | $0.38 | $0.57 | 1.2% | 30% |
| 20260610 | $0.70 | $0.60 | 1.2% | 27% |
| 20260609 | $0.65 | $0.45 | 1.1% | 26% |
| 20260608 | $0.45 | $0.53 | 1.2% | 28% |
| 20260605 | $1.43 | $0.45 | 1.1% | 22% |
| 20260604 | $0.55 | $0.58 | 1.1% | 24% |
| 20260603 | $0.53 | $0.42 | 1.1% | 21% |
| 20260602 | $0.47 | $0.47 | 1.5% | 46% |
| 20260601 | $0.45 | $0.45 | 1.5% | 47% |
| 20260529 | $0.40 | $0.40 | 1.7% | 53% |
| 20260528 | $0.68 | $0.68 | 1.8% | 63% |
| 20260527 | $8.05 | $8.05 | 1.5% | 46% |
| 20260526 | $0.62 | $0.62 | 1.4% | 38% |
| 20260522 | $8.05 | $8.05 | 1.8% | 61% |
| 20260521 | $8.12 | $8.12 | 1.3% | 34% |
| 20260520 | $0.88 | $0.88 | 1.2% | 28% |
| 20260519 | $0.62 | $0.62 | 1.3% | 32% |
| 20260518 | $8.05 | $8.05 | 1.0% | 27% |
| 20260515 | $8.25 | $8.80 | 1.3% | 43% |
| 20260514 | $0.97 | $9.30 | 1.1% | 34% |
| 20260513 | $1.38 | $1.32 | 1.0% | 30% |
| 20260512 | $1.48 | $11.25 | 1.0% | 30% |
| 20260511 | $1.35 | $9.30 | 1.0% | 31% |
| 20260510 | $1.38 | $8.80 | 1.1% | 32% |
| 20260508 | $1.38 | $8.80 | 1.1% | 32% |
| 20260507 | $0.50 | $1.42 | 0.9% | 25% |
| 20260506 | $0.50 | $0.78 | 0.9% | 23% |
| 20260505 | $7.75 | $7.88 | 0.8% | 22% |
| 20260504 | $0.77 | $0.53 | 1.0% | 28% |
| 20260502 | $0.70 | $0.70 | 2.5% | 100% |
| 20260501 | $1.65 | $1.65 | 2.3% | 94% |
| 20260430 | $8.82 | $8.82 | 2.4% | 100% |
| 20260429 | $0.40 | $0.40 | 2.1% | 87% |
| 20260428 | $0.32 | $0.32 | 1.8% | 72% |
| 20260427 | $7.72 | $7.72 | 2.2% | 90% |
| 20260424 | $10.22 | $10.22 | 1.9% | 77% |
| 20260423 | $20.00 | $20.00 | 1.9% | 76% |
| 20260422 | $0.25 | $0.25 | 1.3% | 44% |
| 20260421 | $0.28 | $0.28 | 1.8% | 69% |
| 20260420 | $0.25 | $0.25 | 1.6% | 61% |
| 20260417 | $7.70 | $0.17 | 1.7% | 66% |
| 20260416 | $1.42 | $0.28 | 1.6% | 59% |
| 20260415 | $7.78 | $0.28 | 1.7% | 67% |
| 20260414 | $0.43 | $0.32 | 2.4% | 100% |
| 20260413 | $0.43 | $0.38 | 1.6% | 68% |
| 20260410 | $0.43 | $0.38 | 1.6% | 65% |
| 20260409 | $7.67 | $0.25 | 1.5% | 61% |
| 20260408 | $1.93 | $0.20 | 2.0% | 88% |
| 20260407 | $0.47 | $0.55 | 1.2% | 45% |
| 20260406 | $0.62 | $0.15 | 1.4% | 57% |
| 20260402 | $0.70 | $0.30 | 0.7% | 16% |
| 20260401 | $0.40 | $0.40 | 1.7% | 75% |
| 20260331 | $0.45 | $0.45 | 2.2% | 100% |
| 20260330 | $7.72 | $7.72 | 1.6% | 78% |
| 20260327 | $0.32 | $0.32 | 1.6% | 78% |
| 20260326 | $0.78 | $0.78 | 1.0% | 41% |
| 20260325 | $0.62 | $0.62 | 1.1% | 47% |
| 20260324 | $0.78 | $0.78 | 0.9% | 33% |