TWO · Expected Move
Two Harbors Investment Corp.
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).
TWO 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 TWO Expected Move
30-Day Straddle
$2.67
7-Day Straddle
$2.67
30-Day ATM IV
96.2%
IV Rank
85%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260824 | $2.67 | $2.67 | 96.2% | 85% |
| 20260821 | $2.60 | $0.08 | 48.4% | 40% |
| 20260820 | $2.62 | $2.52 | 52.6% | 44% |
| 20260819 | $2.62 | $0.17 | 47.8% | 39% |
| 20260818 | $0.17 | $2.52 | 6.0% | 0% |
| 20260817 | $1.88 | $0.17 | 105.2% | 93% |
| 20260814 | $0.12 | $2.58 | 23.7% | 15% |
| 20260813 | $0.12 | $2.52 | 22.6% | 14% |
| 20260812 | $0.28 | $3.50 | 22.4% | 13% |
| 20260811 | $0.62 | $0.20 | 48.0% | 38% |
| 20260810 | $0.65 | $0.12 | 25.5% | 16% |
| 20260806 | $2.08 | $3.45 | 42.1% | 32% |
| 20260805 | $2.60 | $2.60 | 59.1% | 49% |
| 20260804 | $3.45 | $3.45 | 21.7% | 13% |
| 20260803 | $2.85 | $2.85 | 33.5% | 24% |
| 20260731 | $10.03 | $10.03 | 23.8% | 15% |
| 20260730 | $7.67 | $7.67 | — | — |
| 20260729 | $15.00 | $15.00 | 8.9% | 0% |
| 20260728 | $20.00 | $20.00 | 9.5% | 1% |
| 20260727 | $7.62 | $7.62 | — | — |
| 20260724 | $0.50 | $0.50 | 8.4% | 0% |
| 20260723 | $0.22 | $0.22 | 8.8% | 0% |
| 20260722 | $0.22 | $0.22 | 10.3% | 1% |
| 20260721 | $10.18 | $10.18 | 11.0% | 1% |
| 20260720 | $7.67 | $7.67 | — | — |
| 20260716 | $0.42 | $10.03 | 10.1% | 0% |
| 20260715 | $10.12 | $20.00 | — | — |
| 20260714 | $0.40 | $9.40 | 11.5% | 2% |
| 20260713 | $0.28 | $3.60 | 9.6% | 0% |
| 20260710 | $15.00 | $7.60 | 9.8% | 0% |
| 20260709 | $10.18 | $10.03 | 33.2% | 17% |
| 20260708 | $7.67 | $15.00 | 78.0% | 64% |
| 20260707 | $7.58 | $1.77 | — | — |
| 20260706 | $0.25 | $1.12 | 26.2% | 9% |
| 20260702 | $0.17 | $0.17 | 44.6% | 29% |
| 20260701 | $0.65 | $0.65 | — | — |
| 20260630 | $0.68 | $0.68 | — | — |
| 20260629 | $1.95 | $1.95 | — | — |
| 20260626 | $0.47 | $0.47 | 22.5% | 5% |
| 20260625 | $1.98 | $1.98 | — | — |
| 20260624 | $0.50 | $0.50 | — | — |
| 20260623 | $0.35 | $0.35 | 48.2% | 32% |
| 20260622 | $2.12 | $2.12 | — | — |
| 20260618 | $0.47 | $0.45 | — | — |
| 20260617 | $7.72 | $0.53 | — | — |
| 20260616 | $0.40 | $8.00 | 81.4% | 67% |
| 20260615 | $0.45 | $7.83 | 37.8% | 21% |
| 20260613 | $0.35 | $0.45 | — | — |
| 20260612 | $0.35 | $0.45 | 28.2% | 11% |
| 20260611 | $0.38 | $0.57 | — | — |
| 20260610 | $0.70 | $0.60 | — | — |
| 20260609 | $0.65 | $0.45 | — | — |
| 20260608 | $0.45 | $0.53 | — | — |
| 20260605 | $1.43 | $0.45 | — | — |
| 20260604 | $0.55 | $0.58 | — | — |
| 20260603 | $0.53 | $0.42 | 24.3% | 7% |
| 20260602 | $0.47 | $0.47 | — | — |
| 20260601 | $0.45 | $0.45 | — | — |
| 20260529 | $0.40 | $0.40 | — | — |
| 20260528 | $0.68 | $0.68 | — | — |
More on TWO
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.