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
$7.67
7-Day Straddle
$7.67
Avg IV
1.7%
IV Rank
56%
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 |
|---|---|---|---|---|
| 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% |
| 20260615 | $0.45 | $7.83 | 1.3% | 35% |
| 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% |