TX · Expected Move

Ternium S.A. American Depositary Shares

The expected move for TX 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).

TX 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 TX Expected Move
30-Day Straddle
$3.28
7-Day Straddle
$3.20
30-Day ATM IV
30.7%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to TX'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.
TX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261111 $3.28 $3.20 30.7% 23%
20261110 $3.80 $3.98 33.0% 37%
20261109 $4.28 $3.33 35.6% 53%
20261106 $4.90 $4.10 36.9% 61%
20261105 $4.55 $3.60 32.9% 36%
20261104 $4.28 $4.28 38.5% 71%
20261103 $4.28 $4.28 41.2% 87%
20261102 $4.28 $4.28 43.3% 100%
20261030 $5.58 $5.58 40.2% 82%
20261029 $4.88 $4.88 40.4% 83%
20261028 $4.60 $4.60 40.9% 86%
20261027 $4.80 $4.80 40.7% 84%
20261026 $4.78 $4.78 39.7% 78%
20261023 $5.38 $5.38 41.3% 88%
20261022 $5.03 $5.03 40.0% 80%
20261021 $4.97 $4.97 37.2% 63%
20261020 $4.72 $4.72 34.5% 46%
20261019 $5.30 $5.30 38.0% 68%
20261016 $6.03 $2.20 37.6% 65%
20261015 $5.45 $3.55 37.9% 67%
20261014 $5.40 $2.55 37.3% 63%
20261013 $5.20 $2.35 33.5% 40%
20261012 $4.92 $2.75 32.8% 36%
20261009 $5.38 $2.90 36.1% 56%
20261008 $6.38 $3.45 39.9% 79%
20261007 $5.95 $2.88 36.1% 56%
20261006 $5.78 $3.20 35.8% 54%
20261005 $6.62 $3.12 39.4% 76%
20261002 $3.25 $3.25 34.8% 48%
20261001 $3.10 $3.10 38.0% 68%
20260930 $4.08 $4.08 39.8% 79%
20260929 $2.80 $2.80 33.0% 37%
20260928 $3.90 $3.90 38.9% 73%
20260925 $3.12 $3.12 31.1% 25%
20260924 $3.80 $3.80 35.5% 52%
20260923 $4.12 $4.12 35.2% 50%
20260922 $4.08 $4.08 32.7% 35%
20260921 $4.28 $4.28 33.4% 39%
20260918 $4.17 $2.30 29.7% 17%
20260917 $4.42 $2.33 33.9% 43%
20260916 $3.78 $2.20 32.4% 33%
20260915 $4.88 $2.88 34.0% 43%
20260914 $4.53 $1.90 32.5% 34%
20260911 $4.38 $4.17 33.0% 37%
20260910 $4.67 $3.45 30.2% 19%
20260909 $4.33 $3.05 29.3% 14%
20260908 $4.75 $2.80 33.0% 37%
20260904 $4.78 $3.12 28.8% 11%
20260903 $5.33 $3.88 33.4% 37%
20260902 $2.55 $2.55 32.8% 34%
20260901 $3.95 $3.95 35.6% 49%
20260831 $2.50 $2.50 32.0% 29%
20260828 $3.85 $3.85 35.7% 46%
20260827 $3.55 $3.55 30.5% 19%
20260826 $3.62 $3.62 31.6% 25%
20260825 $3.33 $3.33 30.8% 19%
20260824 $3.57 $3.57 32.0% 26%
20260821 $3.85 $0.85 30.6% 19%
20260820 $3.30 $1.88 27.0% 0%
20260819 $3.67 $1.90 29.2% 10%

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.