US Treasury 3 Month Bill ETF (TBIL) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

US Treasury 3 Month Bill ETF (TBIL) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $7.09B, listed on NASDAQ, carrying a beta of -0.00 to the broader market. Under normal market conditions, the Adviser seeks to achieve the investment objective by investing at least 80% of net assets (plus any borrowings for investment purposes) in the component securities of the index. public since 2022-08-09.

Snapshot as of May 15, 2026.

Spot Price
$49.94
Expected Move
0.2%
Implied High
$50.02
Implied Low
$49.86
Front DTE
34 days

As of May 15, 2026, US Treasury 3 Month Bill ETF (TBIL) has an expected move of 0.16%, a one-standard-deviation implied price range of roughly $49.86 to $50.02 from the current $49.94. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

TBIL Strategy Sizing to the Expected Move

With US Treasury 3 Month Bill ETF pricing an expected move of 0.16% from $49.94, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

Learn how expected move is reported and how to read the data →

Per-expiration expected move for TBIL derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $49.94 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 2026340.5%0.2%$50.02$49.86
Jul 17, 202663252.9%105.1%$102.41$-2.53
Sep 18, 202612627.9%16.4%$58.13$41.75
Dec 18, 202621711.4%8.8%$54.33$45.55

Frequently asked TBIL expected move questions

What is the current TBIL expected move?
As of May 15, 2026, US Treasury 3 Month Bill ETF (TBIL) has an expected move of 0.16% over the next 34 days, implying a one-standard-deviation price range of $49.86 to $50.02 from the current $49.94. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the TBIL expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is TBIL expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.