UP Fintech Holding Ltd. Sponsored ADR Class A (TIGR) 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.
UP Fintech Holding Ltd. Sponsored ADR Class A (TIGR) operates in the Financial Services sector, specifically the Financial - Capital Markets industry, with a market capitalization near $1.19B, listed on NASDAQ, employing roughly 1,193 people, carrying a beta of 0.53 to the broader market. UP Fintech Holding Limited provides online brokerage services focusing on Chinese investors. Led by Tianhua Wu, public since 2019-03-20.
Snapshot as of May 15, 2026.
- Spot Price
- $6.20
- Expected Move
- 20.8%
- Implied High
- $7.49
- Implied Low
- $4.91
- Front DTE
- 28 days
As of May 15, 2026, UP Fintech Holding Ltd. Sponsored ADR Class A (TIGR) has an expected move of 20.78%, a one-standard-deviation implied price range of roughly $4.91 to $7.49 from the current $6.20. 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.
TIGR Strategy Sizing to the Expected Move
With UP Fintech Holding Ltd. Sponsored ADR Class A pricing an expected move of 20.78% from $6.20, 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 TIGR derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $6.20 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| May 22, 2026 | 7 | 80.8% | 11.2% | $6.89 | $5.51 |
| May 29, 2026 | 14 | 77.2% | 15.1% | $7.14 | $5.26 |
| Jun 5, 2026 | 21 | 76.9% | 18.4% | $7.34 | $5.06 |
| Jun 12, 2026 | 28 | 73.9% | 20.5% | $7.47 | $4.93 |
| Jun 18, 2026 | 34 | 70.1% | 21.4% | $7.53 | $4.87 |
| Jun 26, 2026 | 42 | 72.4% | 24.6% | $7.72 | $4.68 |
| Jul 17, 2026 | 63 | 66.7% | 27.7% | $7.92 | $4.48 |
| Oct 16, 2026 | 154 | 62.0% | 40.3% | $8.70 | $3.70 |
| Jan 15, 2027 | 245 | 62.6% | 51.3% | $9.38 | $3.02 |
| Jan 21, 2028 | 616 | 63.0% | 81.8% | $11.27 | $1.13 |
Frequently asked TIGR expected move questions
- What is the current TIGR expected move?
- As of May 15, 2026, UP Fintech Holding Ltd. Sponsored ADR Class A (TIGR) has an expected move of 20.78% over the next 28 days, implying a one-standard-deviation price range of $4.91 to $7.49 from the current $6.20. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the TIGR 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 TIGR 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.