TransUnion (TRU) 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.
TransUnion (TRU) operates in the Industrials sector, specifically the Consulting Services industry, with a market capitalization near $12.83B, listed on NYSE, employing roughly 13,000 people, carrying a beta of 1.57 to the broader market. TransUnion provides risk and information solutions. Led by Christopher A. Cartwright, public since 2015-06-25.
Snapshot as of May 15, 2026.
- Spot Price
- $66.38
- Expected Move
- 12.7%
- Implied High
- $74.81
- Implied Low
- $57.95
- Front DTE
- 34 days
As of May 15, 2026, TransUnion (TRU) has an expected move of 12.70%, a one-standard-deviation implied price range of roughly $57.95 to $74.81 from the current $66.38. 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.
TRU Strategy Sizing to the Expected Move
With TransUnion pricing an expected move of 12.70% from $66.38, 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 TRU derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $66.38 × (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 |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 44.3% | 13.5% | $75.35 | $57.41 |
| Jul 17, 2026 | 63 | 45.0% | 18.7% | $78.79 | $53.97 |
| Aug 21, 2026 | 98 | 46.8% | 24.3% | $82.48 | $50.28 |
| Sep 18, 2026 | 126 | 45.9% | 27.0% | $84.28 | $48.48 |
| Dec 18, 2026 | 217 | 45.7% | 35.2% | $89.77 | $42.99 |
| Jan 15, 2027 | 245 | 45.4% | 37.2% | $91.07 | $41.69 |
| Jan 21, 2028 | 616 | 45.7% | 59.4% | $105.79 | $26.97 |
Frequently asked TRU expected move questions
- What is the current TRU expected move?
- As of May 15, 2026, TransUnion (TRU) has an expected move of 12.70% over the next 34 days, implying a one-standard-deviation price range of $57.95 to $74.81 from the current $66.38. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the TRU 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 TRU 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.