AAPB · Expected Move

GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF · ETF

The expected move for AAPB 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).

AAPB straddle price & implied vol

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current AAPB Expected Move
30-Day Straddle
$3.12
7-Day Straddle
$3.12
Avg IV
120.7%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to AAPB'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.
AAPB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $3.12 $3.12 120.7% 100%
20261001 $3.58 $3.58 104.4% 93%
20260930 $3.68 $3.68 107.3% 98%
20260929 $3.90 $3.90 104.0% 93%
20260928 $3.62 $3.62 106.2% 96%
20260925 $3.75 $3.75 108.1% 100%
20260924 $4.03 $4.03 93.0% 76%
20260923 $3.97 $3.97 97.5% 85%
20260922 $4.08 $4.08 97.6% 85%
20260921 $4.25 $4.25 105.7% 100%
20260918 $4.40 $1.32 99.4% 91%
20260917 $4.60 $1.18 93.5% 80%
20260916 $5.05 $1.65 90.3% 73%
20260915 $5.12 $1.95 91.8% 76%
20260914 $5.25 $2.12 89.1% 71%
20260911 $5.28 $2.27 86.2% 66%
20260910 $5.42 $2.83 75.8% 46%
20260909 $4.95 $2.90 79.1% 52%
20260908 $5.30 $3.05 79.3% 52%
20260904 $5.38 $3.28 76.9% 48%
20260903 $5.97 $3.38 81.8% 57%
20260902 $3.62 $3.62 66.5% 28%
20260901 $3.73 $3.73 65.8% 26%
20260831 $3.45 $3.45 64.1% 23%
20260828 $3.65 $3.65 59.4% 14%
20260827 $3.77 $3.77 60.0% 15%
20260826 $3.90 $3.90 60.2% 16%
20260825 $3.72 $3.72 59.1% 13%
20260824 $3.78 $3.78 58.7% 13%
20260821 $4.03 $2.10 58.0% 11%
20260820 $4.33 $1.10 55.8% 7%
20260819 $4.45 $1.52 55.1% 6%
20260818 $4.30 $1.55 55.2% 6%
20260817 $4.18 $1.57 54.3% 4%
20260814 $4.22 $1.77 52.7% 1%
20260813 $4.43 $2.00 52.7% 1%
20260812 $4.25 $2.12 55.1% 6%
20260811 $4.42 $2.35 52.1% 0%
20260810 $4.93 $2.55 54.7% 0%
20260806 $5.65 $3.40 56.3% 0%
20260805 $3.50 $3.50 75.6% 36%
20260804 $3.60 $3.60 70.8% 25%
20260803 $3.72 $3.72 71.5% 27%
20260731 $3.83 $3.83 69.6% 23%
20260730 $5.22 $5.22 83.2% 52%
20260729 $5.70 $5.70 89.3% 65%
20260728 $5.70 $5.70 84.7% 55%
20260727 $5.95 $5.95 82.1% 49%
20260724 $5.75 $5.75 78.0% 41%
20260723 $5.57 $5.57 71.8% 27%
20260722 $5.85 $5.85 73.1% 30%
20260721 $6.12 $6.12 73.2% 30%
20260720 $6.20 $6.20 72.1% 28%
20260716 $6.25 $1.70 67.2% 18%
20260715 $5.95 $1.60 68.3% 20%
20260714 $5.65 $1.88 61.7% 6%
20260713 $5.53 $1.90 63.2% 9%
20260710 $5.85 $2.10 60.7% 4%
20260709 $5.65 $2.40 62.5% 8%

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.