ALBG · Expected Move

Leverage Shares 2X Long ALB Daily ETF · ETF

The expected move for ALBG 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).

ALBG 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 ALBG Expected Move
30-Day Straddle
$2.30
7-Day Straddle
$2.30
Avg IV
3.2%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to ALBG'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.
ALBG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $2.30 $2.30 3.2% 100%
20261001 $1.18 $1.18 258.3% 85%
20260930 $1.18 $1.18 253.9% 83%
20260929 $1.00 $1.00 227.1% 68%
20260928 $1.05 $1.05 266.6% 90%
20260925 $1.10 $1.10 209.5% 57%
20260924 $1.05 $1.05 250.9% 81%
20260923 $1.00 $1.00 210.4% 58%
20260922 $1.27 $1.27 196.5% 50%
20260921 $1.20 $1.20 172.9% 36%
20260918 $1.27 $1.10 174.2% 37%
20260917 $1.38 $0.95 167.1% 33%
20260916 $1.25 $1.10 168.9% 34%
20260915 $1.40 $1.05 150.0% 23%
20260914 $1.43 $0.75 147.8% 22%
20260911 $1.45 $1.15 147.9% 22%
20260910 $1.65 $0.85 151.3% 24%
20260909 $1.60 $1.18 145.9% 21%
20260908 $1.85 $1.62 109.4% 0%
20260904 $1.70 $1.25 140.6% 14%
20260903 $1.75 $1.20 120.2% 1%
20260902 $1.50 $1.50 244.8% 77%
20260901 $1.35 $1.35 263.7% 88%
20260831 $1.30 $1.30 235.8% 71%
20260828 $1.50 $1.50 230.7% 68%
20260827 $1.45 $1.45 226.2% 65%
20260826 $1.40 $1.40 218.2% 60%
20260825 $1.45 $1.45 222.0% 63%
20260824 $1.62 $1.62 190.5% 44%
20260821 $1.62 $2.20 184.7% 40%
20260820 $1.52 $1.00 198.2% 48%
20260819 $1.48 $1.00 193.7% 46%
20260818 $1.50 $1.05 194.3% 46%
20260817 $1.55 $1.12 192.1% 45%
20260814 $1.65 $1.15 180.3% 38%
20260813 $1.73 $1.10 188.0% 42%
20260812 $1.70 $1.20 193.7% 46%
20260811 $1.83 $1.23 186.4% 41%
20260810 $1.90 $1.38 187.4% 42%
20260806 $1.98 $2.10 189.9% 43%
20260805 $1.50 $1.50 280.3% 98%
20260804 $1.52 $1.52 262.7% 87%
20260803 $1.50 $1.50 236.6% 72%
20260731 $1.65 $1.65 255.5% 83%
20260730 $1.65 $1.65 232.8% 69%
20260729 $1.55 $1.55 249.6% 79%
20260728 $1.65 $1.65 245.0% 77%
20260727 $1.32 $1.32 220.9% 62%
20260724 $1.50 $1.50 223.9% 64%
20260723 $1.80 $1.80 208.1% 54%
20260722 $1.70 $1.70 199.2% 49%
20260721 $1.82 $1.82 196.6% 47%
20260720 $1.77 $1.77 188.5% 43%
20260716 $1.92 $0.98 194.9% 46%
20260715 $1.98 $1.10 175.4% 35%
20260714 $3.10 $1.18 166.2% 29%
20260713 $2.10 $1.23 169.8% 31%
20260710 $2.15 $1.32 160.0% 25%
20260709 $2.20 $1.35 157.6% 24%

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.