AMYY · Expected Move

GraniteShares YieldBOOST AMD ETF · ETF

The expected move for AMYY 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).

AMYY straddle price & implied vol

60 sessions

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

Current AMYY Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$0.77
30-Day ATM IV
53.0%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to AMYY'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.
AMYY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $1.38 $0.77 53.0% 32%
20261008 $2.15 $1.12 43.7% 25%
20261007 $2.05 $2.83 39.4% 22%
20261006 $2.02 $1.07 39.4% 22%
20261005 $2.15 $1.15 40.2% 23%
20261002 $1.15 $1.15 34.2% 19%
20261001 $3.55 $3.55 46.9% 27%
20260930 $3.60 $3.60 38.4% 22%
20260929 $1.07 $1.07 47.0% 27%
20260928 $3.00 $3.00 40.9% 23%
20260925 $3.50 $3.50 — —
20260924 $1.43 $1.43 41.1% 23%
20260923 $1.47 $1.47 55.2% 33%
20260922 $3.65 $3.65 53.0% 32%
20260921 $1.40 $1.40 48.0% 28%
20260918 $1.60 $3.10 46.0% 27%
20260917 $1.65 $5.00 41.0% 23%
20260916 $1.83 $1.05 44.7% 26%
20260915 $1.43 $3.02 37.0% 21%
20260914 $1.38 $0.88 39.9% 23%
20260911 $1.38 $0.97 35.8% 20%
20260910 $2.00 $1.17 41.1% 23%
20260909 $2.00 $1.17 40.9% 23%
20260908 $2.05 $1.25 33.5% 18%
20260904 $2.10 $1.30 34.2% 19%
20260903 $2.33 $1.50 39.3% 22%
20260902 $1.40 $1.40 34.9% 19%
20260901 $1.38 $1.38 32.5% 18%
20260831 $3.40 $3.40 6.8% 0%
20260828 $3.45 $3.45 38.0% 6%
20260827 $3.42 $3.42 34.7% 3%
20260826 $3.45 $3.45 40.5% 8%
20260825 $1.43 $1.43 43.6% 11%
20260824 $3.67 $3.67 — —
20260821 $3.52 $2.95 54.0% 19%
20260820 $1.43 $0.82 30.9% 0%
20260819 $1.40 $0.80 35.8% 4%
20260818 $1.43 $0.93 30.6% 0%
20260817 $1.40 $0.97 51.1% 0%
20260814 $1.60 $3.15 55.6% 0%
20260813 $2.10 $1.27 84.5% 7%
20260812 $2.17 $1.32 79.6% 0%
20260811 $2.10 $1.38 81.0% 0%
20260810 $2.90 $2.17 148.0% 93%
20260807 — — 149.0% 94%
20260806 $3.08 $2.35 149.6% 95%
20260805 $2.55 $2.55 148.8% 94%
20260804 $2.58 $2.58 150.1% 96%
20260803 $2.60 $2.60 148.6% 93%
20260731 $2.58 $2.58 144.3% 88%
20260730 $2.80 $2.80 137.9% 79%
20260729 $2.72 $2.72 152.8% 99%
20260728 $2.83 $2.83 153.3% 100%
20260727 $2.80 $2.80 148.9% 95%
20260724 $2.92 $2.92 152.0% 99%
20260723 $3.00 $3.00 151.4% 99%
20260722 $3.00 $3.00 152.4% 100%
20260721 $3.08 $3.08 150.7% 100%
20260720 $3.10 $3.10 150.4% 100%
20260716 $3.20 $1.83 139.7% 85%

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.