AMZZ · Expected Move
GraniteShares 2x Long AMZN Daily ETF · ETF
The expected move for AMZZ 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).
AMZZ straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current AMZZ Expected Move
30-Day Straddle
$2.80
7-Day Straddle
$2.80
Avg IV
73.5%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to AMZZ'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.
AMZZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.80 | $2.80 | 73.5% | 18% |
| 20261001 | $3.00 | $3.00 | 70.1% | 13% |
| 20260930 | $3.10 | $3.10 | 67.7% | 10% |
| 20260929 | $3.20 | $3.20 | 71.3% | 15% |
| 20260928 | $3.20 | $3.20 | 70.7% | 14% |
| 20260925 | $3.52 | $3.52 | 65.7% | 7% |
| 20260924 | $3.70 | $3.70 | 64.5% | 5% |
| 20260923 | $3.80 | $3.80 | 66.9% | 9% |
| 20260922 | $4.12 | $4.12 | 64.9% | 6% |
| 20260921 | $4.35 | $4.35 | 62.7% | 3% |
| 20260918 | $4.25 | $1.30 | 62.0% | 2% |
| 20260917 | $4.47 | $1.00 | 62.9% | 3% |
| 20260916 | $4.30 | $1.40 | 62.4% | 2% |
| 20260915 | $4.50 | $1.62 | 65.2% | 6% |
| 20260914 | $4.80 | $2.00 | 63.6% | 4% |
| 20260911 | $4.95 | $2.03 | 60.9% | 0% |
| 20260910 | $5.05 | $2.42 | 63.5% | 4% |
| 20260909 | $5.33 | $2.65 | 64.7% | 5% |
| 20260908 | $5.43 | $2.80 | 64.1% | 5% |
| 20260904 | $5.88 | $2.90 | 62.1% | 2% |
| 20260903 | $5.75 | $3.10 | 60.9% | 0% |
| 20260902 | $3.05 | $3.05 | 111.3% | 70% |
| 20260901 | $3.27 | $3.27 | 104.2% | 59% |
| 20260831 | $3.52 | $3.52 | 103.3% | 58% |
| 20260828 | $3.97 | $3.97 | 81.4% | 23% |
| 20260827 | $3.70 | $3.70 | 90.5% | 38% |
| 20260826 | $4.08 | $4.08 | 82.6% | 25% |
| 20260825 | $4.05 | $4.05 | 88.3% | 34% |
| 20260824 | $4.40 | $4.40 | 93.8% | 43% |
| 20260821 | $4.40 | $1.95 | 90.8% | 38% |
| 20260820 | $4.53 | $1.00 | 81.2% | 23% |
| 20260819 | $5.12 | $1.27 | 83.4% | 27% |
| 20260818 | $4.70 | $1.62 | 87.5% | 33% |
| 20260817 | $4.93 | $1.83 | 73.3% | 11% |
| 20260814 | $4.88 | $1.95 | 69.2% | 4% |
| 20260813 | $5.25 | $2.33 | 75.5% | 14% |
| 20260812 | $5.53 | $2.67 | 90.8% | 38% |
| 20260811 | $5.78 | $3.05 | 86.7% | 32% |
| 20260810 | $6.45 | $3.40 | 79.9% | 21% |
| 20260806 | $6.75 | $4.25 | 85.2% | 29% |
| 20260805 | $4.25 | $4.25 | 93.8% | 43% |
| 20260804 | $4.72 | $4.72 | 100.8% | 54% |
| 20260803 | $5.08 | $5.08 | 101.4% | 55% |
| 20260731 | $4.85 | $4.85 | 89.0% | 35% |
| 20260730 | $5.90 | $5.90 | 103.2% | 57% |
| 20260729 | $5.20 | $5.20 | 101.5% | 55% |
| 20260728 | $5.35 | $5.35 | 95.6% | 46% |
| 20260727 | $5.42 | $5.42 | 92.1% | 40% |
| 20260724 | $5.53 | $5.53 | 90.1% | 37% |
| 20260723 | $5.90 | $5.90 | 91.9% | 40% |
| 20260722 | $6.22 | $6.22 | 89.3% | 36% |
| 20260721 | $6.75 | $6.75 | 88.4% | 34% |
| 20260720 | $6.80 | $6.80 | 87.9% | 34% |
| 20260716 | $7.40 | $1.15 | 88.1% | 34% |
| 20260715 | $7.60 | $1.67 | 88.1% | 34% |
| 20260714 | $7.20 | $1.77 | 86.9% | 32% |
| 20260713 | $7.30 | $1.98 | 84.9% | 29% |
| 20260710 | $7.20 | $2.48 | 83.8% | 27% |
| 20260709 | $7.43 | $2.83 | 84.9% | 29% |
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.