ARMG · Expected Move

Leverage Shares 2X Long ARM Daily ETF · ETF

The expected move for ARMG 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).

ARMG 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 ARMG Expected Move
30-Day Straddle
$4.75
7-Day Straddle
$4.75
Avg IV
220.8%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to ARMG'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.
ARMG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $4.75 $4.75 220.8% 59%
20261001 $4.55 $4.55 165.7% 25%
20260930 $4.58 $4.58 163.2% 24%
20260929 $5.32 $5.32 187.7% 39%
20260928 $4.88 $4.88 176.8% 32%
20260925 $6.28 $6.28 191.7% 41%
20260924 $6.33 $6.33 156.3% 20%
20260923 $8.25 $8.25 178.1% 33%
20260922 $8.40 $8.40 162.3% 23%
20260921 $8.80 $8.80 169.4% 28%
20260918 $5.88 $1.20 138.8% 9%
20260917 $5.62 $1.48 158.0% 21%
20260916 $4.57 $1.50 135.2% 7%
20260915 $4.45 $1.57 138.2% 9%
20260914 $4.60 $1.95 176.3% 32%
20260911 $5.90 $2.75 132.3% 5%
20260910 $5.67 $2.65 151.4% 17%
20260909 $6.40 $3.25 142.6% 11%
20260908 $6.32 $3.53 143.4% 12%
20260904 $5.47 $3.17 124.1% 0%
20260903 $5.32 $3.15 134.4% 0%
20260902 $2.90 $2.90 235.2% 62%
20260901 $3.02 $3.02 223.7% 53%
20260831 $3.33 $3.33 224.2% 54%
20260828 $3.33 $3.33 207.7% 42%
20260827 $4.53 $4.53 201.3% 37%
20260826 $4.57 $4.57 212.6% 49%
20260825 $4.20 $4.20 199.0% 40%
20260824 $4.53 $4.53 202.4% 42%
20260821 $4.65 $0.53 187.7% 32%
20260820 $5.10 $0.95 186.0% 31%
20260819 $5.40 $1.57 150.0% 9%
20260818 $5.80 $2.33 185.8% 33%
20260817 $6.62 $2.65 183.7% 35%
20260814 $7.45 $3.55 172.2% 28%
20260813 $8.20 $3.77 176.6% 30%
20260812 $7.60 $4.03 172.3% 28%
20260811 $7.40 $3.73 185.5% 37%
20260810 $8.20 $4.45 174.4% 30%
20260806 $9.95 $6.38 182.3% 35%
20260805 $6.33 $6.33 254.9% 80%
20260804 $8.00 $8.00 248.9% 76%
20260803 $5.22 $5.22 265.9% 86%
20260731 $5.55 $5.55 252.8% 78%
20260730 $6.07 $6.07 246.0% 74%
20260729 $6.05 $6.05 254.2% 79%
20260728 $7.40 $7.40 229.2% 64%
20260727 $9.10 $9.10 224.6% 61%
20260724 $8.60 $8.60 222.2% 59%
20260723 $11.20 $11.20 220.0% 58%
20260722 $12.10 $12.10 223.5% 60%
20260721 $12.55 $12.55 224.0% 61%
20260720 $11.05 $11.05 227.1% 62%
20260716 $10.05 $2.08 216.8% 56%
20260715 $12.35 $2.95 216.7% 60%
20260714 $12.40 $4.15 219.1% 61%
20260713 $14.30 $5.20 215.6% 59%
20260710 $17.85 $6.60 210.8% 56%
20260709 $19.00 $7.88 217.1% 60%

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.