ASMG · Expected Move
Leverage Shares 2X Long ASML Daily ETF · ETF
The expected move for ASMG 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).
ASMG 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 ASMG Expected Move
30-Day Straddle
$7.60
7-Day Straddle
$7.60
Avg IV
99.9%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to ASMG'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.
ASMG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $7.60 | $7.60 | 99.9% | 21% |
| 20261001 | $7.80 | $7.80 | 97.8% | 19% |
| 20260930 | $8.10 | $8.10 | 100.7% | 22% |
| 20260929 | $8.45 | $8.45 | 101.6% | 23% |
| 20260928 | $8.25 | $8.25 | 100.4% | 22% |
| 20260925 | $8.00 | $8.00 | 94.2% | 14% |
| 20260924 | $8.20 | $8.20 | 94.9% | 15% |
| 20260923 | $8.60 | $8.60 | 93.6% | 13% |
| 20260922 | $8.55 | $8.55 | 93.2% | 13% |
| 20260921 | $8.40 | $8.40 | 92.7% | 12% |
| 20260918 | $8.25 | $2.27 | 89.3% | 8% |
| 20260917 | $7.70 | $1.60 | 87.2% | 6% |
| 20260916 | $7.80 | $2.10 | 94.4% | 14% |
| 20260915 | $8.05 | $2.98 | 93.0% | 13% |
| 20260914 | $7.85 | $3.60 | 92.2% | 12% |
| 20260911 | $9.00 | $3.50 | 85.9% | 4% |
| 20260910 | $9.25 | $4.25 | 88.7% | 5% |
| 20260909 | $10.40 | $4.78 | 90.7% | 6% |
| 20260908 | $11.30 | $5.60 | 93.6% | 8% |
| 20260904 | $10.45 | $5.60 | 85.2% | 2% |
| 20260903 | $9.05 | $4.88 | 82.4% | 0% |
| 20260902 | $5.33 | $5.33 | 87.7% | 1% |
| 20260901 | $5.55 | $5.55 | 92.0% | 5% |
| 20260831 | $5.90 | $5.90 | 88.1% | 2% |
| 20260828 | $6.45 | $6.45 | 87.9% | 2% |
| 20260827 | $7.25 | $7.25 | 86.8% | 1% |
| 20260826 | $7.60 | $7.60 | 87.2% | 1% |
| 20260825 | $7.75 | $7.75 | 89.4% | 3% |
| 20260824 | $8.10 | $8.10 | 89.1% | 2% |
| 20260821 | $8.70 | $1.75 | 85.8% | 0% |
| 20260820 | $8.90 | $1.85 | 88.4% | 0% |
| 20260819 | $9.20 | $3.42 | 90.7% | 2% |
| 20260818 | $10.00 | $3.23 | 89.0% | 1% |
| 20260817 | $11.00 | $4.28 | 90.7% | 2% |
| 20260814 | $10.85 | $4.90 | 87.9% | 0% |
| 20260813 | $11.90 | $5.68 | 94.3% | 4% |
| 20260812 | $11.50 | $5.95 | 93.4% | 3% |
| 20260811 | $11.90 | $6.10 | 94.2% | 4% |
| 20260810 | $12.00 | $6.70 | 100.2% | 8% |
| 20260806 | $12.90 | $7.82 | 105.5% | 12% |
| 20260805 | $8.10 | $8.10 | 163.9% | 58% |
| 20260804 | $9.30 | $9.30 | 165.4% | 59% |
| 20260803 | $8.93 | $8.93 | 148.9% | 46% |
| 20260731 | $9.52 | $9.52 | 154.8% | 51% |
| 20260730 | $10.05 | $10.05 | 143.9% | 42% |
| 20260729 | $9.22 | $9.22 | 150.0% | 47% |
| 20260728 | $9.65 | $9.65 | 139.4% | 39% |
| 20260727 | $10.85 | $10.85 | 136.8% | 37% |
| 20260724 | $12.10 | $12.10 | 138.5% | 38% |
| 20260723 | $12.85 | $12.85 | 143.3% | 42% |
| 20260722 | $13.85 | $13.85 | 142.4% | 41% |
| 20260721 | $13.60 | $13.60 | 148.2% | 45% |
| 20260720 | $13.50 | $13.50 | 139.9% | 39% |
| 20260716 | $14.65 | $3.17 | 139.6% | 39% |
| 20260715 | $15.75 | $5.72 | 134.6% | 35% |
| 20260714 | $15.35 | $7.20 | 137.4% | 37% |
| 20260713 | $15.15 | $7.67 | 144.2% | 42% |
| 20260710 | $16.80 | $8.80 | 146.2% | 44% |
| 20260709 | $18.30 | $10.00 | 146.4% | 44% |
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.