AVGG · Expected Move
Leverage Shares 2X Long AVGO Daily ETF · ETF
The expected move for AVGG 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).
AVGG 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 AVGG Expected Move
30-Day Straddle
$2.33
7-Day Straddle
$2.33
Avg IV
113.0%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to AVGG'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.
AVGG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.33 | $2.33 | 113.0% | 26% |
| 20261001 | $2.45 | $2.45 | 109.2% | 23% |
| 20260930 | $2.77 | $2.77 | 108.2% | 22% |
| 20260929 | $2.83 | $2.83 | 103.9% | 19% |
| 20260928 | $2.75 | $2.75 | 100.1% | 16% |
| 20260925 | $2.80 | $2.80 | 86.0% | 5% |
| 20260924 | $3.05 | $3.05 | 96.6% | 13% |
| 20260923 | $3.15 | $3.15 | 92.7% | 10% |
| 20260922 | $3.53 | $3.53 | 90.2% | 8% |
| 20260921 | $3.73 | $3.73 | 90.9% | 9% |
| 20260918 | $3.62 | $1.90 | 86.9% | 5% |
| 20260917 | $3.33 | $0.70 | 88.4% | 7% |
| 20260916 | $3.35 | $1.23 | 91.9% | 9% |
| 20260915 | $3.42 | $1.20 | 90.8% | 9% |
| 20260914 | $3.55 | $1.32 | 85.2% | 4% |
| 20260911 | $4.17 | $1.70 | 79.9% | 0% |
| 20260910 | $4.25 | $2.20 | 82.2% | 1% |
| 20260909 | $4.53 | $2.42 | 82.7% | 2% |
| 20260908 | $4.90 | $2.75 | 84.9% | 3% |
| 20260904 | $4.62 | $2.62 | 81.9% | 1% |
| 20260903 | $4.60 | $2.65 | 80.5% | 0% |
| 20260902 | $4.78 | $4.78 | 149.8% | 47% |
| 20260901 | $5.10 | $5.10 | 145.5% | 43% |
| 20260831 | $4.97 | $4.97 | 144.4% | 42% |
| 20260828 | $5.00 | $5.00 | 133.2% | 31% |
| 20260827 | $5.28 | $5.28 | 133.4% | 32% |
| 20260826 | $5.20 | $5.20 | 137.4% | 35% |
| 20260825 | $4.75 | $4.75 | 131.4% | 30% |
| 20260824 | $5.00 | $5.00 | 125.3% | 24% |
| 20260821 | $5.50 | $1.55 | 121.9% | 21% |
| 20260820 | $5.60 | $0.72 | 124.9% | 24% |
| 20260819 | $5.47 | $1.18 | 121.9% | 21% |
| 20260818 | $6.00 | $1.80 | 116.4% | 16% |
| 20260817 | $6.50 | $2.15 | 113.2% | 13% |
| 20260814 | $6.67 | $2.45 | 113.6% | 13% |
| 20260813 | $7.80 | $3.30 | 113.3% | 13% |
| 20260812 | $8.00 | $3.23 | 111.8% | 17% |
| 20260811 | $7.95 | $3.52 | 115.2% | 19% |
| 20260810 | $8.60 | $4.00 | 115.7% | 20% |
| 20260806 | $9.50 | $5.20 | 117.9% | 22% |
| 20260805 | $5.33 | $5.33 | 128.8% | 31% |
| 20260804 | $6.07 | $6.07 | 128.9% | 31% |
| 20260803 | $5.08 | $5.08 | 109.1% | 14% |
| 20260731 | $5.28 | $5.28 | 109.4% | 14% |
| 20260730 | $5.58 | $5.58 | 111.1% | 16% |
| 20260729 | $5.97 | $5.97 | 120.3% | 24% |
| 20260728 | $5.95 | $5.95 | 115.7% | 20% |
| 20260727 | $5.70 | $5.70 | 106.2% | 12% |
| 20260724 | $5.90 | $5.90 | 102.4% | 8% |
| 20260723 | $6.65 | $6.65 | 108.4% | 14% |
| 20260722 | $6.50 | $6.50 | 117.1% | 21% |
| 20260721 | $6.80 | $6.80 | 109.4% | 15% |
| 20260720 | $6.62 | $6.62 | 108.5% | 14% |
| 20260716 | $6.90 | $1.52 | 108.4% | 14% |
| 20260715 | $7.25 | $2.08 | 107.5% | 13% |
| 20260714 | $7.55 | $2.62 | 106.4% | 12% |
| 20260713 | $7.12 | $2.62 | 106.4% | 12% |
| 20260710 | $8.10 | $3.42 | 104.6% | 10% |
| 20260709 | $8.60 | $3.88 | 108.2% | 14% |
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.