AZYY · Expected Move
GraniteShares YieldBoost AMZN ETF · ETF
The expected move for AZYY 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).
AZYY straddle price & implied vol
60 sessionsBars: 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 AZYY Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$2.90
30-Day ATM IV
76.8%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to AZYY'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.
AZYY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $1.23 | $2.90 | 76.8% | 54% |
| 20261008 | $1.27 | $0.65 | 75.2% | 53% |
| 20261007 | $1.27 | $0.75 | 69.1% | 48% |
| 20261006 | $5.00 | $2.85 | 74.7% | 52% |
| 20261005 | $5.00 | $0.75 | 73.2% | 51% |
| 20261002 | $0.68 | $0.68 | 66.8% | 46% |
| 20261001 | $0.75 | $0.75 | 63.0% | 43% |
| 20260930 | $0.80 | $0.80 | 56.2% | 38% |
| 20260929 | $0.72 | $0.72 | 61.4% | 42% |
| 20260928 | $0.80 | $0.80 | 45.0% | 29% |
| 20260925 | $0.82 | $0.82 | 45.2% | 29% |
| 20260924 | $0.80 | $0.80 | 61.3% | 42% |
| 20260923 | $0.78 | $0.78 | 45.7% | 29% |
| 20260922 | $0.97 | $0.97 | 61.5% | 42% |
| 20260921 | $0.88 | $0.88 | 58.2% | 39% |
| 20260918 | $0.90 | $3.02 | 31.0% | 17% |
| 20260917 | $0.88 | $0.93 | 50.0% | 33% |
| 20260916 | $0.90 | $0.90 | 27.0% | 14% |
| 20260915 | $0.93 | $0.90 | 26.3% | 14% |
| 20260914 | $1.02 | $0.95 | 14.4% | 4% |
| 20260911 | $1.07 | $0.98 | 16.0% | 5% |
| 20260910 | $1.02 | $1.00 | 14.0% | 4% |
| 20260909 | $1.05 | $1.00 | 23.0% | 11% |
| 20260908 | $1.07 | $1.02 | 17.3% | 6% |
| 20260904 | $1.07 | $1.00 | 24.1% | 12% |
| 20260903 | $1.12 | $1.05 | 18.8% | 8% |
| 20260902 | $1.05 | $1.05 | 14.4% | 4% |
| 20260901 | $1.07 | $1.07 | 16.8% | 6% |
| 20260831 | $1.10 | $1.10 | 20.7% | 9% |
| 20260828 | $1.10 | $1.10 | 26.7% | 14% |
| 20260827 | $1.08 | $1.08 | 21.6% | 10% |
| 20260826 | $1.12 | $1.12 | 9.2% | 0% |
| 20260825 | $1.12 | $1.12 | 21.6% | 9% |
| 20260824 | $1.15 | $1.15 | 10.5% | 0% |
| 20260821 | $1.20 | $2.95 | 45.7% | 21% |
| 20260820 | $1.25 | $0.95 | 25.4% | 4% |
| 20260819 | $1.20 | $0.93 | 21.8% | 1% |
| 20260818 | $1.25 | $0.95 | 21.1% | 0% |
| 20260817 | $1.23 | $0.95 | 21.5% | 0% |
| 20260814 | $1.25 | $0.95 | 42.2% | 0% |
| 20260813 | $1.30 | $1.05 | 46.1% | 0% |
| 20260812 | $1.27 | $1.02 | 50.3% | 0% |
| 20260811 | $1.30 | $1.05 | 53.2% | 0% |
| 20260810 | $2.27 | $1.90 | 73.1% | 0% |
| 20260806 | $2.33 | $1.98 | 77.3% | 0% |
| 20260805 | $2.00 | $2.00 | 78.4% | 0% |
| 20260804 | $2.00 | $2.00 | 78.4% | 0% |
| 20260803 | $2.03 | $2.03 | 79.2% | 0% |
| 20260731 | $2.08 | $2.08 | 82.0% | 0% |
| 20260730 | $2.20 | $2.20 | 82.5% | 0% |
| 20260729 | $2.20 | $2.20 | 85.0% | 3% |
| 20260728 | $2.22 | $2.22 | 84.2% | 2% |
| 20260727 | $2.17 | $2.17 | 84.9% | 3% |
| 20260724 | $2.35 | $2.35 | 86.9% | 7% |
| 20260723 | $2.35 | $2.35 | 86.4% | 6% |
| 20260722 | $2.27 | $2.27 | 97.3% | 25% |
| 20260721 | $2.35 | $2.35 | 100.0% | 30% |
| 20260720 | $2.35 | $2.35 | 100.2% | 30% |
| 20260716 | $1.85 | $1.75 | 89.7% | 12% |
| 20260715 | $2.40 | $1.77 | 116.8% | 60% |
More on AZYY
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.