BABX · Expected Move
GraniteShares ETF Trust GraniteShares 2x Long BABA Daily ETF · ETF
The expected move for BABX 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).
BABX 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 BABX Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
Avg IV
122.4%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to BABX'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.
BABX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.77 | $1.77 | 122.4% | 38% |
| 20261001 | $1.77 | $1.77 | 121.3% | 37% |
| 20260930 | $2.10 | $2.10 | 116.7% | 32% |
| 20260929 | $2.10 | $2.10 | 117.8% | 33% |
| 20260928 | $2.20 | $2.20 | 113.8% | 29% |
| 20260925 | $2.30 | $2.30 | 104.1% | 20% |
| 20260924 | $2.58 | $2.58 | 104.5% | 20% |
| 20260923 | $2.77 | $2.77 | 101.4% | 17% |
| 20260922 | $3.20 | $3.20 | 97.9% | 13% |
| 20260921 | $3.75 | $3.75 | 103.9% | 19% |
| 20260918 | $3.48 | $0.75 | 101.3% | 17% |
| 20260917 | $3.10 | $0.75 | 102.5% | 18% |
| 20260916 | $3.03 | $0.78 | 103.9% | 19% |
| 20260915 | $3.48 | $1.05 | 100.2% | 16% |
| 20260914 | $3.30 | $1.17 | 100.5% | 16% |
| 20260911 | $3.23 | $1.40 | 95.2% | 11% |
| 20260910 | $3.42 | $1.38 | 98.5% | 14% |
| 20260909 | $3.33 | $1.35 | 88.4% | 4% |
| 20260908 | $3.90 | $1.90 | 96.6% | 12% |
| 20260904 | $3.97 | $2.12 | 93.5% | 9% |
| 20260903 | $4.00 | $2.10 | 91.7% | 7% |
| 20260902 | $2.10 | $2.10 | 184.6% | 100% |
| 20260901 | $2.22 | $2.22 | 182.2% | 99% |
| 20260831 | $2.40 | $2.40 | 177.5% | 94% |
| 20260828 | $2.95 | $2.95 | 163.5% | 80% |
| 20260827 | $2.73 | $2.73 | 162.8% | 79% |
| 20260826 | $3.25 | $3.25 | 140.8% | 57% |
| 20260825 | $3.27 | $3.27 | 147.2% | 63% |
| 20260824 | $3.35 | $3.35 | 145.8% | 62% |
| 20260821 | $3.53 | $0.55 | 134.9% | 51% |
| 20260820 | $4.45 | $1.45 | 130.3% | 46% |
| 20260819 | $4.92 | $3.12 | 132.0% | 48% |
| 20260818 | $5.03 | $3.20 | 119.0% | 35% |
| 20260817 | $4.80 | $2.88 | 133.7% | 50% |
| 20260814 | $4.85 | $3.08 | 128.4% | 44% |
| 20260813 | $4.80 | $2.90 | 120.3% | 36% |
| 20260812 | $5.38 | $3.28 | 115.2% | 31% |
| 20260811 | $5.55 | $3.58 | 114.3% | 30% |
| 20260810 | $6.22 | $4.10 | 118.2% | 34% |
| 20260806 | $5.80 | $3.58 | 110.5% | 26% |
| 20260805 | $3.67 | $3.67 | 133.8% | 50% |
| 20260804 | $4.03 | $4.03 | 128.2% | 44% |
| 20260803 | $4.08 | $4.08 | 118.3% | 34% |
| 20260731 | $3.88 | $3.88 | 117.6% | 33% |
| 20260730 | $3.75 | $3.75 | 118.8% | 35% |
| 20260729 | $3.68 | $3.68 | 120.2% | 36% |
| 20260728 | $3.78 | $3.78 | 114.6% | 30% |
| 20260727 | $3.80 | $3.80 | 116.6% | 32% |
| 20260724 | $3.95 | $3.95 | 111.3% | 27% |
| 20260723 | $3.85 | $3.85 | 110.2% | 26% |
| 20260722 | $4.20 | $4.20 | 108.8% | 25% |
| 20260721 | $4.30 | $4.30 | 108.7% | 24% |
| 20260720 | $4.75 | $4.75 | 105.7% | 21% |
| 20260716 | $4.80 | $1.05 | 98.0% | 14% |
| 20260715 | $4.67 | $1.30 | 104.3% | 20% |
| 20260714 | $4.53 | $1.62 | 104.8% | 20% |
| 20260713 | $4.60 | $1.50 | 104.0% | 20% |
| 20260710 | $4.47 | $1.62 | 94.7% | 10% |
| 20260709 | $4.65 | $2.02 | 97.2% | 13% |
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.