BAIG · Expected Move
Leverage Shares 2X Long BBAI Daily ETF · ETF
The expected move for BAIG 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).
BAIG 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 BAIG Expected Move
30-Day Straddle
$2.38
7-Day Straddle
$2.38
Avg IV
194.5%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to BAIG'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.
BAIG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.38 | $2.38 | 194.5% | 9% |
| 20261001 | $2.40 | $2.40 | 175.3% | 6% |
| 20260930 | $2.48 | $2.48 | 179.7% | 6% |
| 20260929 | $2.72 | $2.72 | 181.2% | 7% |
| 20260928 | $2.60 | $2.60 | 172.5% | 5% |
| 20260925 | $2.77 | $2.77 | 148.4% | 1% |
| 20260924 | $2.98 | $2.98 | 145.9% | 1% |
| 20260923 | $3.15 | $3.15 | 141.9% | 0% |
| 20260922 | $3.33 | $3.33 | 139.8% | 0% |
| 20260921 | $3.50 | $3.50 | 145.4% | 0% |
| 20260918 | $3.55 | $12.72 | 148.2% | 1% |
| 20260917 | $4.00 | $13.43 | 149.4% | 1% |
| 20260916 | $3.98 | $12.12 | 159.5% | 3% |
| 20260915 | $4.22 | $13.43 | 149.1% | 1% |
| 20260914 | $4.33 | $12.93 | 145.3% | 0% |
| 20260911 | $4.65 | $13.43 | 143.5% | 0% |
| 20260910 | $4.68 | $13.03 | 149.3% | 1% |
| 20260909 | $4.85 | $13.38 | 148.8% | 1% |
| 20260908 | $5.15 | $13.73 | 150.2% | 1% |
| 20260904 | $5.35 | $13.93 | 142.3% | 0% |
| 20260903 | $5.45 | $13.82 | 145.7% | 0% |
| 20260902 | $13.88 | $13.88 | 4.8% | 46% |
| 20260901 | $14.28 | $14.28 | 5.1% | 50% |
| 20260831 | $15.48 | $15.48 | 4.4% | 40% |
| 20260828 | $14.72 | $14.72 | 4.3% | 38% |
| 20260827 | $16.62 | $16.62 | 4.1% | 36% |
| 20260826 | $15.12 | $15.12 | 4.1% | 35% |
| 20260825 | $16.12 | $16.12 | 3.9% | 33% |
| 20260824 | $14.72 | $14.72 | 4.2% | 38% |
| 20260821 | $16.92 | $2.30 | 3.7% | 29% |
| 20260820 | $15.53 | $1.30 | 3.7% | 30% |
| 20260819 | $17.02 | $1.58 | 3.6% | 29% |
| 20260818 | $15.62 | $2.27 | 3.5% | 28% |
| 20260817 | $16.97 | $2.30 | 3.5% | 27% |
| 20260814 | $17.48 | $2.90 | 3.4% | 26% |
| 20260813 | $18.43 | $3.38 | 3.3% | 25% |
| 20260812 | $17.32 | $3.45 | 3.4% | 25% |
| 20260811 | $18.43 | $3.83 | 3.3% | 25% |
| 20260810 | $17.48 | $3.95 | 3.4% | 26% |
| 20260806 | $15.32 | $3.70 | 3.3% | 25% |
| 20260805 | $4.03 | $4.03 | 195.6% | 5% |
| 20260804 | $5.03 | $5.03 | 191.0% | 4% |
| 20260803 | $4.05 | $4.05 | 211.3% | 7% |
| 20260731 | $4.20 | $4.20 | 210.0% | 7% |
| 20260730 | $5.10 | $5.10 | 214.0% | 8% |
| 20260729 | $4.55 | $4.55 | 225.4% | 9% |
| 20260728 | $5.50 | $5.50 | 208.7% | 7% |
| 20260727 | $5.57 | $5.57 | 207.1% | 7% |
| 20260724 | $5.62 | $5.62 | 208.0% | 7% |
| 20260723 | $5.50 | $5.50 | 194.9% | 5% |
| 20260722 | $6.00 | $6.00 | 193.8% | 5% |
| 20260721 | $6.28 | $6.28 | 190.3% | 4% |
| 20260720 | $6.10 | $6.10 | 198.2% | 5% |
| 20260716 | $7.28 | $2.40 | 192.5% | 5% |
| 20260715 | $8.05 | $2.67 | 184.8% | 4% |
| 20260714 | $7.83 | $3.15 | 187.7% | 4% |
| 20260713 | $8.53 | $3.75 | 198.9% | 6% |
| 20260710 | $8.70 | $2.83 | 179.2% | 3% |
| 20260709 | $9.40 | $3.50 | 179.8% | 3% |
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.