BEG · Expected Move

Leverage Shares 2x Long BE Daily ETF · ETF

The expected move for BEG 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).

BEG straddle price & implied vol

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current BEG Expected Move
30-Day Straddle
$10.90
7-Day Straddle
$10.90
Avg IV
142.5%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to BEG'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.
BEG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $10.90 $10.90 142.5% 0%
20261001 $11.10 $11.10 150.3% 1%
20260930 $12.00 $12.00 159.2% 6%
20260929 $14.45 $14.45 161.6% 7%
20260928 $11.50 $11.50 154.3% 3%
20260925 $15.60 $15.60 159.5% 6%
20260924 $13.50 $13.50 150.6% 1%
20260923 $14.90 $14.90 147.9% 0%
20260922 $15.70 $15.70 150.9% 0%
20260921 $15.90 $15.90 151.7% 1%
20260918 $15.80 $4.50 150.0% 0%
20260917 $18.05 $4.15 157.8% 3%
20260916 $17.90 $5.05 157.2% 3%
20260915 $16.35 $6.20 154.6% 2%
20260914 $16.35 $6.30 153.6% 1%
20260911 $19.40 $8.35 151.4% 0%
20260910 $17.75 $8.55 159.1% 0%
20260909 $20.10 $10.10 162.1% 0%
20260908 $23.35 $12.60 164.5% 1%
20260904 $20.20 $13.25 164.8% 1%
20260903 $17.25 $10.95 162.6% 0%
20260902 $9.20 $9.20 230.5% 25%
20260901 $9.05 $9.05 224.9% 21%
20260831 $8.30 $8.30 206.6% 9%
20260828 $9.50 $9.50 215.1% 15%
20260827 $10.85 $10.85 210.5% 11%
20260826 $11.95 $11.95 203.9% 7%
20260825 $12.30 $12.30 219.2% 17%
20260824 $10.95 $10.95 209.6% 11%
20260821 $10.80 $2.25 217.7% 16%
20260820 $11.20 $2.20 210.4% 11%
20260819 $11.75 $3.50 206.7% 9%
20260818 $12.45 $4.60 208.2% 10%
20260817 $16.55 $6.47 195.2% 1%
20260814 $17.20 $7.58 193.8% 0%
20260813 $18.75 $9.00 199.5% 0%
20260812 $19.30 $9.70 199.4% 0%
20260811 $16.40 $8.65 205.9% 4%
20260810 $17.35 $9.50 210.5% 7%
20260806 $25.95 $16.25 229.9% 21%
20260805 $16.30 $16.30 264.8% 46%
20260804 $17.25 $17.25 283.0% 59%
20260803 $15.95 $15.95 273.5% 53%
20260731 $15.05 $15.05 276.9% 56%
20260730 $16.50 $16.50 277.5% 57%
20260729 $11.65 $11.65 3.4% 100%
20260728 $14.30 $14.30 3.3% 100%
20260727 $20.35 $20.35 3.2% 93%
20260724 $20.45 $20.45 3.2% 96%
20260723 $28.50 $28.50 3.3% 99%
20260722 $29.50 $29.50 3.3% 100%
20260721 $33.65 $33.65 3.3% 100%
20260720 $26.80 $26.80 3.3% 100%
20260716 $29.60 $5.72 3.1% 100%
20260715 $37.05 $6.97 298.9% 97%
20260714 $38.70 $11.00 3.0% 98%
20260713 $36.25 $12.15 295.3% 93%
20260710 $39.55 $14.15 277.7% 77%
20260709 $44.70 $18.10 287.4% 86%

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.