BLSG · Expected Move
Leverage Shares 2X Long BLSH Daily ETF · ETF
The expected move for BLSG 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).
BLSG straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current BLSG Expected Move
30-Day Straddle
$2.40
7-Day Straddle
$2.40
Avg IV
3.3%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to BLSG'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.
BLSG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.40 | $2.40 | 3.3% | 39% |
| 20261001 | $3.08 | $3.08 | 261.1% | 23% |
| 20260930 | $0.93 | $0.93 | 243.7% | 19% |
| 20260929 | $0.95 | $0.95 | 230.6% | 16% |
| 20260928 | $1.18 | $1.18 | 279.2% | 28% |
| 20260925 | $1.15 | $1.15 | 229.2% | 16% |
| 20260924 | $1.15 | $1.15 | 205.4% | 10% |
| 20260923 | $1.20 | $1.20 | 195.9% | 8% |
| 20260922 | $1.33 | $1.33 | 216.4% | 13% |
| 20260921 | $1.32 | $1.32 | 201.2% | 9% |
| 20260918 | $1.25 | $1.50 | 178.5% | 4% |
| 20260917 | $1.15 | $0.68 | 189.3% | 7% |
| 20260916 | $0.88 | $0.70 | 187.7% | 6% |
| 20260915 | $1.20 | $0.95 | 171.6% | 4% |
| 20260914 | $1.30 | $0.85 | 180.7% | 6% |
| 20260911 | $1.12 | $0.88 | 197.6% | 10% |
| 20260910 | $1.23 | $0.85 | 168.7% | 4% |
| 20260909 | $1.05 | $0.90 | 168.2% | 4% |
| 20260908 | $1.35 | $1.02 | 175.2% | 5% |
| 20260904 | $3.58 | $0.95 | 161.3% | 2% |
| 20260903 | $1.40 | $1.05 | 169.8% | 4% |
| 20260902 | $0.97 | $0.97 | 238.8% | 20% |
| 20260901 | $0.95 | $0.95 | 204.3% | 12% |
| 20260831 | $0.85 | $0.85 | 191.7% | 9% |
| 20260828 | $1.00 | $1.00 | 185.6% | 8% |
| 20260827 | $1.07 | $1.07 | 190.4% | 9% |
| 20260826 | $1.00 | $1.00 | 211.6% | 14% |
| 20260825 | $1.00 | $1.00 | 172.8% | 5% |
| 20260824 | $1.02 | $1.02 | 201.1% | 11% |
| 20260821 | $1.07 | $1.85 | 168.6% | 4% |
| 20260820 | $2.30 | $0.80 | 203.3% | 12% |
| 20260819 | $0.80 | $0.73 | 217.4% | 15% |
| 20260818 | $3.05 | $0.82 | 238.7% | 20% |
| 20260817 | $3.00 | $0.80 | 229.2% | 18% |
| 20260814 | $0.95 | $0.82 | 230.1% | 18% |
| 20260813 | $1.07 | $1.62 | 201.8% | 11% |
| 20260812 | $1.05 | $2.30 | 163.5% | 2% |
| 20260811 | $1.05 | $5.08 | 162.4% | 2% |
| 20260810 | $3.20 | $1.05 | 212.7% | 14% |
| 20260806 | $1.27 | $3.10 | 186.5% | 8% |
| 20260805 | $1.02 | $1.02 | 5.3% | 86% |
| 20260804 | $1.02 | $1.02 | 4.7% | 73% |
| 20260803 | $1.05 | $1.05 | 5.7% | 96% |
| 20260731 | $0.97 | $0.97 | 5.9% | 99% |
| 20260730 | $1.02 | $1.02 | 5.6% | 93% |
| 20260729 | $1.02 | $1.02 | 4.6% | 72% |
| 20260728 | $2.40 | $2.40 | 4.6% | 71% |
| 20260727 | $1.07 | $1.07 | 4.5% | 69% |
| 20260724 | $1.10 | $1.10 | 3.6% | 48% |
| 20260723 | $3.10 | $3.10 | 4.0% | 57% |
| 20260722 | $1.15 | $1.15 | 4.1% | 59% |
| 20260721 | $3.15 | $3.15 | 3.5% | 46% |
| 20260720 | $1.17 | $1.17 | 3.6% | 48% |
| 20260716 | $0.90 | $0.75 | 3.6% | 48% |
| 20260715 | $1.15 | $0.75 | 3.3% | 40% |
| 20260714 | $1.15 | $0.57 | 3.3% | 42% |
| 20260713 | $1.20 | $0.90 | 3.6% | 47% |
| 20260710 | $1.25 | $0.85 | 3.2% | 39% |
| 20260709 | $2.45 | $2.30 | 175.3% | 5% |
| 20260708 | $1.30 | $0.90 | 3.3% | 41% |
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.