BTCI · Expected Move
NEOS Bitcoin High Income ETF · ETF
The expected move for BTCI 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).
BTCI 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 BTCI Expected Move
30-Day Straddle
$1.93
7-Day Straddle
$1.93
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to BTCI'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.
BTCI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.93 | $1.93 | — | — |
| 20261021 | $2.30 | $2.30 | 28.4% | 9% |
| 20261020 | $2.35 | $2.35 | 30.3% | 11% |
| 20261019 | $2.28 | $2.28 | 29.4% | 10% |
| 20261016 | $2.67 | $0.25 | 29.2% | 10% |
| 20261015 | $2.77 | $0.55 | 30.9% | 12% |
| 20261014 | $2.40 | $0.68 | 27.2% | 8% |
| 20261013 | $3.05 | $0.60 | — | — |
| 20261012 | $2.85 | $1.30 | — | — |
| 20261009 | $2.73 | $0.80 | — | — |
| 20261008 | $2.80 | $1.10 | 31.3% | 12% |
| 20261007 | $3.30 | $1.00 | 21.5% | 2% |
| 20261006 | $3.32 | $1.18 | 25.3% | 6% |
| 20261005 | $3.03 | $1.60 | 28.4% | 9% |
| 20261002 | $1.35 | $1.35 | 30.4% | 11% |
| 20261001 | $1.02 | $1.02 | 25.1% | 6% |
| 20260930 | $1.40 | $1.40 | 27.1% | 8% |
| 20260929 | $1.45 | $1.45 | 23.7% | 4% |
| 20260928 | $1.65 | $1.65 | 27.2% | 8% |
| 20260925 | $1.67 | $1.67 | 25.2% | 6% |
| 20260924 | $1.90 | $1.90 | 26.8% | 7% |
| 20260923 | $1.92 | $1.92 | 28.6% | 9% |
| 20260922 | $2.10 | $2.10 | — | — |
| 20260921 | $2.15 | $2.15 | 28.6% | 9% |
| 20260918 | $1.88 | $0.28 | — | — |
| 20260917 | $1.60 | $0.53 | — | — |
| 20260916 | $1.70 | $0.75 | 19.8% | 0% |
| 20260915 | $2.15 | $1.43 | — | — |
| 20260914 | $2.65 | $1.35 | 29.7% | 10% |
| 20260911 | $2.30 | $1.32 | 27.3% | 7% |
| 20260910 | $2.33 | $1.45 | 27.3% | 7% |
| 20260909 | $2.10 | $1.35 | 31.6% | 12% |
| 20260908 | $2.40 | $1.52 | 27.7% | 8% |
| 20260904 | $2.67 | $1.70 | 31.5% | 12% |
| 20260903 | $2.67 | $1.68 | 33.7% | 14% |
| 20260902 | $1.38 | $1.38 | 24.7% | 5% |
| 20260901 | $1.55 | $1.55 | 21.4% | 1% |
| 20260831 | $1.95 | $1.95 | 26.8% | 7% |
| 20260828 | $2.00 | $2.00 | 32.7% | 13% |
| 20260827 | $1.88 | $1.88 | 30.1% | 10% |
| 20260826 | $2.20 | $2.20 | 32.1% | 13% |
| 20260825 | $2.50 | $2.50 | 34.0% | 15% |
| 20260824 | $2.88 | $2.88 | 37.1% | 18% |
| 20260821 | $2.42 | $0.80 | 32.9% | 13% |
| 20260820 | $2.52 | $0.62 | 32.6% | 13% |
| 20260819 | $2.02 | $0.82 | 27.1% | 7% |
| 20260818 | $2.15 | $1.02 | 28.2% | 8% |
| 20260817 | $2.15 | $1.22 | 27.7% | 8% |
| 20260814 | $1.60 | $0.93 | 29.1% | 9% |
| 20260813 | $1.95 | $0.88 | 27.2% | 7% |
| 20260812 | $2.00 | $1.02 | 28.3% | 9% |
| 20260811 | $2.08 | $1.08 | 27.7% | 8% |
| 20260810 | $2.12 | $1.12 | 30.7% | 11% |
| 20260807 | — | — | 32.4% | 13% |
| 20260806 | $2.62 | $1.45 | 37.2% | 18% |
| 20260805 | $1.25 | $1.25 | 27.8% | 8% |
| 20260804 | $1.78 | $1.78 | 30.6% | 11% |
| 20260803 | $1.50 | $1.50 | 28.7% | 9% |
| 20260731 | $1.47 | $1.47 | 46.0% | 28% |
| 20260730 | $1.75 | $1.75 | 29.6% | 10% |
More on BTCI
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.