BTF · Expected Move

CoinShares ETF Trust CoinShares Bitcoin and Ether ETF · ETF

The expected move for BTF 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).

BTF straddle price & implied vol

60 sessions

Bars: 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 BTF Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
30-Day ATM IV
25.6%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to BTF'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.
BTF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $5.00 $5.00 25.6% 22%
20261022 $0.93 $0.93 21.7% 16%
20261021 $0.93 $0.93 21.4% 12%
20261020 $0.93 $0.93 17.5% 7%
20261019 $0.93 $0.93 17.0% 6%
20261016 $2.60 $8.43 12.4% 0%
20261015 $2.10 $2.08 34.1% 22%
20261014 $1.62 $1.42 21.4% 4%
20261013 $2.23 $1.40 22.1% 4%
20261012 $1.35 $1.48 18.9% 0%
20261009 $1.27 $1.38 27.4% 7%
20261008 $2.17 $1.65 36.2% 20%
20261007 $2.62 $1.95 22.8% 0%
20261006 $2.55 $2.25 29.7% 6%
20261005 $2.42 $2.48 33.2% 11%
20261002 $2.20 $2.20 36.8% 17%
20261001 $2.35 $2.35 26.0% 0%
20260930 $1.35 $1.35 32.6% 1%
20260929 $2.12 $2.12 40.1% 14%
20260928 $3.85 $3.85 32.2% 0%
20260925 $2.95 $2.95 34.6% 1%
20260924 $3.03 $3.03 42.6% 15%
20260923 $2.27 $2.27 34.0% 0%
20260922 $2.20 $2.20 41.1% 11%
20260921 $2.12 $2.12 39.6% 8%
20260918 $2.10 $2.08 40.2% 9%
20260917 $2.08 $1.00 39.8% 9%
20260916 $2.65 $1.27 52.0% 31%
20260915 $2.50 $1.72 50.1% 28%
20260914 $2.65 $1.25 49.8% 27%
20260911 $2.55 $1.48 48.0% 24%
20260910 $2.62 $1.73 61.5% 49%
20260909 $2.70 $1.55 51.4% 30%
20260908 $3.88 $1.48 61.6% 49%
20260904 $3.20 $1.48 52.1% 32%
20260903 $3.30 $1.98 52.8% 33%
20260902 $1.68 $1.68 — —
20260901 $1.80 $1.80 45.4% 19%
20260831 $2.22 $2.22 47.2% 22%
20260828 $2.05 $2.05 47.5% 23%
20260827 $2.17 $2.17 49.3% 26%
20260826 $2.25 $2.25 49.5% 27%
20260825 $2.50 $2.50 53.4% 34%
20260824 $2.55 $2.55 54.6% 36%
20260821 $2.60 $1.67 53.2% 34%
20260820 $2.20 $1.02 46.4% 21%
20260819 $2.35 $1.20 53.6% 34%
20260818 $1.85 $1.43 35.0% 0%
20260817 $2.45 $1.50 50.6% 27%
20260814 $1.60 $1.18 56.5% 38%
20260813 $1.82 $1.25 39.0% 5%
20260812 $1.90 $1.23 49.3% 24%
20260811 $2.00 $2.50 41.2% 9%
20260810 $2.20 $1.18 45.9% 18%
20260807 — — 47.2% 20%
20260806 $2.75 $1.32 56.1% 37%
20260805 $2.27 $2.27 47.0% 20%
20260804 $1.60 $1.60 36.7% 0%
20260803 $2.25 $2.25 55.2% 32%
20260731 $2.67 $2.67 43.7% 9%

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.