COMB · Expected Move

GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF · ETF

The expected move for COMB 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).

COMB 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 COMB Expected Move
30-Day Straddle
$1.30
7-Day Straddle
$1.30
30-Day ATM IV
40.5%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to COMB'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.
COMB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.30 $1.30 40.5% 59%
20261021 $1.73 $1.73 27.7% 21%
20261020 $1.15 $1.15 24.2% 11%
20261019 $1.52 $1.52 28.4% 23%
20261016 $1.45 $2.92 26.7% 19%
20261015 $2.12 $1.65 22.1% 5%
20261014 $1.25 $0.85 21.8% 4%
20261013 $1.95 $1.23 24.5% 12%
20261012 $1.75 $0.95 22.7% 7%
20261009 $1.88 $1.62 27.2% 20%
20261008 $2.20 $0.88 28.3% 23%
20261007 $2.42 $1.82 31.3% 32%
20261006 $2.00 $0.78 20.4% 0%
20261005 $1.82 $0.85 22.0% 0%
20261002 $0.88 $0.88 29.7% 24%
20261001 $1.85 $1.85 32.7% 33%
20260930 $1.40 $1.40 30.3% 25%
20260929 $1.55 $1.55 28.6% 20%
20260928 $1.20 $1.20 27.5% 17%
20260925 $1.02 $1.02 27.7% 18%
20260924 $2.02 $2.02 29.2% 22%
20260923 $1.60 $1.60 23.4% 4%
20260922 $1.98 $1.98 27.6% 17%
20260921 $1.30 $1.30 22.9% 3%
20260918 $1.95 $2.98 23.9% 6%
20260917 $1.25 $0.80 23.8% 5%
20260916 $2.30 $1.70 24.6% 8%
20260915 $2.15 $1.73 28.2% 19%
20260914 $2.38 $0.88 34.1% 37%
20260911 $1.40 $0.95 23.7% 5%
20260910 $2.10 $0.90 33.7% 36%
20260909 $2.50 $1.82 26.3% 13%
20260908 $2.23 $1.50 32.8% 33%
20260904 $1.55 $1.00 24.5% 7%
20260903 $1.93 $1.05 26.3% 13%
20260902 $2.05 $2.05 35.2% 41%
20260901 $1.05 $1.05 26.0% 12%
20260831 $1.70 $1.70 31.2% 28%
20260828 $1.65 $1.65 27.8% 18%
20260827 $1.10 $1.10 26.7% 15%
20260826 $1.77 $1.77 30.0% 25%
20260825 $2.15 $2.15 33.8% 36%
20260824 $1.12 $1.12 24.7% 8%
20260821 $1.73 $0.62 25.3% 10%
20260820 $1.48 $1.10 22.4% 1%
20260819 $2.05 $0.78 25.0% 9%
20260818 $1.55 $0.75 23.7% 5%
20260817 $1.85 $0.85 29.6% 23%
20260814 $1.23 $0.97 28.2% 19%
20260813 $2.05 $1.52 31.3% 28%
20260812 $1.80 $1.48 24.9% 9%
20260811 $1.65 $1.05 25.0% 9%
20260810 $2.70 $1.82 33.4% 35%
20260807 — — 32.4% 32%
20260806 $1.65 $1.77 28.5% 20%
20260805 $1.48 $1.48 35.7% 42%
20260804 $2.85 $2.85 54.3% 99%
20260803 $2.33 $2.33 33.1% 34%
20260731 $2.38 $2.38 39.5% 53%
20260730 $2.02 $2.02 30.5% 26%

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.