CRMG · Expected Move
Leverage Shares 2X Long CRM Daily ETF · ETF
The expected move for CRMG 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).
CRMG straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current CRMG Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$0.90
Avg IV
143.6%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to CRMG'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.
CRMG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $0.90 | $0.90 | 143.6% | 31% |
| 20261001 | $0.98 | $0.98 | 118.9% | 20% |
| 20260930 | $1.15 | $1.15 | 150.6% | 34% |
| 20260929 | $1.12 | $1.12 | 159.4% | 37% |
| 20260928 | $1.15 | $1.15 | 155.1% | 35% |
| 20260925 | $1.15 | $1.15 | 111.9% | 17% |
| 20260924 | $1.27 | $1.27 | 151.5% | 34% |
| 20260923 | $1.38 | $1.38 | 124.3% | 22% |
| 20260922 | $1.30 | $1.30 | 121.5% | 21% |
| 20260921 | $1.20 | $1.20 | 128.6% | 24% |
| 20260918 | $1.52 | $0.75 | 107.8% | 15% |
| 20260917 | $1.65 | $0.40 | 107.5% | 15% |
| 20260916 | $1.73 | $0.88 | 99.8% | 12% |
| 20260915 | $1.93 | $0.75 | 121.0% | 21% |
| 20260914 | $1.88 | $1.02 | 104.5% | 14% |
| 20260911 | $1.82 | $1.00 | 97.6% | 11% |
| 20260910 | $1.70 | $0.95 | 111.8% | 17% |
| 20260909 | $1.85 | $1.10 | 100.9% | 12% |
| 20260908 | $2.02 | $1.05 | 86.1% | 6% |
| 20260904 | $2.15 | $1.17 | 89.2% | 7% |
| 20260903 | $2.30 | $1.35 | 88.9% | 7% |
| 20260902 | $1.30 | $1.30 | 113.0% | 18% |
| 20260901 | $1.32 | $1.32 | 134.7% | 27% |
| 20260831 | $1.27 | $1.27 | 172.3% | 43% |
| 20260828 | $1.27 | $1.27 | 72.8% | 0% |
| 20260827 | $1.62 | $1.62 | 170.1% | 42% |
| 20260826 | $1.40 | $1.40 | 152.1% | 34% |
| 20260825 | $1.45 | $1.45 | 162.5% | 39% |
| 20260824 | $1.60 | $1.60 | 160.8% | 38% |
| 20260821 | $1.57 | $0.25 | 140.7% | 29% |
| 20260820 | $1.57 | $0.43 | 148.2% | 33% |
| 20260819 | $1.57 | $0.50 | 146.7% | 32% |
| 20260818 | $1.33 | $0.50 | 96.7% | 11% |
| 20260817 | $1.35 | $0.40 | 168.5% | 41% |
| 20260814 | $1.48 | $0.50 | 149.7% | 33% |
| 20260813 | $1.65 | $0.85 | 79.7% | 3% |
| 20260812 | $1.32 | $0.57 | 136.2% | 27% |
| 20260811 | $1.52 | $2.88 | 138.2% | 28% |
| 20260810 | $1.48 | $0.70 | 156.2% | 36% |
| 20260806 | $1.48 | $0.90 | 143.6% | 31% |
| 20260805 | $0.88 | $0.88 | 138.6% | 28% |
| 20260804 | $1.05 | $1.05 | 125.2% | 23% |
| 20260803 | $1.07 | $1.07 | 178.8% | 46% |
| 20260731 | $0.88 | $0.88 | 119.5% | 20% |
| 20260730 | $0.95 | $0.95 | 101.7% | 13% |
| 20260729 | $1.35 | $1.35 | 145.4% | 31% |
| 20260728 | $1.02 | $1.02 | 146.1% | 32% |
| 20260727 | $1.12 | $1.12 | 155.5% | 36% |
| 20260724 | $0.80 | $0.80 | 119.2% | 20% |
| 20260723 | $0.90 | $0.90 | 127.6% | 24% |
| 20260722 | $0.85 | $0.85 | 111.4% | 17% |
| 20260721 | $1.00 | $1.00 | 108.6% | 16% |
| 20260720 | $1.15 | $1.15 | 124.8% | 23% |
| 20260716 | $0.97 | $0.30 | 132.3% | 26% |
| 20260715 | $1.10 | $0.45 | 129.8% | 25% |
| 20260714 | $1.20 | $0.42 | 132.2% | 26% |
| 20260713 | $1.20 | $0.40 | 109.9% | 16% |
| 20260710 | $0.93 | $0.75 | 115.5% | 19% |
| 20260709 | $0.90 | $0.57 | 99.6% | 12% |
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.