DLLL · Expected Move
GraniteShares 2x Long DELL Daily ETF · ETF
The expected move for DLLL 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).
DLLL 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 DLLL Expected Move
30-Day Straddle
$6.22
7-Day Straddle
$6.22
Avg IV
131.2%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to DLLL'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.
DLLL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $6.22 | $6.22 | 131.2% | 7% |
| 20261001 | $6.00 | $6.00 | 127.9% | 5% |
| 20260930 | $6.32 | $6.32 | 133.7% | 8% |
| 20260929 | $6.70 | $6.70 | 128.8% | 6% |
| 20260928 | $6.80 | $6.80 | 127.1% | 5% |
| 20260925 | $7.65 | $7.65 | 122.2% | 3% |
| 20260924 | $7.50 | $7.50 | 125.3% | 4% |
| 20260923 | $8.15 | $8.15 | 123.8% | 3% |
| 20260922 | $8.35 | $8.35 | 128.9% | 6% |
| 20260921 | $9.20 | $9.20 | 129.1% | 6% |
| 20260918 | $9.40 | $0.70 | 120.4% | 2% |
| 20260917 | $10.85 | $2.20 | 126.9% | 5% |
| 20260916 | $10.15 | $3.15 | 126.7% | 5% |
| 20260915 | $9.50 | $3.50 | 121.7% | 2% |
| 20260914 | $9.10 | $3.73 | 121.4% | 2% |
| 20260911 | $11.00 | $4.90 | 126.3% | 5% |
| 20260910 | $8.65 | $4.08 | 122.0% | 3% |
| 20260909 | $10.35 | $5.12 | 131.1% | 7% |
| 20260908 | $10.65 | $5.53 | 128.4% | 6% |
| 20260904 | $10.70 | $5.92 | 125.6% | 4% |
| 20260903 | $10.00 | $5.93 | 116.5% | 0% |
| 20260902 | $5.70 | $5.70 | 195.9% | 35% |
| 20260901 | $6.17 | $6.17 | 186.3% | 30% |
| 20260831 | $6.72 | $6.72 | 215.2% | 44% |
| 20260828 | $7.35 | $7.35 | 164.3% | 19% |
| 20260827 | $8.20 | $8.20 | 192.6% | 33% |
| 20260826 | $8.05 | $8.05 | 200.1% | 37% |
| 20260825 | $7.70 | $7.70 | 167.0% | 21% |
| 20260824 | $7.60 | $7.60 | 171.4% | 23% |
| 20260821 | $8.05 | $0.62 | 165.5% | 20% |
| 20260820 | $7.90 | $1.32 | 167.6% | 22% |
| 20260819 | $8.25 | $2.02 | 172.5% | 24% |
| 20260818 | $9.95 | $2.88 | 188.6% | 35% |
| 20260817 | $10.35 | $3.33 | 196.1% | 39% |
| 20260814 | $11.15 | $4.22 | 198.9% | 40% |
| 20260813 | $12.15 | $5.05 | 173.1% | 28% |
| 20260812 | $11.95 | $5.35 | 175.3% | 29% |
| 20260811 | $10.05 | $4.45 | 171.0% | 28% |
| 20260810 | $12.00 | $5.80 | 211.8% | 46% |
| 20260806 | $11.80 | $6.72 | 182.3% | 33% |
| 20260805 | $7.38 | $7.38 | 289.5% | 82% |
| 20260804 | $8.45 | $8.45 | 3.3% | 100% |
| 20260803 | $7.15 | $7.15 | 249.0% | 84% |
| 20260731 | $6.75 | $6.75 | 231.0% | 73% |
| 20260730 | $6.80 | $6.80 | 171.1% | 37% |
| 20260729 | $5.88 | $5.88 | 262.5% | 93% |
| 20260728 | $6.67 | $6.67 | 198.8% | 54% |
| 20260727 | $8.10 | $8.10 | 203.0% | 58% |
| 20260724 | $8.65 | $8.65 | 177.4% | 43% |
| 20260723 | $9.05 | $9.05 | 171.9% | 40% |
| 20260722 | $9.45 | $9.45 | 235.8% | 77% |
| 20260721 | $8.25 | $8.25 | 170.4% | 39% |
| 20260720 | $7.57 | $7.57 | 215.0% | 65% |
| 20260716 | $8.75 | $2.00 | 188.0% | 49% |
| 20260715 | $9.60 | $2.90 | 205.4% | 59% |
| 20260714 | $11.60 | $3.67 | 185.8% | 48% |
| 20260713 | $9.85 | $3.60 | 163.3% | 35% |
| 20260710 | $11.05 | $4.00 | 183.6% | 47% |
| 20260709 | $12.35 | $5.85 | 214.3% | 66% |
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.