DRUP · Expected Move
GraniteShares Nasdaq Select Disruptors ETF · ETF
The expected move for DRUP 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).
DRUP 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 DRUP Expected Move
30-Day Straddle
$3.73
7-Day Straddle
$3.73
30-Day ATM IV
23.3%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to DRUP'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.
DRUP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.73 | $3.73 | 23.3% | 12% |
| 20261021 | $1.95 | $1.95 | 21.9% | 7% |
| 20261020 | $0.00 | $0.00 | 22.6% | 10% |
| 20261019 | $0.00 | $0.00 | 21.7% | 7% |
| 20261016 | $3.67 | $5.45 | 21.2% | 5% |
| 20261015 | $3.75 | $1.97 | 20.2% | 2% |
| 20261014 | $3.80 | $1.95 | 20.2% | 2% |
| 20261013 | $3.80 | $2.08 | 20.3% | 2% |
| 20261012 | $3.80 | $2.05 | 19.6% | 0% |
| 20261009 | $3.75 | $2.08 | 20.9% | 3% |
| 20261008 | $3.90 | $2.17 | 21.7% | 5% |
| 20261007 | $3.97 | $2.30 | 20.9% | 3% |
| 20261006 | $4.05 | $2.48 | 21.4% | 4% |
| 20261005 | $4.08 | $2.45 | 21.1% | 3% |
| 20261002 | $2.40 | $2.40 | 20.9% | 3% |
| 20261001 | $2.60 | $2.60 | 22.1% | 6% |
| 20260930 | $2.58 | $2.58 | 23.3% | 10% |
| 20260929 | $2.65 | $2.65 | 22.2% | 7% |
| 20260928 | $2.80 | $2.80 | 23.4% | 11% |
| 20260925 | $2.88 | $2.88 | 21.0% | 3% |
| 20260924 | $2.95 | $2.95 | 20.1% | 0% |
| 20260923 | $2.85 | $2.85 | 21.4% | 0% |
| 20260922 | $2.98 | $2.98 | 21.7% | 0% |
| 20260921 | $2.85 | $2.85 | 22.0% | 0% |
| 20260918 | $3.25 | $6.50 | 26.3% | 15% |
| 20260917 | $3.15 | $1.95 | 24.2% | 8% |
| 20260916 | $3.30 | $2.10 | 25.2% | 11% |
| 20260915 | $3.45 | $2.48 | 25.4% | 12% |
| 20260914 | $3.45 | $2.27 | 24.0% | 7% |
| 20260911 | $3.50 | $2.45 | 27.2% | 18% |
| 20260910 | $3.75 | $2.70 | 25.5% | 12% |
| 20260909 | $3.50 | $2.58 | 27.7% | 20% |
| 20260908 | $3.50 | $2.55 | 27.2% | 18% |
| 20260904 | $3.55 | $2.55 | 23.3% | 5% |
| 20260903 | $3.73 | $2.67 | 24.3% | 8% |
| 20260902 | $2.62 | $2.62 | 24.2% | 8% |
| 20260901 | $2.90 | $2.90 | 23.9% | 7% |
| 20260831 | $2.85 | $2.85 | 26.6% | 16% |
| 20260828 | $2.77 | $2.77 | 25.5% | 12% |
| 20260827 | $2.95 | $2.95 | 25.7% | 13% |
| 20260826 | $3.05 | $3.05 | 23.8% | 6% |
| 20260825 | $3.03 | $3.03 | 24.7% | 10% |
| 20260824 | $3.15 | $3.15 | 24.5% | 9% |
| 20260821 | $3.20 | $10.00 | 23.7% | 6% |
| 20260820 | $3.58 | $2.03 | 28.0% | 21% |
| 20260819 | $3.38 | $2.05 | 21.9% | 0% |
| 20260818 | $3.33 | $2.10 | 23.3% | 3% |
| 20260817 | $3.27 | $2.15 | 25.1% | 9% |
| 20260814 | $3.95 | $2.35 | 25.0% | 9% |
| 20260813 | $3.75 | $2.47 | 22.5% | 0% |
| 20260812 | $3.75 | $2.50 | 22.9% | 0% |
| 20260811 | $3.98 | $2.55 | 23.5% | 0% |
| 20260810 | $4.03 | $2.65 | 23.8% | 0% |
| 20260807 | — | — | 24.3% | 0% |
| 20260806 | $4.38 | $3.17 | 34.2% | 35% |
| 20260805 | $3.03 | $3.03 | 27.7% | 10% |
| 20260804 | $2.92 | $2.92 | 25.7% | 3% |
| 20260803 | $3.15 | $3.15 | 26.3% | 5% |
| 20260731 | $3.38 | $3.38 | 25.4% | 2% |
| 20260730 | $3.53 | $3.53 | 27.8% | 11% |
More on DRUP
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.