GEMG · Expected Move

Leverage Shares 2X Long GEMI Daily ETF · ETF

The expected move for GEMG 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).

GEMG straddle price & implied vol

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current GEMG Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
Avg IV
4.4%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to GEMG'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.
GEMG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $5.00 $5.00 4.4% 45%
20261001 $2.77 $2.77 4.1% 39%
20260930 $2.92 $2.92 3.9% 35%
20260929 $3.35 $3.35 3.7% 32%
20260928 $3.55 $3.55 3.6% 30%
20260925 $3.92 $3.92 3.3% 25%
20260924 $4.50 $4.50 3.3% 25%
20260923 $4.53 $4.53 3.3% 25%
20260922 $5.40 $5.40 3.3% 23%
20260921 $5.55 $5.55 3.5% 28%
20260918 $5.15 $2.15 3.2% 23%
20260917 $2.97 $1.05 3.2% 22%
20260916 $2.90 $0.98 3.4% 27%
20260915 $2.98 $2.83 3.3% 24%
20260914 $4.00 $1.70 3.0% 19%
20260911 $3.48 $1.57 3.1% 20%
20260910 $3.90 $1.93 3.1% 20%
20260909 $3.78 $2.00 3.2% 22%
20260908 $4.55 $2.15 298.3% 18%
20260904 $4.53 $2.70 287.2% 16%
20260903 $4.40 $2.60 280.6% 14%
20260902 $2.10 $2.10 274.2% 5%
20260901 $2.20 $2.20 266.8% 5%
20260831 $2.67 $2.67 248.1% 3%
20260828 $2.65 $2.65 237.3% 2%
20260827 $3.35 $3.35 237.3% 2%
20260826 $3.28 $3.28 245.0% 3%
20260825 $3.55 $3.55 236.5% 2%
20260824 $2.90 $2.90 242.1% 3%
20260821 $3.45 $2.30 239.3% 2%
20260820 $3.00 $1.00 231.1% 2%
20260819 $2.67 $1.23 223.4% 1%
20260818 $2.23 $1.00 237.0% 2%
20260817 $2.35 $1.30 233.4% 2%
20260814 $3.05 $1.62 220.8% 1%
20260813 $4.00 $1.97 218.6% 1%
20260812 $4.25 $2.30 223.6% 1%
20260811 $3.78 $2.23 221.4% 1%
20260810 $3.80 $2.33 222.2% 1%
20260806 $4.03 $2.70 232.6% 2%
20260805 $2.75 $2.75 297.1% 7%
20260804 $3.28 $3.28 258.0% 4%
20260803 $3.02 $3.02 292.8% 7%
20260731 $3.88 $3.88 291.9% 7%
20260730 $3.45 $3.45 266.9% 5%
20260729 $3.00 $3.00 289.3% 7%
20260728 $3.92 $3.92 260.3% 4%
20260727 $3.80 $3.80 244.5% 3%
20260724 $4.03 $4.03 252.3% 4%
20260723 $4.55 $4.55 269.4% 5%
20260722 $4.70 $4.70 257.4% 4%
20260721 $5.28 $5.28 249.9% 3%
20260720 $4.88 $4.88 250.2% 3%
20260716 $5.17 $9.88 231.6% 2%
20260715 $4.97 $9.75 226.8% 1%
20260714 $4.60 $8.85 222.2% 1%
20260713 $4.15 $7.85 238.4% 2%
20260710 $5.32 $8.85 224.2% 1%
20260709 $4.65 $7.85 222.8% 1%

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.