GLGG · Expected Move
Leverage Shares 2X Long GLXY Daily ETF · ETF
The expected move for GLGG 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).
GLGG 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 GLGG Expected Move
30-Day Straddle
$2.60
7-Day Straddle
$2.60
Avg IV
295.7%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to GLGG'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.
GLGG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.60 | $2.60 | 295.7% | 43% |
| 20261001 | $1.15 | $1.15 | 245.7% | 27% |
| 20260930 | $1.02 | $1.02 | 240.9% | 26% |
| 20260929 | $1.12 | $1.12 | 233.3% | 23% |
| 20260928 | $1.18 | $1.18 | 229.3% | 22% |
| 20260925 | $1.55 | $1.55 | 211.0% | 16% |
| 20260924 | $1.58 | $1.58 | 203.4% | 14% |
| 20260923 | $1.52 | $1.52 | 201.8% | 13% |
| 20260922 | $2.00 | $2.00 | 197.7% | 12% |
| 20260921 | $1.92 | $1.92 | 190.6% | 10% |
| 20260918 | $1.75 | $1.38 | 159.3% | 0% |
| 20260917 | $1.48 | $0.57 | 205.2% | 12% |
| 20260916 | $1.50 | $0.65 | 210.3% | 14% |
| 20260915 | $1.52 | $0.70 | 209.4% | 13% |
| 20260914 | $1.95 | $0.95 | 194.7% | 9% |
| 20260911 | $2.05 | $0.93 | 188.4% | 7% |
| 20260910 | $2.10 | $1.00 | 182.5% | 5% |
| 20260909 | $2.05 | $1.05 | 184.2% | 5% |
| 20260908 | $2.60 | $1.38 | 178.1% | 3% |
| 20260904 | $2.58 | $1.50 | 168.1% | 0% |
| 20260903 | $2.58 | $1.55 | 172.9% | 0% |
| 20260902 | $1.23 | $1.23 | 3.8% | 66% |
| 20260901 | $1.35 | $1.35 | 3.8% | 66% |
| 20260831 | $1.48 | $1.48 | 3.1% | 43% |
| 20260828 | $1.55 | $1.55 | 3.4% | 54% |
| 20260827 | $1.85 | $1.85 | 291.5% | 37% |
| 20260826 | $1.70 | $1.70 | 293.6% | 39% |
| 20260825 | $1.73 | $1.73 | 276.7% | 36% |
| 20260824 | $1.40 | $1.40 | 3.1% | 48% |
| 20260821 | $1.82 | $1.02 | 279.2% | 38% |
| 20260820 | $1.90 | $0.62 | 274.4% | 40% |
| 20260819 | $1.57 | $0.65 | 3.1% | 53% |
| 20260818 | $1.62 | $1.07 | 3.1% | 51% |
| 20260817 | $1.68 | $1.10 | 280.8% | 43% |
| 20260814 | $1.70 | $1.20 | 284.9% | 44% |
| 20260813 | $1.65 | $1.18 | 286.5% | 45% |
| 20260812 | $1.77 | $1.25 | 286.1% | 44% |
| 20260811 | $1.82 | $2.02 | 292.5% | 46% |
| 20260810 | $1.98 | $1.48 | 3.0% | 49% |
| 20260806 | $1.90 | $1.40 | 3.1% | 52% |
| 20260805 | $1.38 | $1.38 | 4.8% | 100% |
| 20260804 | $1.85 | $1.85 | 3.5% | 79% |
| 20260803 | $1.68 | $1.68 | 3.5% | 78% |
| 20260731 | $1.65 | $1.65 | 3.5% | 76% |
| 20260730 | $1.70 | $1.70 | 3.1% | 65% |
| 20260729 | $1.83 | $1.83 | 4.1% | 100% |
| 20260728 | $1.77 | $1.77 | 3.2% | 88% |
| 20260727 | $2.17 | $2.17 | 286.7% | 72% |
| 20260724 | $2.27 | $2.27 | 267.9% | 63% |
| 20260723 | $2.80 | $2.80 | 249.3% | 55% |
| 20260722 | $2.88 | $2.88 | 240.3% | 51% |
| 20260721 | $3.00 | $3.00 | 236.6% | 49% |
| 20260720 | $2.78 | $2.78 | 244.4% | 52% |
| 20260716 | $2.60 | $1.00 | 254.6% | 57% |
| 20260715 | $2.92 | $1.12 | 224.7% | 43% |
| 20260714 | $3.00 | $1.32 | 227.8% | 45% |
| 20260713 | $3.15 | $1.40 | 237.7% | 49% |
| 20260710 | $3.50 | $1.42 | 221.2% | 42% |
| 20260709 | $3.47 | $1.73 | 219.8% | 41% |
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.