GRAG · Expected Move
Leverage Shares 2X Long GRAB Daily ETF · ETF
The expected move for GRAG 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).
GRAG 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 GRAG Expected Move
30-Day Straddle
$1.12
7-Day Straddle
$1.12
Avg IV
3.7%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to GRAG'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.
GRAG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.12 | $1.12 | 3.7% | 100% |
| 20261001 | $1.20 | $1.20 | 3.4% | 100% |
| 20260930 | $1.23 | $1.23 | 3.2% | 100% |
| 20260929 | $1.67 | $1.67 | 3.2% | 100% |
| 20260928 | $1.95 | $1.95 | 295.9% | 88% |
| 20260925 | $1.15 | $1.15 | 278.4% | 80% |
| 20260924 | $1.40 | $1.40 | 3.2% | 100% |
| 20260923 | $1.57 | $1.57 | 275.1% | 93% |
| 20260922 | $1.70 | $1.70 | 280.7% | 96% |
| 20260921 | $1.95 | $1.95 | 276.5% | 94% |
| 20260918 | $1.15 | $1.65 | 286.7% | 100% |
| 20260917 | $1.32 | $1.07 | 278.9% | 100% |
| 20260916 | $1.27 | $1.02 | 278.0% | 100% |
| 20260915 | $1.33 | $1.02 | 249.9% | 100% |
| 20260914 | $1.40 | $1.07 | 219.2% | 97% |
| 20260911 | $1.45 | $1.12 | 202.6% | 82% |
| 20260910 | $1.40 | $1.07 | 217.6% | 95% |
| 20260909 | $1.45 | $1.10 | 223.2% | 100% |
| 20260908 | $1.43 | $1.18 | 185.8% | 69% |
| 20260904 | $1.60 | $1.23 | 173.5% | 60% |
| 20260903 | $1.62 | $1.90 | 168.7% | 58% |
| 20260902 | $1.27 | $1.27 | 184.0% | 70% |
| 20260901 | $1.25 | $1.25 | 220.3% | 100% |
| 20260831 | $1.27 | $1.27 | 198.2% | 89% |
| 20260828 | $1.35 | $1.35 | 168.9% | 66% |
| 20260827 | $1.30 | $1.30 | 197.0% | 88% |
| 20260826 | $1.27 | $1.27 | 142.4% | 44% |
| 20260825 | $1.33 | $1.33 | 141.9% | 44% |
| 20260824 | $1.38 | $1.38 | 144.1% | 51% |
| 20260821 | $1.32 | $1.62 | 129.3% | 43% |
| 20260820 | $1.68 | $1.00 | 170.6% | 72% |
| 20260819 | $1.43 | $1.68 | 133.5% | 46% |
| 20260818 | $1.55 | $1.15 | 152.0% | 59% |
| 20260817 | $1.45 | $1.10 | 129.7% | 43% |
| 20260814 | $1.48 | $0.97 | 117.3% | 35% |
| 20260813 | $1.57 | $1.18 | 132.7% | 45% |
| 20260812 | $1.55 | $1.10 | 119.3% | 36% |
| 20260811 | $1.80 | $1.25 | 123.3% | 39% |
| 20260810 | $1.90 | $1.35 | 128.8% | 43% |
| 20260806 | $1.92 | $2.08 | 144.1% | 53% |
| 20260805 | $1.62 | $1.62 | 185.6% | 82% |
| 20260804 | $1.77 | $1.77 | 186.8% | 83% |
| 20260803 | $1.68 | $1.68 | 201.5% | 93% |
| 20260731 | $1.67 | $1.67 | 167.9% | 70% |
| 20260730 | $1.12 | $1.12 | 196.3% | 90% |
| 20260729 | $1.62 | $1.62 | 211.3% | 100% |
| 20260728 | $1.77 | $1.77 | 188.8% | 87% |
| 20260727 | $1.65 | $1.65 | 194.9% | 91% |
| 20260724 | $1.60 | $1.60 | 174.6% | 77% |
| 20260723 | $1.62 | $1.62 | 167.9% | 72% |
| 20260722 | $1.70 | $1.70 | 175.5% | 77% |
| 20260721 | $1.88 | $1.88 | 172.2% | 75% |
| 20260720 | $1.82 | $1.82 | 155.3% | 63% |
| 20260716 | $2.02 | $0.98 | 161.1% | 67% |
| 20260715 | $2.05 | $1.05 | 134.1% | 48% |
| 20260714 | $2.02 | $1.10 | 119.3% | 37% |
| 20260713 | $2.30 | $1.23 | 128.6% | 44% |
| 20260710 | $2.27 | $1.27 | 127.9% | 43% |
| 20260709 | $2.15 | $1.27 | 130.2% | 45% |
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.