INTW · Expected Move

GraniteShares 2x Long INTC Daily ETF · ETF

The expected move for INTW 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).

INTW straddle price & implied vol

60 sessions

Bars: 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 INTW Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$4.90
30-Day ATM IV
134.3%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to INTW'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.
INTW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $4.90 $4.90 134.3% 28%
20261023 $4.58 $4.58 131.9% 25%
20261022 $4.70 $4.70 133.0% 26%
20261021 $5.47 $5.47 132.2% 25%
20261020 $5.45 $5.45 135.9% 29%
20261019 $5.47 $5.47 129.3% 22%
20261016 $5.45 $1.42 129.7% 23%
20261015 $6.03 $1.35 125.5% 19%
20261014 $6.60 $1.93 127.6% 21%
20261013 $7.15 $2.30 124.2% 17%
20261012 $6.65 $2.20 118.0% 11%
20261009 $7.90 $3.08 123.6% 17%
20261008 $8.50 $3.38 124.7% 18%
20261007 $9.80 $3.75 128.3% 21%
20261006 $9.65 $4.05 124.8% 18%
20261005 $10.50 $4.47 125.4% 19%
20261002 $5.67 $5.67 127.7% 21%
20261001 $6.05 $6.05 133.6% 27%
20260930 $6.40 $6.40 136.7% 30%
20260929 $6.32 $6.32 132.7% 26%
20260928 $6.65 $6.65 133.7% 27%
20260925 $8.00 $8.00 134.6% 28%
20260924 $9.15 $9.15 139.0% 32%
20260923 $8.55 $8.55 135.1% 28%
20260922 $9.20 $9.20 137.5% 31%
20260921 $9.10 $9.10 140.2% 33%
20260918 $7.15 $1.15 124.6% 18%
20260917 $7.12 $1.55 123.6% 17%
20260916 $6.33 $2.17 122.2% 15%
20260915 $5.62 $2.15 115.7% 9%
20260914 $5.95 $2.62 120.5% 14%
20260911 $7.00 $3.12 119.0% 12%
20260910 $6.88 $3.38 121.7% 15%
20260909 $8.50 $4.17 129.4% 23%
20260908 $8.50 $4.47 133.2% 26%
20260904 $6.83 $4.00 121.4% 15%
20260903 $5.95 $3.38 113.4% 6%
20260902 $3.15 $3.15 110.9% 4%
20260901 $3.40 $3.40 111.0% 4%
20260831 $3.53 $3.53 110.1% 3%
20260828 $3.50 $3.50 107.0% 0%
20260827 $4.12 $4.12 114.5% 0%
20260826 $4.38 $4.38 121.6% 5%
20260825 $4.25 $4.25 117.3% 0%
20260824 $4.33 $4.33 117.3% 0%
20260821 $4.78 $0.75 124.5% 2%
20260820 $5.45 $1.02 123.3% 0%
20260819 $5.55 $1.70 — —
20260818 $6.40 $2.20 126.3% 0%
20260817 $7.70 $2.97 132.0% 6%
20260814 $7.85 $3.20 127.6% 0%
20260813 $9.00 $4.05 139.1% 13%
20260812 $7.95 $4.03 132.6% 4%
20260811 $7.70 $4.05 136.3% 14%
20260810 $8.25 $4.55 139.6% 18%
20260807 — — 143.8% 23%
20260806 $10.10 $6.35 156.8% 40%
20260805 $6.68 $6.68 163.3% 49%
20260804 $7.55 $7.55 172.7% 61%
20260803 $5.78 $5.78 161.2% 48%

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.