KLAG · Expected Move

Leverage Shares 2x Long KLAC Daily ETF · ETF

The expected move for KLAG 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).

KLAG 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 KLAG Expected Move
30-Day Straddle
$5.10
7-Day Straddle
$5.10
Avg IV
112.1%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to KLAG'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.
KLAG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $5.10 $5.10 112.1% 8%
20261001 $5.15 $5.15 120.4% 15%
20260930 $5.10 $5.10 120.1% 14%
20260929 $5.75 $5.75 121.1% 15%
20260928 $5.25 $5.25 116.2% 11%
20260925 $5.18 $5.18 108.2% 4%
20260924 $5.40 $5.40 109.7% 6%
20260923 $5.53 $5.53 111.4% 7%
20260922 $5.58 $5.58 111.8% 8%
20260921 $5.62 $5.62 112.1% 8%
20260918 $5.38 $3.60 110.4% 7%
20260917 $4.90 $1.38 113.0% 10%
20260916 $4.70 $1.50 117.1% 16%
20260915 $5.08 $1.80 116.6% 16%
20260914 $5.30 $2.08 115.8% 16%
20260911 $6.30 $2.90 108.5% 12%
20260910 $6.17 $3.92 112.8% 16%
20260909 $6.97 $3.40 115.5% 18%
20260908 $7.50 $4.25 114.3% 17%
20260904 $7.25 $4.20 108.7% 12%
20260903 $6.00 $3.73 102.8% 8%
20260902 $4.12 $4.12 179.7% 67%
20260901 $3.77 $3.77 187.8% 73%
20260831 $4.55 $4.55 163.4% 55%
20260828 $5.00 $5.00 155.2% 48%
20260827 $4.97 $4.97 142.8% 39%
20260826 $5.43 $5.43 137.0% 34%
20260825 $5.58 $5.58 136.5% 34%
20260824 $5.90 $5.90 142.7% 39%
20260821 $6.03 $1.12 133.7% 32%
20260820 $6.42 $1.55 129.3% 28%
20260819 $6.78 $2.05 124.4% 25%
20260818 $8.10 $2.67 128.1% 27%
20260817 $8.55 $3.65 117.9% 20%
20260814 $8.43 $3.45 121.3% 22%
20260813 $10.15 $5.03 124.7% 25%
20260812 $9.85 $5.22 124.7% 25%
20260811 $9.40 $5.75 127.9% 27%
20260810 $9.90 $4.88 138.3% 35%
20260806 $11.45 $6.97 146.5% 42%
20260805 $7.25 $7.25 189.0% 74%
20260804 $8.53 $8.53 190.4% 75%
20260803 $7.50 $7.50 198.9% 82%
20260731 $8.12 $8.12 183.7% 70%
20260730 $7.53 $7.53 174.2% 63%
20260729 $7.12 $7.12 200.4% 83%
20260728 $10.65 $10.65 200.5% 83%
20260727 $13.20 $13.20 201.1% 84%
20260724 $14.05 $14.05 190.6% 75%
20260723 $15.00 $15.00 192.0% 77%
20260722 $15.50 $15.50 192.2% 77%
20260721 $15.10 $15.10 190.0% 75%
20260720 $13.80 $13.80 188.1% 74%
20260716 $16.05 $3.60 185.0% 71%
20260715 $17.05 $4.83 182.6% 69%
20260714 $19.10 $6.97 183.9% 70%
20260713 $18.20 $7.10 186.0% 72%
20260710 $19.60 $8.28 186.3% 72%
20260709 $20.25 $9.28 184.3% 71%

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.