LIMI · Expected Move

Themes Lithium & Battery Metal Miners ETF · ETF

The expected move for LIMI 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).

LIMI 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 LIMI Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
30-Day ATM IV
81.0%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to LIMI'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.
LIMI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $5.00 $5.00 81.0% 100%
20261008 $5.00 $5.00 75.4% 100%
20261007 $5.00 $5.00 70.6% 100%
20261006 $5.00 $5.00 66.4% 100%
20261005 $5.00 $5.00 62.6% 100%
20261002 $5.00 $5.00 52.2% 88%
20261001 $5.00 $5.00 49.5% 73%
20260930 $5.00 $5.00 46.6% 56%
20260929 $5.00 $5.00 40.7% 23%
20260928 $5.00 $5.00 40.2% 20%
20260925 $8.40 $8.40 — —
20260924 $8.40 $8.40 — —
20260923 $8.40 $8.40 — —
20260922 $8.40 $8.40 — —
20260921 $2.88 $2.88 36.8% 1%
20260918 $3.00 $5.00 40.1% 20%
20260917 $2.95 $2.40 36.6% 0%
20260916 $3.12 $2.55 41.7% 17%
20260915 $3.20 $2.67 44.3% 35%
20260914 $3.35 $2.83 39.4% 2%
20260911 $3.45 $3.00 42.7% 24%
20260910 $3.55 $3.08 40.3% 8%
20260909 $3.65 $3.25 41.1% 13%
20260908 $4.40 $3.30 51.2% 79%
20260904 $4.40 $3.25 43.6% 30%
20260903 $4.75 $3.45 45.3% 41%
20260902 $3.35 $3.35 44.7% 37%
20260901 $4.25 $4.25 44.8% 38%
20260831 $3.40 $3.40 43.6% 30%
20260828 $3.50 $3.50 42.8% 24%
20260827 $3.60 $3.60 42.3% 21%
20260826 $3.78 $3.78 42.9% 25%
20260825 $3.65 $3.65 42.0% 19%
20260824 $3.88 $3.88 39.6% 3%
20260821 $3.92 $3.77 46.0% 45%
20260820 $3.88 $2.20 39.9% 6%
20260819 $4.03 $2.45 40.4% 9%
20260818 $4.22 $2.38 40.9% 12%
20260817 $4.17 $2.58 39.1% 0%
20260814 $4.43 $2.78 42.7% 24%
20260813 $4.28 $2.85 43.2% 27%
20260812 $4.35 $2.83 45.9% 45%
20260811 $4.47 $3.00 42.3% 21%
20260810 $4.55 $3.35 44.0% 32%
20260807 — — 41.5% 16%
20260806 $4.82 $3.50 52.3% 87%
20260805 $3.50 $3.50 50.1% 72%
20260804 $3.50 $3.50 51.8% 83%
20260803 $3.55 $3.55 51.6% 82%
20260731 $3.55 $3.55 53.4% 94%
20260730 $3.67 $3.67 51.0% 78%
20260729 $3.65 $3.65 51.2% 79%
20260728 $3.60 $3.60 47.2% 53%
20260727 $3.88 $3.88 52.6% 89%
20260724 $3.92 $3.92 53.0% 91%
20260723 $4.22 $4.22 53.4% 94%
20260722 $4.12 $4.12 48.3% 61%
20260721 $4.15 $4.15 46.6% 50%
20260720 $4.88 $4.88 54.3% 100%
20260716 $4.58 $2.38 45.1% 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.