LULG · Expected Move
Leverage Shares 2X Long LULU Daily ETF · ETF
The expected move for LULG 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).
LULG 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 LULG Expected Move
30-Day Straddle
$0.70
7-Day Straddle
$0.70
Avg IV
251.7%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to LULG'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.
LULG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $0.70 | $0.70 | 251.7% | 59% |
| 20261001 | $0.60 | $0.60 | 3.7% | 100% |
| 20260930 | $0.70 | $0.70 | 245.6% | 86% |
| 20260929 | $0.55 | $0.55 | 245.7% | 86% |
| 20260928 | $0.82 | $0.82 | 221.5% | 73% |
| 20260925 | $0.57 | $0.57 | 185.1% | 54% |
| 20260924 | $0.70 | $0.70 | 173.1% | 48% |
| 20260923 | $0.78 | $0.78 | 166.4% | 44% |
| 20260922 | $0.85 | $0.85 | 166.9% | 44% |
| 20260921 | $0.62 | $0.62 | 171.6% | 47% |
| 20260918 | $0.68 | $0.47 | 167.4% | 45% |
| 20260917 | $0.82 | $0.57 | 176.8% | 50% |
| 20260916 | $0.65 | $0.33 | 184.3% | 54% |
| 20260915 | $0.68 | $0.42 | 148.3% | 35% |
| 20260914 | $0.90 | $0.43 | 106.7% | 13% |
| 20260911 | $1.07 | $0.45 | 153.2% | 37% |
| 20260910 | $0.95 | $0.43 | 161.9% | 42% |
| 20260909 | $0.90 | $0.47 | 145.9% | 33% |
| 20260908 | $1.77 | $0.65 | 145.9% | 33% |
| 20260904 | $1.00 | $0.55 | 135.0% | 27% |
| 20260903 | $2.00 | $1.73 | 120.2% | 20% |
| 20260902 | $1.30 | $1.30 | 239.2% | 83% |
| 20260901 | $1.50 | $1.50 | 237.2% | 82% |
| 20260831 | $1.55 | $1.55 | 230.3% | 78% |
| 20260828 | $1.38 | $1.38 | 211.3% | 68% |
| 20260827 | $1.32 | $1.32 | 219.2% | 72% |
| 20260826 | $1.60 | $1.60 | 207.4% | 66% |
| 20260825 | $1.68 | $1.68 | 223.2% | 74% |
| 20260824 | $1.75 | $1.75 | 203.4% | 65% |
| 20260821 | $1.80 | $1.30 | 204.0% | 65% |
| 20260820 | $1.50 | $1.40 | 186.1% | 56% |
| 20260819 | $1.65 | $0.82 | 181.7% | 54% |
| 20260818 | $1.70 | $0.98 | 171.8% | 48% |
| 20260817 | $1.60 | $0.75 | 196.0% | 61% |
| 20260814 | $1.75 | $1.20 | 166.0% | 45% |
| 20260813 | $2.15 | $1.50 | 159.5% | 42% |
| 20260812 | $2.08 | $1.12 | 161.7% | 43% |
| 20260811 | $2.73 | $1.15 | 152.8% | 39% |
| 20260810 | $2.30 | $1.27 | 147.3% | 36% |
| 20260806 | $2.40 | $1.20 | 185.5% | 55% |
| 20260805 | $1.43 | $1.43 | 168.5% | 47% |
| 20260804 | $1.55 | $1.55 | 133.0% | 28% |
| 20260803 | $1.50 | $1.50 | 129.6% | 27% |
| 20260731 | $1.15 | $1.15 | 126.7% | 25% |
| 20260730 | $1.45 | $1.45 | 107.6% | 15% |
| 20260729 | $1.62 | $1.62 | 122.4% | 23% |
| 20260728 | $1.62 | $1.62 | 123.2% | 23% |
| 20260727 | $1.60 | $1.60 | 156.5% | 40% |
| 20260724 | $1.55 | $1.55 | 149.7% | 37% |
| 20260723 | $1.77 | $1.77 | 152.9% | 39% |
| 20260722 | $1.58 | $1.58 | 144.1% | 34% |
| 20260721 | $1.55 | $1.55 | 131.7% | 28% |
| 20260720 | $1.35 | $1.35 | 135.3% | 30% |
| 20260716 | $1.70 | $1.78 | 152.3% | 38% |
| 20260715 | $1.75 | $1.05 | 111.9% | 18% |
| 20260714 | $2.30 | $1.10 | 117.3% | 20% |
| 20260713 | $2.42 | $0.85 | 103.5% | 13% |
| 20260710 | $1.70 | $0.95 | 99.9% | 11% |
| 20260709 | $1.80 | $1.12 | 104.9% | 14% |
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.