MJ · Expected Move

Amplify Alternative Harvest ETF · ETF

The expected move for MJ 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).

MJ 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 MJ Expected Move
30-Day Straddle
$2.90
7-Day Straddle
$1.30
30-Day ATM IV
47.4%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to MJ'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.
MJ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $2.90 $1.30 47.4% 44%
20261008 $3.00 $1.52 46.4% 41%
20261007 $2.85 $1.10 36.1% 20%
20261006 $3.85 $1.85 53.4% 56%
20261005 $3.62 $2.35 54.3% 58%
20261002 $1.80 $1.80 52.5% 54%
20261001 $1.38 $1.38 50.9% 51%
20260930 $1.88 $1.88 48.7% 46%
20260929 $3.25 $3.25 61.9% 74%
20260928 $2.98 $2.98 62.8% 76%
20260925 $3.20 $3.20 57.3% 64%
20260924 $3.25 $3.25 50.8% 51%
20260923 $2.80 $2.80 55.2% 60%
20260922 $2.60 $2.60 51.5% 52%
20260921 $2.40 $2.40 47.5% 44%
20260918 $1.42 $0.75 28.8% 4%
20260917 $3.15 $0.88 53.7% 54%
20260916 $1.77 $1.07 26.7% 0%
20260915 $3.65 $1.08 57.5% 51%
20260914 $3.12 $1.05 — —
20260911 $2.67 $1.35 47.8% 29%
20260910 $3.58 $1.42 47.9% 29%
20260909 $2.50 $1.60 35.6% 0%
20260908 $3.85 $1.82 55.8% 42%
20260904 $3.95 $2.10 55.5% 41%
20260903 $3.70 $1.62 49.3% 25%
20260902 $1.93 $1.93 55.3% 41%
20260901 $1.93 $1.93 49.9% 20%
20260831 $2.40 $2.40 50.3% 21%
20260828 $2.00 $2.00 41.0% 3%
20260827 $2.23 $2.23 52.9% 26%
20260826 $2.42 $2.42 49.7% 20%
20260825 $2.50 $2.50 48.3% 17%
20260824 $2.10 $2.10 42.8% 6%
20260821 $2.62 $0.45 46.1% 13%
20260820 $2.65 $0.70 46.1% 13%
20260819 $2.55 $0.95 43.0% 7%
20260818 $2.62 $0.92 45.5% 12%
20260817 $2.65 $1.05 39.5% 0%
20260814 $2.78 $0.92 44.9% 10%
20260813 $3.25 $1.17 45.9% 12%
20260812 $3.15 $1.25 48.3% 16%
20260811 $3.40 $1.43 51.8% 23%
20260810 $3.48 $1.73 55.5% 31%
20260807 — — 55.4% 30%
20260806 $2.67 $2.58 47.4% 15%
20260805 $2.25 $2.25 52.0% 24%
20260804 $1.93 $1.93 51.9% 24%
20260803 $2.22 $2.22 52.3% 24%
20260731 $1.98 $1.98 57.1% 34%
20260730 $1.77 $1.77 51.3% 22%
20260729 $2.58 $2.58 61.0% 41%
20260728 $3.20 $3.20 68.7% 57%
20260727 $2.05 $2.05 49.4% 19%
20260724 $2.17 $2.17 45.8% 12%
20260723 $2.55 $2.55 49.2% 18%
20260722 $2.20 $2.20 46.6% 13%
20260721 $2.77 $2.77 51.2% 22%
20260720 $2.42 $2.42 47.6% 15%
20260716 $3.12 $0.95 51.6% 23%

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.