MSFL · Expected Move

GraniteShares 2x Long MSFT Daily ETF · ETF

The expected move for MSFL 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).

MSFL 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 MSFL Expected Move
30-Day Straddle
$1.98
7-Day Straddle
$1.98
Avg IV
62.0%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to MSFL'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.
MSFL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $1.98 $1.98 62.0% 11%
20261001 $2.23 $2.23 68.8% 17%
20260930 $2.30 $2.30 72.0% 19%
20260929 $2.33 $2.33 67.4% 16%
20260928 $2.58 $2.58 53.0% 4%
20260925 $2.75 $2.75 57.8% 8%
20260924 $2.50 $2.50 50.5% 1%
20260923 $2.50 $2.50 50.9% 2%
20260922 $2.55 $2.55 52.5% 3%
20260921 $2.70 $2.70 50.6% 1%
20260918 $2.52 $0.75 57.7% 7%
20260917 $2.70 $0.62 48.8% 0%
20260916 $2.88 $0.95 50.9% 0%
20260915 $2.77 $1.10 58.6% 6%
20260914 $3.02 $1.23 55.5% 3%
20260911 $3.00 $1.25 56.0% 4%
20260910 $3.25 $1.62 51.5% 0%
20260909 $3.12 $1.67 54.3% 1%
20260908 $3.27 $1.68 53.1% 0%
20260904 $3.30 $1.75 55.9% 0%
20260903 $3.58 $2.05 57.4% 0%
20260902 $1.88 $1.88 138.3% 72%
20260901 $2.05 $2.05 92.5% 30%
20260831 $2.20 $2.20 91.0% 28%
20260828 $2.48 $2.48 144.3% 77%
20260827 $2.47 $2.47 138.9% 72%
20260826 $2.38 $2.38 124.0% 58%
20260825 $2.48 $2.48 141.6% 75%
20260824 $2.60 $2.60 138.3% 72%
20260821 $2.58 $0.60 74.2% 13%
20260820 $2.75 $0.72 119.8% 55%
20260819 $2.75 $0.98 83.6% 21%
20260818 $2.88 $1.00 75.1% 14%
20260817 $2.85 $1.05 72.0% 11%
20260814 $3.08 $1.30 68.3% 10%
20260813 $3.23 $1.48 69.1% 11%
20260812 $3.27 $1.55 114.1% 51%
20260811 $3.60 $1.83 95.6% 34%
20260810 $3.75 $1.98 119.2% 55%
20260806 $4.03 $2.35 74.6% 16%
20260805 $2.48 $2.48 140.4% 74%
20260804 $2.73 $2.73 121.0% 58%
20260803 $2.67 $2.67 141.6% 76%
20260731 $2.38 $2.38 123.2% 60%
20260730 $2.98 $2.98 101.5% 41%
20260729 $3.05 $3.05 102.1% 42%
20260728 $3.10 $3.10 98.1% 39%
20260727 $2.90 $2.90 94.6% 36%
20260724 $3.02 $3.02 98.0% 39%
20260723 $3.03 $3.03 97.4% 38%
20260722 $3.38 $3.38 94.4% 36%
20260721 $3.58 $3.58 94.5% 33%
20260720 $3.67 $3.67 93.5% 32%
20260716 $3.80 $0.75 95.9% 34%
20260715 $3.62 $1.00 86.6% 26%
20260714 $3.42 $0.98 91.7% 30%
20260713 $3.50 $1.18 85.9% 26%
20260710 $3.50 $1.07 86.6% 26%
20260709 $3.50 $1.42 85.4% 25%

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.