MST · Expected Move

Defiance Leveraged Long Income MSTR ETF · ETF

The expected move for MST 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).

MST 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 MST Expected Move
30-Day Straddle
$4.60
7-Day Straddle
$1.80
30-Day ATM IV
111.2%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to MST'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.
MST Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $4.60 $1.80 111.2% 22%
20261008 $4.33 $1.73 109.7% 21%
20261007 $4.55 $1.90 112.7% 23%
20261006 $5.30 $2.35 110.6% 22%
20261005 $5.33 $2.65 110.1% 21%
20261002 $2.70 $2.70 106.8% 18%
20261001 $2.80 $2.80 118.0% 27%
20260930 $2.55 $2.55 114.3% 24%
20260929 $2.83 $2.83 114.6% 25%
20260928 $3.25 $3.25 115.8% 26%
20260925 $3.40 $3.40 115.5% 25%
20260924 $3.60 $3.60 117.6% 27%
20260923 $3.67 $3.67 116.0% 26%
20260922 $4.17 $4.17 122.0% 31%
20260921 $4.88 $4.88 130.9% 38%
20260918 $3.92 $4.58 115.8% 26%
20260917 $3.00 $1.00 — —
20260916 $3.20 $1.12 121.8% 30%
20260915 $3.25 $1.65 123.3% 32%
20260914 $3.68 $1.92 117.2% 27%
20260911 $3.45 $1.62 117.2% 27%
20260910 $3.35 $1.77 121.0% 30%
20260909 $4.10 $1.82 134.5% 41%
20260908 $4.20 $2.35 127.2% 35%
20260904 $4.60 $2.67 124.8% 33%
20260903 $5.17 $3.00 130.3% 37%
20260902 $2.05 $2.05 109.3% 20%
20260901 $1.92 $1.92 118.3% 28%
20260831 $2.58 $2.58 121.4% 30%
20260828 $2.90 $2.90 120.7% 30%
20260827 $3.45 $3.45 127.6% 35%
20260826 $2.85 $2.85 118.1% 27%
20260825 $3.15 $3.15 128.6% 36%
20260824 $3.42 $3.42 134.0% 40%
20260821 $3.35 $11.85 137.7% 43%
20260820 $2.90 $8.82 125.9% 34%
20260819 $2.65 $12.85 132.2% 39%
20260818 $2.45 $7.22 115.8% 26%
20260817 $2.20 $6.90 112.9% 23%
20260814 $2.55 $7.22 110.0% 21%
20260813 $2.25 $7.22 113.3% 24%
20260812 $2.35 $7.12 117.2% 27%
20260811 $2.42 $8.18 117.8% 27%
20260810 $3.48 $8.12 135.4% 41%
20260807 — — 130.7% 38%
20260806 $3.00 $7.22 117.4% 27%
20260805 $7.28 $7.28 83.7% 0%
20260804 $8.22 $8.22 135.4% 28%
20260803 $7.22 $7.22 146.2% 39%
20260731 $7.22 $7.22 135.9% 29%
20260730 $7.22 $7.22 131.3% 24%
20260729 $7.22 $7.22 148.0% 41%
20260728 $7.22 $7.22 192.4% 84%
20260727 $8.22 $8.22 155.6% 53%
20260724 $11.85 $11.85 209.0% 47%
20260723 $7.22 $7.22 148.4% 22%
20260722 $8.12 $8.12 203.3% 45%
20260721 $8.12 $8.12 165.5% 29%
20260720 $8.22 $8.22 143.9% 20%
20260716 $7.22 $1.90 139.2% 18%

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.