NBIG · Expected Move
Leverage Shares 2X Long NBIS Daily ETF · ETF
The expected move for NBIG 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).
NBIG 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 NBIG Expected Move
30-Day Straddle
$4.10
7-Day Straddle
$4.10
Avg IV
194.0%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to NBIG'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.
NBIG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $4.10 | $4.10 | 194.0% | 23% |
| 20261001 | $4.22 | $4.22 | 181.0% | 16% |
| 20260930 | $4.72 | $4.72 | 175.3% | 13% |
| 20260929 | $4.93 | $4.93 | 202.1% | 27% |
| 20260928 | $4.97 | $4.97 | 196.7% | 24% |
| 20260925 | $5.18 | $5.18 | 176.6% | 14% |
| 20260924 | $5.88 | $5.88 | 196.6% | 24% |
| 20260923 | $5.35 | $5.35 | 184.8% | 18% |
| 20260922 | $5.97 | $5.97 | 170.4% | 11% |
| 20260921 | $6.20 | $6.20 | 173.4% | 12% |
| 20260918 | $5.55 | $1.27 | 191.9% | 22% |
| 20260917 | $5.58 | $1.25 | 166.2% | 9% |
| 20260916 | $5.35 | $1.60 | 167.4% | 9% |
| 20260915 | $5.17 | $1.83 | 180.3% | 16% |
| 20260914 | $5.65 | $2.17 | 171.3% | 11% |
| 20260911 | $6.53 | $2.62 | 148.3% | 0% |
| 20260910 | $6.85 | $3.30 | 179.7% | 7% |
| 20260909 | $7.95 | $4.07 | 173.3% | 3% |
| 20260908 | $8.90 | $4.75 | 189.8% | 12% |
| 20260904 | $7.55 | $4.38 | 167.6% | 0% |
| 20260903 | $6.40 | $3.65 | 169.0% | 0% |
| 20260902 | $3.60 | $3.60 | 201.7% | 8% |
| 20260901 | $3.75 | $3.75 | 215.7% | 17% |
| 20260831 | $4.10 | $4.10 | 196.7% | 5% |
| 20260828 | $4.38 | $4.38 | 188.5% | 0% |
| 20260827 | $5.32 | $5.32 | 192.1% | 0% |
| 20260826 | $5.55 | $5.55 | 201.3% | 6% |
| 20260825 | $6.05 | $6.05 | 199.1% | 4% |
| 20260824 | $5.55 | $5.55 | 199.1% | 4% |
| 20260821 | $6.42 | $0.62 | 199.9% | 5% |
| 20260820 | $6.82 | $1.40 | 193.4% | 1% |
| 20260819 | $6.95 | $2.30 | 211.9% | 12% |
| 20260818 | $9.25 | $3.40 | 192.1% | 0% |
| 20260817 | $11.70 | $5.12 | 214.7% | 13% |
| 20260814 | $12.75 | $6.12 | 205.8% | 15% |
| 20260813 | $11.10 | $5.75 | 205.1% | 14% |
| 20260812 | $12.00 | $6.80 | 196.6% | 9% |
| 20260811 | $7.40 | $4.67 | 216.6% | 21% |
| 20260810 | $7.40 | $4.58 | 229.5% | 29% |
| 20260806 | $11.80 | $8.45 | 263.4% | 49% |
| 20260805 | $9.05 | $9.05 | 3.2% | 82% |
| 20260804 | $10.30 | $10.30 | 3.2% | 85% |
| 20260803 | $9.60 | $9.60 | 3.2% | 85% |
| 20260731 | $7.80 | $7.80 | 298.2% | 72% |
| 20260730 | $7.75 | $7.75 | 3.0% | 74% |
| 20260729 | $5.50 | $5.50 | 3.5% | 100% |
| 20260728 | $7.55 | $7.55 | 3.3% | 98% |
| 20260727 | $9.60 | $9.60 | 3.2% | 95% |
| 20260724 | $10.65 | $10.65 | 3.2% | 98% |
| 20260723 | $14.70 | $14.70 | 3.1% | 87% |
| 20260722 | $14.30 | $14.30 | 3.1% | 89% |
| 20260721 | $14.55 | $14.55 | 3.1% | 90% |
| 20260720 | $11.35 | $11.35 | 3.3% | 100% |
| 20260716 | $9.65 | $2.08 | 298.1% | 100% |
| 20260715 | $13.25 | $3.08 | 290.7% | 99% |
| 20260714 | $12.85 | $3.38 | 292.3% | 100% |
| 20260713 | $14.70 | $4.82 | 278.6% | 100% |
| 20260710 | $16.30 | $6.25 | 276.6% | 100% |
| 20260709 | $15.65 | $6.68 | 270.1% | 98% |
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.