NEMG · Expected Move
Leverage Shares 2x Long NEM Daily ETF · ETF
The expected move for NEMG 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).
NEMG 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 NEMG Expected Move
30-Day Straddle
$3.12
7-Day Straddle
$3.12
Avg IV
134.6%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to NEMG'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.
NEMG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $3.12 | $3.12 | 134.6% | 56% |
| 20261001 | $2.38 | $2.38 | 130.8% | 52% |
| 20260930 | $2.33 | $2.33 | 134.8% | 56% |
| 20260929 | $2.75 | $2.75 | 104.5% | 27% |
| 20260928 | $2.75 | $2.75 | 117.6% | 40% |
| 20260925 | $3.03 | $3.03 | 121.2% | 43% |
| 20260924 | $3.42 | $3.42 | 118.0% | 40% |
| 20260923 | $3.48 | $3.48 | 121.6% | 43% |
| 20260922 | $3.90 | $3.90 | 116.7% | 39% |
| 20260921 | $3.60 | $3.60 | 106.3% | 29% |
| 20260918 | $3.82 | $1.60 | 101.9% | 25% |
| 20260917 | $4.10 | $1.20 | 105.4% | 28% |
| 20260916 | $3.93 | $1.55 | 95.9% | 19% |
| 20260915 | $4.58 | $1.82 | 100.8% | 24% |
| 20260914 | $4.20 | $1.80 | 100.4% | 23% |
| 20260911 | $4.58 | $2.03 | 95.9% | 19% |
| 20260910 | $4.70 | $2.33 | 106.5% | 29% |
| 20260909 | $5.17 | $2.83 | 101.1% | 24% |
| 20260908 | $5.40 | $2.70 | 90.9% | 14% |
| 20260904 | $5.28 | $3.00 | 89.4% | 13% |
| 20260903 | $5.55 | $3.17 | 81.1% | 5% |
| 20260902 | $3.00 | $3.00 | 123.6% | 45% |
| 20260901 | $3.08 | $3.08 | 142.5% | 63% |
| 20260831 | $3.23 | $3.23 | 120.1% | 42% |
| 20260828 | $3.75 | $3.75 | 118.2% | 40% |
| 20260827 | $4.05 | $4.05 | 130.5% | 52% |
| 20260826 | $4.45 | $4.45 | 148.7% | 69% |
| 20260825 | $4.78 | $4.78 | 123.8% | 45% |
| 20260824 | $5.05 | $5.05 | 122.5% | 44% |
| 20260821 | $5.38 | $0.90 | 138.4% | 59% |
| 20260820 | $4.75 | $1.20 | 118.2% | 40% |
| 20260819 | $4.40 | $1.17 | 107.7% | 30% |
| 20260818 | $3.85 | $1.48 | 118.6% | 41% |
| 20260817 | $4.25 | $1.75 | 99.5% | 22% |
| 20260814 | $4.15 | $1.95 | 97.3% | 20% |
| 20260813 | $4.00 | $2.05 | 96.8% | 20% |
| 20260812 | $4.22 | $2.25 | 75.7% | 0% |
| 20260811 | $4.53 | $2.38 | 93.9% | 4% |
| 20260810 | $4.35 | $2.50 | 96.1% | 6% |
| 20260806 | $3.73 | $2.27 | 91.1% | 1% |
| 20260805 | $2.45 | $2.45 | 121.1% | 34% |
| 20260804 | $2.12 | $2.12 | 127.1% | 40% |
| 20260803 | $2.05 | $2.05 | 129.5% | 43% |
| 20260731 | $2.10 | $2.10 | 122.1% | 35% |
| 20260730 | $2.02 | $2.02 | 119.4% | 32% |
| 20260729 | $2.03 | $2.03 | 122.1% | 35% |
| 20260728 | $2.20 | $2.20 | 120.8% | 33% |
| 20260727 | $2.33 | $2.33 | 115.8% | 28% |
| 20260724 | $2.48 | $2.48 | 117.1% | 29% |
| 20260723 | $2.80 | $2.80 | 111.2% | 23% |
| 20260722 | $2.85 | $2.85 | 110.6% | 22% |
| 20260721 | $2.73 | $2.73 | 112.0% | 24% |
| 20260720 | $2.70 | $2.70 | 118.8% | 31% |
| 20260716 | $2.92 | $0.93 | 111.7% | 23% |
| 20260715 | $3.23 | $0.90 | 104.6% | 16% |
| 20260714 | $3.00 | $1.07 | 107.5% | 19% |
| 20260713 | $3.27 | $1.35 | 106.9% | 18% |
| 20260710 | $3.42 | $1.33 | 101.7% | 12% |
| 20260709 | $3.55 | $1.48 | 103.6% | 15% |
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.