NETG · Expected Move

Leverage Shares 2X Long NET Daily ETF · ETF

The expected move for NETG 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).

NETG 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 NETG Expected Move
30-Day Straddle
$3.73
7-Day Straddle
$3.73
Avg IV
235.3%
IV Rank
97%
Implied one-standard-deviation move through the next 30 days. Compare to NETG'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.
NETG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $3.73 $3.73 235.3% 97%
20261001 $4.60 $4.60 199.9% 68%
20260930 $4.33 $4.33 238.7% 100%
20260929 $5.15 $5.15 171.4% 46%
20260928 $5.28 $5.28 208.2% 78%
20260925 $5.15 $5.15 165.3% 40%
20260924 $5.85 $5.85 227.6% 94%
20260923 $5.70 $5.70 201.7% 72%
20260922 $5.85 $5.85 178.2% 52%
20260921 $6.32 $6.32 179.3% 52%
20260918 $5.00 $2.45 188.0% 60%
20260917 $5.35 $1.23 151.4% 28%
20260916 $5.25 $1.80 153.9% 30%
20260915 $5.62 $2.20 152.5% 29%
20260914 $6.10 $2.23 145.3% 23%
20260911 $4.78 $2.25 138.8% 17%
20260910 $5.60 $2.83 169.7% 44%
20260909 $5.85 $3.08 159.7% 35%
20260908 $4.88 $2.67 124.4% 5%
20260904 $4.38 $2.58 125.9% 6%
20260903 $4.97 $2.92 128.6% 8%
20260902 $2.62 $2.62 152.1% 29%
20260901 $3.12 $3.12 150.5% 27%
20260831 $3.70 $3.70 141.2% 19%
20260828 $3.62 $3.62 130.1% 10%
20260827 $4.10 $4.10 123.5% 4%
20260826 $3.35 $3.35 127.2% 7%
20260825 $3.38 $3.38 127.3% 7%
20260824 $3.88 $3.88 127.3% 7%
20260821 $4.05 $2.25 120.1% 1%
20260820 $3.50 $0.95 122.3% 3%
20260819 $4.12 $1.30 118.8% 0%
20260818 $4.45 $1.60 119.2% 0%
20260817 $4.67 $1.88 124.0% 4%
20260814 $4.90 $2.08 119.0% 0%
20260813 $5.95 $2.98 120.7% 1%
20260812 $5.47 $2.78 119.3% 0%
20260811 $5.45 $2.98 126.2% 0%
20260810 $6.00 $3.43 126.4% 0%
20260806 $6.53 $4.97 147.0% 14%
20260805 $5.17 $5.17 190.3% 57%
20260804 $5.85 $5.85 234.1% 100%
20260803 $5.30 $5.30 198.9% 68%
20260731 $5.18 $5.18 190.5% 60%
20260730 $5.58 $5.58 177.5% 46%
20260729 $4.78 $4.78 186.7% 56%
20260728 $4.72 $4.72 183.8% 53%
20260727 $4.85 $4.85 166.1% 34%
20260724 $4.90 $4.90 165.6% 34%
20260723 $4.88 $4.88 159.8% 28%
20260722 $5.50 $5.50 171.8% 40%
20260721 $5.70 $5.70 156.7% 32%
20260720 $5.58 $5.58 177.5% 51%
20260716 $6.05 $1.52 167.1% 44%
20260715 $5.82 $1.43 150.0% 29%
20260714 $6.50 $1.80 155.1% 34%
20260713 $6.00 $1.55 153.0% 32%
20260710 $5.90 $2.10 143.2% 23%
20260709 $6.65 $2.58 150.6% 30%

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.