NIOG · Expected Move
Leverage Shares 2X Long NIO Daily ETF · ETF
The expected move for NIOG 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).
NIOG 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 NIOG Expected Move
30-Day Straddle
$1.32
7-Day Straddle
$1.32
Avg IV
3.0%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to NIOG'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.
NIOG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.32 | $1.32 | 3.0% | 100% |
| 20261001 | $0.95 | $0.95 | 290.1% | 100% |
| 20260930 | $1.73 | $1.73 | 278.8% | 100% |
| 20260929 | $1.18 | $1.18 | 276.2% | 100% |
| 20260928 | $1.27 | $1.27 | 244.0% | 86% |
| 20260925 | $1.35 | $1.35 | 226.3% | 73% |
| 20260924 | $1.35 | $1.35 | 208.2% | 61% |
| 20260923 | $1.65 | $1.65 | 205.5% | 59% |
| 20260922 | $1.52 | $1.52 | 193.4% | 50% |
| 20260921 | $1.50 | $1.50 | 211.3% | 63% |
| 20260918 | $2.17 | $2.38 | 179.8% | 41% |
| 20260917 | $1.50 | $1.02 | 196.5% | 53% |
| 20260916 | $1.48 | $0.75 | 176.0% | 38% |
| 20260915 | $1.48 | $1.07 | 185.4% | 45% |
| 20260914 | $1.55 | $1.17 | 171.8% | 35% |
| 20260911 | $1.62 | $3.77 | 164.6% | 30% |
| 20260910 | $1.62 | $1.10 | 178.2% | 40% |
| 20260909 | $1.90 | $1.27 | 165.9% | 31% |
| 20260908 | $1.77 | $1.00 | 146.9% | 18% |
| 20260904 | $1.88 | $1.10 | 150.4% | 20% |
| 20260903 | $1.85 | $1.25 | 139.3% | 13% |
| 20260902 | $1.15 | $1.15 | 264.7% | 100% |
| 20260901 | $2.00 | $2.00 | 227.1% | 100% |
| 20260831 | $2.20 | $2.20 | 220.3% | 100% |
| 20260828 | $2.08 | $2.08 | 197.6% | 100% |
| 20260827 | $2.02 | $2.02 | 183.8% | 83% |
| 20260826 | $2.10 | $2.10 | 185.4% | 85% |
| 20260825 | $2.35 | $2.35 | 176.0% | 73% |
| 20260824 | $2.27 | $2.27 | 173.3% | 69% |
| 20260821 | $2.53 | $1.68 | 154.8% | 45% |
| 20260820 | $2.52 | $1.08 | 159.4% | 51% |
| 20260819 | $2.42 | $1.15 | 156.3% | 47% |
| 20260818 | $2.33 | $1.20 | 147.4% | 35% |
| 20260817 | $2.53 | $1.35 | 149.8% | 38% |
| 20260814 | $2.55 | $1.38 | 143.2% | 30% |
| 20260813 | $2.73 | $1.45 | 150.5% | 39% |
| 20260812 | $2.75 | $1.48 | 143.1% | 29% |
| 20260811 | $2.83 | $1.57 | 144.4% | 31% |
| 20260810 | $3.17 | $1.75 | 142.3% | 28% |
| 20260806 | $3.15 | $1.82 | 141.1% | 27% |
| 20260805 | $1.93 | $1.93 | 176.8% | 74% |
| 20260804 | $2.08 | $2.08 | 160.7% | 53% |
| 20260803 | $2.28 | $2.28 | 157.6% | 49% |
| 20260731 | $2.45 | $2.45 | 143.8% | 30% |
| 20260730 | $2.40 | $2.40 | 144.8% | 32% |
| 20260729 | $2.60 | $2.60 | 151.3% | 40% |
| 20260728 | $2.40 | $2.40 | 150.9% | 40% |
| 20260727 | $2.27 | $2.27 | 149.5% | 38% |
| 20260724 | $2.40 | $2.40 | 156.3% | 47% |
| 20260723 | $2.70 | $2.70 | 143.7% | 30% |
| 20260722 | $2.80 | $2.80 | 133.5% | 17% |
| 20260721 | $2.90 | $2.90 | 136.1% | 20% |
| 20260720 | $3.25 | $3.25 | 137.3% | 22% |
| 20260716 | $3.42 | $1.38 | 133.5% | 17% |
| 20260715 | $3.78 | $1.30 | 131.3% | 16% |
| 20260714 | $3.75 | $1.38 | 126.6% | 10% |
| 20260713 | $3.60 | $1.42 | 132.3% | 18% |
| 20260710 | $3.55 | $1.70 | 126.5% | 10% |
| 20260709 | $3.65 | $1.67 | 134.8% | 21% |
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.