NUG · Expected Move
Leverage Shares 2X Long NU Daily ETF · ETF
The expected move for NUG 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).
NUG 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 NUG Expected Move
30-Day Straddle
$2.62
7-Day Straddle
$2.62
Avg IV
192.1%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to NUG'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.
NUG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.62 | $2.62 | 192.1% | 54% |
| 20261001 | $1.18 | $1.18 | 118.8% | 24% |
| 20260930 | $1.30 | $1.30 | 195.8% | 56% |
| 20260929 | $1.27 | $1.27 | 181.6% | 50% |
| 20260928 | $1.12 | $1.12 | 181.0% | 50% |
| 20260925 | $1.55 | $1.55 | 137.2% | 31% |
| 20260924 | $1.60 | $1.60 | 122.4% | 25% |
| 20260923 | $1.60 | $1.60 | 111.4% | 20% |
| 20260922 | $1.75 | $1.75 | 107.7% | 19% |
| 20260921 | $1.55 | $1.55 | 101.0% | 16% |
| 20260918 | $1.65 | $1.35 | 104.0% | 17% |
| 20260917 | $1.75 | $0.57 | 134.1% | 30% |
| 20260916 | $1.77 | $0.65 | 110.6% | 20% |
| 20260915 | $1.88 | $0.90 | 98.6% | 15% |
| 20260914 | $2.10 | $0.85 | 99.9% | 16% |
| 20260911 | $2.15 | $0.85 | 101.2% | 16% |
| 20260910 | $2.50 | $1.35 | 92.1% | 12% |
| 20260909 | $2.40 | $1.27 | 117.6% | 23% |
| 20260908 | $2.55 | $1.07 | 113.5% | 21% |
| 20260904 | $2.42 | $1.18 | 83.3% | 9% |
| 20260903 | $2.53 | $1.52 | 81.8% | 8% |
| 20260902 | $1.40 | $1.40 | 109.0% | 19% |
| 20260901 | $1.25 | $1.25 | 120.1% | 24% |
| 20260831 | $1.25 | $1.25 | 166.5% | 44% |
| 20260828 | $1.32 | $1.32 | 108.3% | 19% |
| 20260827 | $1.62 | $1.62 | 150.5% | 37% |
| 20260826 | $1.48 | $1.48 | 90.3% | 12% |
| 20260825 | $1.50 | $1.50 | 89.8% | 11% |
| 20260824 | $1.62 | $1.62 | 93.8% | 13% |
| 20260821 | $1.70 | $1.50 | 89.9% | 11% |
| 20260820 | $1.65 | $0.70 | 95.3% | 14% |
| 20260819 | $1.60 | $0.70 | 87.8% | 11% |
| 20260818 | $1.98 | $0.95 | 63.8% | 0% |
| 20260817 | $1.98 | $1.25 | 88.1% | 11% |
| 20260814 | $1.77 | $1.10 | 88.8% | 11% |
| 20260813 | $2.02 | $1.45 | 98.2% | 15% |
| 20260812 | $2.02 | $1.45 | 116.7% | 23% |
| 20260811 | $2.08 | $1.42 | 100.8% | 16% |
| 20260810 | $2.27 | $1.73 | 105.4% | 18% |
| 20260806 | $2.40 | $1.80 | 128.5% | 28% |
| 20260805 | $1.88 | $1.88 | 138.0% | 32% |
| 20260804 | $1.85 | $1.85 | 148.8% | 36% |
| 20260803 | $1.90 | $1.90 | 136.2% | 31% |
| 20260731 | $1.88 | $1.88 | 122.9% | 25% |
| 20260730 | $1.92 | $1.92 | 115.3% | 22% |
| 20260729 | $1.88 | $1.88 | 125.3% | 26% |
| 20260728 | $2.17 | $2.17 | 118.3% | 23% |
| 20260727 | $2.17 | $2.17 | 126.3% | 27% |
| 20260724 | $2.05 | $2.05 | 120.5% | 24% |
| 20260723 | $2.15 | $2.15 | 116.6% | 23% |
| 20260722 | $2.15 | $2.15 | 117.0% | 23% |
| 20260721 | $2.15 | $2.15 | 120.2% | 24% |
| 20260720 | $2.17 | $2.17 | 113.1% | 21% |
| 20260716 | $2.22 | $1.05 | 123.4% | 25% |
| 20260715 | $2.25 | $1.05 | 114.4% | 22% |
| 20260714 | $2.27 | $1.10 | 116.7% | 23% |
| 20260713 | $2.27 | $1.20 | 103.8% | 17% |
| 20260710 | $2.22 | $1.33 | 103.1% | 17% |
| 20260709 | $2.20 | $2.38 | 86.6% | 10% |
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.