NVD · Expected Move

GraniteShares ETF Trust GraniteShares 2x Short NVDA Daily ETF · ETF

The expected move for NVD 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).

NVD straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current NVD Expected Move
30-Day Straddle
$0.68
7-Day Straddle
$0.68
30-Day ATM IV
81.4%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to NVD'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.
NVD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $0.68 $0.68 81.4% 65%
20261023 $0.48 $0.48 55.7% 19%
20261022 $0.85 $0.85 92.4% 85%
20261021 $2.38 $2.38 83.3% 69%
20261020 $1.18 $1.18 70.1% 45%
20261019 $0.78 $0.78 82.7% 68%
20261016 $0.82 $0.45 82.9% 68%
20261015 $0.75 $0.17 75.4% 55%
20261014 $0.82 $0.23 80.2% 63%
20261013 $0.70 $0.48 66.3% 38%
20261012 $0.65 $0.40 60.1% 27%
20261009 $0.75 $3.05 67.5% 40%
20261008 $0.85 $0.62 72.4% 49%
20261007 $0.60 $0.38 — —
20261006 $0.68 $0.35 67.9% 41%
20261005 $1.88 $0.38 99.3% 97%
20261002 $0.60 $0.60 88.5% 78%
20261001 $0.45 $0.45 — —
20260930 $0.53 $0.53 77.1% 58%
20260929 $0.60 $0.60 83.5% 69%
20260928 $0.48 $0.48 80.6% 64%
20260925 $0.78 $0.78 — —
20260924 $0.70 $0.70 62.2% 31%
20260923 $0.57 $0.57 71.4% 47%
20260922 $0.70 $0.70 88.9% 79%
20260921 $0.57 $0.57 — —
20260918 $0.55 $0.28 64.7% 35%
20260917 $0.57 $0.12 65.0% 36%
20260916 $0.60 $0.20 63.4% 33%
20260915 $0.57 $2.73 90.9% 82%
20260914 $0.55 $0.33 — —
20260911 $0.43 $0.33 44.9% 0%
20260910 $0.65 $0.35 66.2% 25%
20260909 $0.75 $0.38 78.3% 51%
20260908 $0.82 $0.33 100.9% 100%
20260904 $0.90 $0.53 77.3% 50%
20260903 $0.65 $0.57 54.6% 0%
20260902 $0.40 $0.40 79.6% 45%
20260901 $0.43 $0.43 66.3% 9%
20260831 $0.43 $0.43 63.1% 0%
20260828 $0.53 $0.53 68.2% 13%
20260827 $0.50 $0.50 80.3% 46%
20260826 $0.85 $0.85 88.7% 69%
20260825 $0.82 $0.82 — —
20260824 $1.00 $1.00 — —
20260821 $0.80 $0.30 82.9% 53%
20260820 $0.75 $0.23 78.9% 42%
20260819 $0.80 $0.30 81.0% 48%
20260818 $0.75 $0.28 77.1% 37%
20260817 $0.75 $0.22 84.0% 56%
20260814 $0.72 $0.28 78.8% 41%
20260813 $0.75 $0.33 79.9% 44%
20260812 $0.68 $0.30 69.8% 16%
20260811 $0.75 $0.47 73.3% 26%
20260810 $0.95 $0.42 86.7% 58%
20260807 — — 86.0% 56%
20260806 $0.93 $0.45 80.6% 43%
20260805 $0.45 $0.45 81.3% 37%
20260804 $0.75 $0.75 85.1% 45%
20260803 $0.62 $0.62 70.4% 14%

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.