NVDL · Expected Move

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

The expected move for NVDL 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).

NVDL 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 NVDL Expected Move
30-Day Straddle
$5.64
7-Day Straddle
$2.16
30-Day ATM IV
77.6%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to NVDL'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.
NVDL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $5.64 $2.16 77.6% 62%
20261023 $6.08 $2.54 86.5% 85%
20261022 $5.88 $2.95 85.5% 82%
20261021 $5.84 $2.71 74.1% 52%
20261020 $6.17 $3.20 78.4% 64%
20261019 $5.93 $1.99 74.5% 53%
20261016 $4.84 $2.58 72.4% 48%
20261015 $4.93 $2.74 68.6% 38%
20261014 $5.27 $2.85 68.5% 37%
20261013 $5.18 $3.17 61.5% 18%
20261012 $5.37 $2.01 63.2% 23%
20261009 $4.70 $2.41 59.6% 14%
20261008 $5.69 $2.67 65.9% 30%
20261007 $5.38 $3.06 59.9% 14%
20261006 $5.12 $2.87 54.5% 0%
20261005 $5.31 $1.92 56.5% 0%
20261002 $4.81 $2.08 58.5% 0%
20261001 $5.02 $2.47 58.9% 0%
20260930 $5.26 $2.78 61.7% 6%
20260929 $5.45 $2.88 64.9% 14%
20260928 $5.63 $2.11 62.8% 8%
20260925 $4.77 $2.21 60.1% 2%
20260924 $4.97 $2.58 63.7% 11%
20260923 $5.05 $2.67 62.8% 8%
20260922 $5.29 $3.00 61.9% 6%
20260921 $5.17 $1.95 59.3% 0%
20260918 $4.72 $2.09 60.2% 1%
20260917 $4.50 $2.31 59.6% 0%
20260916 $4.76 $2.69 63.1% 5%
20260915 $4.71 $2.67 64.0% 7%
20260914 $4.85 $2.12 64.2% 8%
20260911 $5.05 $2.21 66.1% 12%
20260910 $4.96 $2.58 65.3% 10%
20260909 $5.43 $3.04 67.2% 15%
20260908 $5.06 $3.62 65.2% 10%
20260904 $5.37 $2.56 63.4% 6%
20260903 $4.97 $2.70 61.3% 0%
20260902 $5.09 $2.75 62.8% 0%
20260901 $4.89 $2.90 63.1% 0%
20260831 $5.81 $2.05 66.3% 6%
20260828 $4.90 $2.39 64.5% 6%
20260827 $5.31 $3.15 64.0% 4%
20260826 $6.09 $4.64 81.0% 49%
20260825 $6.10 $4.47 79.3% 45%
20260824 $6.04 $3.86 83.6% 56%
20260821 $5.86 $4.12 79.1% 44%
20260820 $5.88 $4.17 76.6% 38%
20260819 $6.03 $4.50 76.3% 37%
20260818 $6.14 $4.44 76.4% 37%
20260817 $6.55 $2.02 75.9% 36%
20260814 $6.67 $2.06 78.0% 41%
20260813 $6.40 $2.78 77.4% 40%
20260812 $6.46 $2.95 75.7% 35%
20260811 $5.98 $3.01 76.7% 38%
20260810 $5.43 $2.15 71.2% 23%
20260807 — — 79.1% 44%
20260806 $7.04 $3.35 85.7% 62%
20260805 $6.83 $3.24 84.5% 58%
20260804 $6.17 $3.33 84.2% 58%
20260803 $6.88 $2.29 92.0% 78%

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.