OPEG · Expected Move
Leverage Shares 2X Long OPEN Daily ETF · ETF
The expected move for OPEG 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).
OPEG straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current OPEG Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
Avg IV
6.9%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to OPEG'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.
OPEG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $5.00 | $5.00 | 6.9% | 82% |
| 20261001 | $0.53 | $0.53 | 7.8% | 97% |
| 20260930 | $2.65 | $2.65 | 8.0% | 100% |
| 20260929 | $0.55 | $0.55 | 7.5% | 100% |
| 20260928 | $0.55 | $0.55 | 6.9% | 100% |
| 20260925 | $0.60 | $0.60 | 5.5% | 84% |
| 20260924 | $1.15 | $1.15 | 5.5% | 84% |
| 20260923 | $0.57 | $0.57 | 4.2% | 54% |
| 20260922 | $0.65 | $0.65 | 4.1% | 51% |
| 20260921 | $0.57 | $0.57 | 3.2% | 31% |
| 20260918 | $0.62 | $1.32 | 4.1% | 51% |
| 20260917 | $0.62 | $0.53 | 3.5% | 38% |
| 20260916 | $1.60 | $0.55 | 3.3% | 32% |
| 20260915 | $0.62 | $0.57 | 3.7% | 42% |
| 20260914 | $0.70 | $0.65 | 299.1% | 25% |
| 20260911 | $0.75 | $0.68 | 271.8% | 19% |
| 20260910 | $1.58 | $0.68 | 259.8% | 16% |
| 20260909 | $0.95 | $0.68 | 216.0% | 6% |
| 20260908 | $0.85 | $0.68 | 200.1% | 2% |
| 20260904 | $0.88 | $0.62 | 198.9% | 2% |
| 20260903 | $0.97 | $0.68 | 202.5% | 2% |
| 20260902 | $0.68 | $0.68 | 5.3% | 78% |
| 20260901 | $0.70 | $0.70 | 6.2% | 100% |
| 20260831 | $0.65 | $0.65 | 5.1% | 93% |
| 20260828 | $0.65 | $0.65 | 5.4% | 100% |
| 20260827 | $0.57 | $0.57 | 4.4% | 90% |
| 20260826 | $0.72 | $0.72 | 4.0% | 76% |
| 20260825 | $0.80 | $0.80 | 4.0% | 74% |
| 20260824 | $0.75 | $0.75 | 4.7% | 100% |
| 20260821 | $0.80 | $1.38 | 3.8% | 80% |
| 20260820 | $0.80 | $0.57 | 4.3% | 100% |
| 20260819 | $0.88 | $1.40 | 3.6% | 79% |
| 20260818 | $0.77 | $0.55 | 4.0% | 100% |
| 20260817 | $0.82 | $0.60 | 3.7% | 99% |
| 20260814 | $1.88 | $1.20 | 3.3% | 74% |
| 20260813 | $0.95 | $0.78 | 3.2% | 72% |
| 20260812 | $0.88 | $0.65 | 3.3% | 78% |
| 20260811 | $0.92 | $0.98 | 3.2% | 69% |
| 20260810 | $1.05 | $0.70 | 3.4% | 83% |
| 20260806 | $1.80 | $1.72 | 3.7% | 96% |
| 20260805 | $0.93 | $0.93 | 3.7% | 100% |
| 20260804 | $1.18 | $1.18 | 3.4% | 96% |
| 20260803 | $1.27 | $1.27 | 3.4% | 100% |
| 20260731 | $1.17 | $1.17 | 3.4% | 100% |
| 20260730 | $1.90 | $1.90 | 3.3% | 93% |
| 20260729 | $1.32 | $1.32 | 3.4% | 100% |
| 20260728 | $1.12 | $1.12 | 292.8% | 95% |
| 20260727 | $1.18 | $1.18 | 298.0% | 100% |
| 20260724 | $1.25 | $1.25 | 288.6% | 95% |
| 20260723 | $1.20 | $1.20 | 292.1% | 98% |
| 20260722 | $1.73 | $1.73 | 247.9% | 56% |
| 20260721 | $1.73 | $1.73 | 244.4% | 52% |
| 20260720 | $1.70 | $1.70 | 235.8% | 44% |
| 20260716 | $2.02 | $0.70 | 220.6% | 32% |
| 20260715 | $1.95 | $0.80 | 222.7% | 34% |
| 20260714 | $1.95 | $0.75 | 217.8% | 29% |
| 20260713 | $1.95 | $0.80 | 217.2% | 29% |
| 20260710 | $2.92 | $1.10 | 212.3% | 24% |
| 20260709 | $3.33 | $1.40 | 212.5% | 28% |
| 20260708 | $2.50 | $1.25 | 211.5% | 27% |
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.