ORLG · Expected Move
Leverage Shares 2X Long ORLY Daily ETF · ETF
The expected move for ORLG 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).
ORLG 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 ORLG Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
8.5%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to ORLG'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.
ORLG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260821 | $0.00 | $0.00 | 8.5% | 100% |
| 20260820 | $0.00 | $0.00 | 4.2% | 100% |
| 20260819 | $0.00 | $0.00 | 3.0% | 100% |
| 20260818 | $0.00 | $0.00 | 252.2% | 100% |
| 20260817 | $0.00 | $0.00 | 219.9% | 100% |
| 20260814 | $0.00 | $0.00 | 167.7% | 73% |
| 20260813 | $0.00 | $0.00 | 157.0% | 67% |
| 20260812 | $0.00 | $0.00 | 148.1% | 61% |
| 20260811 | $0.00 | $0.00 | 140.5% | 56% |
| 20260810 | $0.00 | $0.00 | 133.9% | 52% |
| 20260806 | $0.00 | $0.00 | 210.9% | 100% |
| 20260805 | $0.00 | $0.00 | 206.8% | 100% |
| 20260804 | $0.00 | $0.00 | 201.8% | 100% |
| 20260803 | $0.00 | $0.00 | 189.4% | 100% |
| 20260731 | $0.00 | $0.00 | 175.3% | 90% |
| 20260730 | $0.00 | $0.00 | 171.2% | 87% |
| 20260729 | $0.00 | $0.00 | 167.4% | 85% |
| 20260728 | $2.52 | $2.52 | 119.4% | 50% |
| 20260727 | $2.45 | $2.45 | 113.7% | 46% |
| 20260724 | $2.78 | $2.78 | 107.3% | 41% |
| 20260723 | $2.80 | $2.80 | 98.0% | 35% |
| 20260722 | $2.80 | $2.80 | 123.2% | 53% |
| 20260721 | $2.85 | $2.85 | 98.2% | 35% |
| 20260720 | $2.67 | $2.67 | 128.2% | 56% |
| 20260716 | $2.88 | $2.17 | 83.8% | 25% |
| 20260715 | $2.70 | $2.27 | 126.5% | 55% |
| 20260714 | $2.83 | $2.45 | 108.6% | 42% |
| 20260713 | $2.90 | $2.35 | 98.5% | 35% |
| 20260710 | $2.70 | $2.35 | 77.2% | 20% |
| 20260709 | $2.67 | $2.50 | 81.3% | 23% |
| 20260708 | $2.90 | $2.45 | 106.9% | 41% |
| 20260707 | $2.95 | $2.40 | 63.5% | 10% |
| 20260706 | $4.30 | $3.90 | 109.6% | 43% |
| 20260702 | $1.30 | $1.30 | 135.3% | 62% |
| 20260701 | $0.88 | $0.88 | 126.7% | 55% |
| 20260630 | $0.95 | $0.95 | 115.1% | 47% |
| 20260629 | $1.67 | $1.67 | 124.5% | 54% |
| 20260626 | $1.62 | $1.62 | 114.6% | 47% |
| 20260625 | $1.62 | $1.62 | 109.8% | 43% |
| 20260624 | $1.68 | $1.68 | 114.6% | 47% |
| 20260623 | $2.33 | $2.33 | 103.1% | 38% |
| 20260622 | $1.70 | $1.70 | 117.0% | 48% |
| 20260618 | $1.73 | $1.85 | 112.8% | 45% |
| 20260617 | $1.68 | $1.02 | 99.0% | 35% |
| 20260616 | $1.23 | $1.83 | 94.7% | 32% |
| 20260615 | $1.90 | $1.33 | 91.0% | 30% |
| 20260613 | $1.32 | $1.30 | 84.9% | 25% |
| 20260612 | $1.32 | $1.30 | 97.8% | 35% |
| 20260611 | $2.02 | $1.42 | 84.6% | 25% |
| 20260610 | $2.10 | $1.48 | 87.6% | 27% |
| 20260609 | $1.98 | $1.43 | 88.8% | 28% |
| 20260608 | $2.78 | $2.00 | 93.0% | 31% |
| 20260605 | $2.23 | $1.65 | 83.6% | 24% |
| 20260604 | $2.05 | $1.45 | 84.2% | 25% |
| 20260603 | $2.10 | $1.50 | 87.1% | 27% |
| 20260602 | $1.55 | $1.55 | 56.3% | 5% |
| 20260601 | $1.60 | $1.60 | 108.6% | 42% |
| 20260529 | $1.52 | $1.52 | 118.9% | 50% |
| 20260528 | $1.62 | $1.62 | 92.5% | 31% |
| 20260527 | $1.75 | $1.75 | 85.8% | 26% |
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.