OSCG · Expected Move

Leverage Shares 2X Long OSCR Daily ETF · ETF

The expected move for OSCG 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).

OSCG straddle price & implied vol

60 sessions

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

Current OSCG Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
8.2%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to OSCG'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.
OSCG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260821 $0.00 $0.00 8.2% 100%
20260820 $0.00 $0.00 6.7% 100%
20260819 $0.00 $0.00 5.7% 100%
20260818 $0.00 $0.00 5.0% 100%
20260817 $0.00 $0.00 4.4% 100%
20260814 $0.00 $0.00 3.6% 100%
20260813 $0.00 $0.00 3.4% 100%
20260812 $0.00 $0.00 3.2% 100%
20260811 $0.00 $0.00 3.1% 100%
20260810 $0.00 $0.00 293.4% 100%
20260806 $0.00 $0.00 256.6% 91%
20260805 $0.00 $0.00 251.7% 88%
20260804 $0.00 $0.00 245.7% 85%
20260803 $0.00 $0.00 101.8% 6%
20260731 $0.00 $0.00 94.4% 2%
20260730 $0.00 $0.00 92.2% 1%
20260729 $0.00 $0.00 90.2% 0%
20260728 $4.35 $4.35 93.7% 2%
20260727 $5.35 $5.35 108.2% 10%
20260724 $7.55 $7.55 110.8% 11%
20260723 $4.90 $4.90 121.0% 17%
20260722 $6.08 $6.08 95.8% 3%
20260721 $6.05 $6.05 99.7% 5%
20260720 $5.50 $5.50 94.2% 2%
20260716 $4.83 $2.98 98.1% 4%
20260715 $7.62 $3.95 100.9% 6%
20260714 $7.42 $4.00 97.7% 4%
20260713 $7.28 $6.43 95.0% 2%
20260710 $6.97 $4.80 90.4% 0%
20260709 $7.08 $5.00 102.8% 6%
20260708 $6.50 $5.47 91.3% 0%
20260707 $8.25 $7.70 110.6% 0%
20260706 $5.40 $7.00 118.2% 0%
20260702 $8.47 $8.47 198.2% 46%
20260701 $7.95 $7.95 189.3% 40%
20260630 $6.70 $6.70 185.5% 37%
20260629 $7.62 $7.62 166.7% 24%
20260626 $5.68 $5.68 174.0% 29%
20260625 $7.45 $7.45 159.4% 19%
20260624 $6.95 $6.95 156.3% 16%
20260623 $8.18 $8.18 149.1% 11%
20260622 $8.10 $8.10 170.1% 26%
20260618 $7.28 $5.00 142.6% 7%
20260617 $8.07 $5.00 147.9% 10%
20260616 $8.18 $3.25 164.1% 22%
20260615 $8.85 $3.85 153.4% 14%
20260613 $9.80 $5.32 165.8% 23%
20260612 $9.53 $4.60 153.2% 14%
20260611 $9.70 $5.20 155.5% 16%
20260610 $8.97 $5.97 166.0% 23%
20260609 $9.03 $4.97 155.5% 16%
20260608 $10.75 $5.35 176.4% 31%
20260605 $7.78 $4.20 149.6% 12%
20260604 $7.35 $4.53 146.2% 9%
20260603 $5.55 $3.40 142.9% 7%
20260602 $3.85 $3.85 211.5% 56%
20260601 $4.05 $4.05 196.5% 45%
20260529 $4.25 $4.25 181.0% 34%
20260528 $4.35 $4.35 219.9% 62%
20260527 $4.55 $4.55 174.1% 29%

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.