PANG · Expected Move

Leverage Shares 2X Long PANW Daily ETF · ETF

The expected move for PANG 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).

PANG straddle price & implied vol

59 sessions

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

Current PANG Expected Move
30-Day Straddle
$5.65
7-Day Straddle
$5.65
Avg IV
101.8%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to PANG'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.
PANG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $5.65 $5.65 101.8% 5%
20261001 $6.32 $6.32 108.4% 9%
20260930 $6.25 $6.25 106.9% 8%
20260929 $6.68 $6.68 104.8% 7%
20260928 $6.70 $6.70 109.7% 10%
20260925 $6.30 $6.30 100.5% 4%
20260924 $7.08 $7.08 104.5% 7%
20260923 $7.90 $7.90 105.9% 8%
20260922 $7.10 $7.10 102.0% 5%
20260921 $7.05 $7.05 99.2% 4%
20260918 $6.62 $1.82 97.3% 2%
20260917 $7.70 $1.90 101.5% 5%
20260916 $8.00 $2.55 103.3% 6%
20260915 $8.20 $2.85 105.1% 7%
20260914 $8.55 $3.75 105.5% 8%
20260911 $6.07 $2.67 96.0% 4%
20260910 $6.90 $3.25 96.0% 4%
20260909 $6.80 $3.45 97.3% 5%
20260908 $6.88 $3.73 96.5% 5%
20260904 $6.90 $3.77 93.3% 3%
20260903 $6.90 $3.92 94.3% 3%
20260902 $4.22 $4.22 116.0% 16%
20260901 $8.00 $8.00 137.9% 29%
20260831 $8.65 $8.65 135.7% 28%
20260828 $8.35 $8.35 125.9% 22%
20260827 $9.35 $9.35 134.0% 27%
20260826 $7.70 $7.70 129.5% 24%
20260825 $7.60 $7.60 128.4% 24%
20260824 $8.25 $8.25 127.0% 23%
20260821 $8.90 $2.40 121.2% 19%
20260820 $8.30 $1.50 119.2% 18%
20260819 $9.10 $2.25 120.1% 19%
20260818 $10.00 $3.42 117.6% 17%
20260817 $9.95 $3.55 116.9% 17%
20260814 $10.55 $3.92 112.8% 14%
20260813 $12.05 $5.05 116.5% 17%
20260812 $11.50 $4.88 118.9% 18%
20260811 $12.10 $5.53 120.2% 19%
20260810 $12.10 $5.70 123.9% 21%
20260806 $11.25 $6.17 126.0% 28%
20260805 $6.28 $6.28 193.4% 65%
20260804 $7.90 $7.90 184.4% 60%
20260803 $5.95 $5.95 159.9% 48%
20260731 $6.88 $6.88 152.3% 44%
20260730 $7.25 $7.25 171.6% 54%
20260729 $7.17 $7.17 174.0% 56%
20260728 $7.38 $7.38 158.8% 48%
20260727 $7.47 $7.47 156.2% 46%
20260724 $7.85 $7.85 158.8% 48%
20260723 $8.55 $8.55 162.8% 50%
20260722 $8.50 $8.50 148.0% 42%
20260721 $9.05 $9.05 146.9% 41%
20260720 $9.80 $9.80 171.6% 55%
20260716 $10.60 $1.95 167.6% 53%
20260715 $11.15 $2.58 161.8% 49%
20260714 $11.15 $3.33 140.8% 38%
20260713 $8.60 $3.23 135.4% 35%
20260710 $8.80 $3.48 132.8% 34%
20260709 $9.95 $4.08 136.0% 36%

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.