PBRG · Expected Move
Leverage Shares 2X Long PBR Daily ETF · ETF
The expected move for PBRG 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).
PBRG straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current PBRG Expected Move
30-Day Straddle
$8.85
7-Day Straddle
$8.85
Avg IV
130.7%
IV Rank
94%
Implied one-standard-deviation move through the next 30 days. Compare to PBRG'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.
PBRG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $8.85 | $8.85 | 130.7% | 94% |
| 20261001 | $8.30 | $8.30 | 105.9% | 60% |
| 20260930 | $7.50 | $7.50 | 105.2% | 59% |
| 20260929 | $7.72 | $7.72 | 111.1% | 67% |
| 20260928 | $7.95 | $7.95 | 111.6% | 68% |
| 20260925 | $8.10 | $8.10 | 104.0% | 57% |
| 20260924 | $8.32 | $8.32 | 106.7% | 61% |
| 20260923 | $9.00 | $9.00 | 104.7% | 58% |
| 20260922 | $8.65 | $8.65 | 105.4% | 59% |
| 20260921 | $8.62 | $8.62 | 103.5% | 56% |
| 20260918 | $9.85 | $2.25 | 101.0% | 53% |
| 20260917 | $9.45 | $2.88 | 103.3% | 56% |
| 20260916 | $9.80 | $3.20 | 92.8% | 42% |
| 20260915 | $10.45 | $3.58 | 94.5% | 44% |
| 20260914 | $10.12 | $4.45 | 97.6% | 48% |
| 20260911 | $10.75 | $4.90 | 93.0% | 42% |
| 20260910 | $10.90 | $4.70 | 87.0% | 22% |
| 20260909 | $9.85 | $4.95 | 87.7% | 23% |
| 20260908 | $9.40 | $4.85 | 85.8% | 21% |
| 20260904 | $9.25 | $4.95 | 85.7% | 21% |
| 20260903 | $9.75 | $5.08 | 79.0% | 15% |
| 20260902 | $5.58 | $5.58 | 114.3% | 47% |
| 20260901 | $4.95 | $4.95 | 93.5% | 28% |
| 20260831 | $4.60 | $4.60 | 80.8% | 17% |
| 20260828 | $4.25 | $4.25 | 68.9% | 6% |
| 20260827 | $4.32 | $4.32 | 72.0% | 9% |
| 20260826 | $4.05 | $4.05 | 71.2% | 8% |
| 20260825 | $4.10 | $4.10 | 67.9% | 5% |
| 20260824 | $4.40 | $4.40 | 68.8% | 6% |
| 20260821 | $4.78 | $1.95 | 65.1% | 2% |
| 20260820 | $4.80 | $2.12 | 67.7% | 5% |
| 20260819 | $4.78 | $2.38 | 62.9% | 0% |
| 20260818 | $4.65 | $2.22 | 65.9% | 3% |
| 20260817 | $4.62 | $2.58 | 64.9% | 2% |
| 20260814 | $4.70 | $3.23 | 63.8% | 1% |
| 20260813 | $4.80 | $3.22 | 62.5% | 0% |
| 20260812 | $4.83 | $3.70 | 63.1% | 0% |
| 20260811 | $5.30 | $3.42 | 65.7% | 1% |
| 20260810 | $5.60 | $3.08 | 64.9% | 0% |
| 20260806 | $6.78 | $4.30 | 67.3% | 0% |
| 20260805 | $3.92 | $3.92 | 129.9% | 49% |
| 20260804 | $4.78 | $4.78 | 120.2% | 40% |
| 20260803 | $5.97 | $5.97 | 135.0% | 53% |
| 20260731 | $5.03 | $5.03 | 113.3% | 34% |
| 20260730 | $5.88 | $5.88 | 104.6% | 27% |
| 20260729 | $5.18 | $5.18 | 105.2% | 27% |
| 20260728 | $5.10 | $5.10 | 98.9% | 22% |
| 20260727 | $5.30 | $5.30 | 105.2% | 27% |
| 20260724 | $5.78 | $5.78 | 98.2% | 21% |
| 20260723 | $6.25 | $6.25 | 104.5% | 27% |
| 20260722 | $6.28 | $6.28 | 96.7% | 20% |
| 20260721 | $5.62 | $5.62 | 81.8% | 7% |
| 20260720 | $5.38 | $5.38 | 96.1% | 19% |
| 20260716 | $5.95 | $1.95 | 93.2% | 17% |
| 20260715 | $6.10 | $2.00 | 86.0% | 10% |
| 20260714 | $5.97 | $2.65 | 86.8% | 11% |
| 20260713 | $6.12 | $2.40 | 86.5% | 11% |
| 20260710 | $5.40 | $2.45 | 88.6% | 13% |
| 20260709 | $5.50 | $2.55 | 85.0% | 9% |
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.