PSIL · Expected Move

AdvisorShares Psychedelics ETF · ETF

The expected move for PSIL 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).

PSIL straddle price & implied vol

60 sessions

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

Current PSIL Expected Move
30-Day Straddle
$2.92
7-Day Straddle
$1.57
30-Day ATM IV
49.9%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to PSIL'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.
PSIL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $2.92 $1.57 49.9% 43%
20261008 $2.42 $1.27 43.6% 23%
20261007 $3.08 $1.65 64.5% 91%
20261006 $2.67 $1.70 57.9% 70%
20261005 $3.08 $1.85 51.5% 49%
20261002 $1.58 $1.58 39.2% 8%
20261001 $1.67 $1.67 50.9% 47%
20260930 $2.50 $2.50 55.7% 62%
20260929 $2.40 $2.40 67.2% 100%
20260928 $2.35 $2.35 65.9% 100%
20260925 $2.55 $2.55 48.7% 57%
20260924 $2.42 $2.42 48.0% 53%
20260923 $2.40 $2.40 48.3% 55%
20260922 $1.98 $1.98 37.6% 4%
20260921 $2.38 $2.38 46.6% 47%
20260918 $2.75 $1.88 50.6% 66%
20260917 $2.42 $2.02 43.9% 34%
20260916 $3.05 $2.17 51.6% 70%
20260915 $2.88 $2.12 46.1% 45%
20260914 $2.77 $1.93 47.3% 50%
20260911 $3.02 $2.45 52.2% 73%
20260910 $3.02 $2.42 51.5% 70%
20260909 $3.15 $2.42 50.0% 63%
20260908 $2.85 $1.20 44.2% 36%
20260904 $3.30 $2.62 53.1% 78%
20260903 $2.48 $1.67 37.5% 4%
20260902 $2.52 $2.52 46.9% 48%
20260901 $2.70 $2.70 50.6% 66%
20260831 $2.25 $2.25 47.2% 50%
20260828 $2.28 $2.28 47.8% 53%
20260827 $2.40 $2.40 47.7% 52%
20260826 $2.33 $2.33 46.1% 44%
20260825 $2.85 $2.85 48.8% 57%
20260824 $2.45 $2.45 45.4% 41%
20260821 $1.98 $0.47 36.7% 0%
20260820 $2.48 $1.20 43.1% 30%
20260819 $2.33 $1.48 40.5% 17%
20260818 $2.10 $1.55 40.7% 17%
20260817 $2.58 $1.60 42.6% 20%
20260814 $2.15 $2.12 41.5% 13%
20260813 $2.88 $2.17 45.0% 23%
20260812 $3.00 $2.20 44.5% 19%
20260811 $2.52 $1.95 42.3% 13%
20260810 $2.77 $2.05 46.2% 19%
20260807 — — 42.0% 11%
20260806 $2.88 $2.25 45.6% 18%
20260805 $2.03 $2.03 44.2% 15%
20260804 $1.75 $1.75 43.0% 11%
20260803 $2.17 $2.17 45.1% 14%
20260731 $2.17 $2.17 44.8% 14%
20260730 $2.38 $2.38 45.2% 15%
20260729 $2.12 $2.12 44.7% 14%
20260728 $2.10 $2.10 42.9% 11%
20260727 $1.98 $1.98 40.4% 6%
20260724 $1.98 $1.98 37.2% 1%
20260723 $2.00 $2.00 36.8% 0%
20260722 $2.20 $2.20 38.9% 1%
20260721 $2.40 $2.40 39.5% 2%
20260720 $2.52 $2.52 43.8% 9%
20260716 $2.70 $1.00 44.2% 10%

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.