PYPG · Expected Move

Leverage Shares 2X Long PYPL Daily ETF · ETF

The expected move for PYPG 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).

PYPG 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 PYPG Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$0.90
Avg IV
142.6%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to PYPG'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.
PYPG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $0.90 $0.90 142.6% 52%
20261001 $1.02 $1.02 190.1% 80%
20260930 $0.65 $0.65 123.7% 41%
20260929 $1.00 $1.00 121.5% 40%
20260928 $1.15 $1.15 123.4% 41%
20260925 $1.32 $1.32 112.6% 34%
20260924 $0.90 $0.90 110.4% 33%
20260923 $0.75 $0.75 104.1% 30%
20260922 $0.97 $0.97 96.6% 25%
20260921 $0.78 $0.78 119.9% 39%
20260918 $1.02 $0.28 54.0% 0%
20260917 $1.05 $0.50 132.3% 44%
20260916 $1.00 $0.43 82.6% 13%
20260915 $1.08 $0.65 93.0% 20%
20260914 $1.15 $0.60 114.6% 33%
20260911 $1.20 $1.80 111.6% 31%
20260910 $1.15 $0.70 105.0% 27%
20260909 $1.40 $0.75 113.3% 32%
20260908 $1.27 $1.50 98.1% 23%
20260904 $1.45 $0.95 78.1% 11%
20260903 $1.55 $0.80 85.0% 15%
20260902 $0.95 $0.95 186.2% 77%
20260901 $0.77 $0.77 223.9% 100%
20260831 $0.82 $0.82 199.1% 100%
20260828 $0.90 $0.90 119.0% 52%
20260827 $1.27 $1.27 172.1% 99%
20260826 $1.20 $1.20 164.8% 92%
20260825 $1.42 $1.42 157.1% 85%
20260824 $1.33 $1.33 162.5% 90%
20260821 $1.55 $0.53 146.2% 76%
20260820 $1.30 $0.75 151.0% 80%
20260819 $1.42 $0.62 122.9% 55%
20260818 $1.48 $1.58 150.1% 79%
20260817 $1.30 $0.88 135.4% 66%
20260814 $1.48 $0.80 134.1% 65%
20260813 $1.20 $0.80 118.8% 51%
20260812 $1.48 $0.72 115.0% 48%
20260811 $1.48 $0.73 137.8% 68%
20260810 $1.43 $0.78 93.9% 29%
20260806 $1.45 $1.00 108.3% 42%
20260805 $0.88 $0.88 159.0% 87%
20260804 $0.98 $0.98 116.2% 49%
20260803 $1.07 $1.07 141.3% 71%
20260731 $1.40 $1.40 99.9% 35%
20260730 $1.18 $1.18 115.6% 49%
20260729 $1.33 $1.33 156.1% 84%
20260728 $1.12 $1.12 103.8% 38%
20260727 $1.75 $1.75 148.1% 77%
20260724 $1.55 $1.55 102.5% 37%
20260723 $1.40 $1.40 101.0% 36%
20260722 $1.52 $1.52 112.5% 46%
20260721 $1.42 $1.42 112.0% 45%
20260720 $1.52 $1.52 116.9% 50%
20260716 $1.58 $0.70 124.1% 56%
20260715 $1.55 $0.47 120.9% 53%
20260714 $1.35 $0.50 93.8% 29%
20260713 $1.40 $0.80 78.9% 16%
20260710 $1.35 $0.50 93.1% 29%
20260709 $1.57 $0.70 105.1% 39%

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.