QQQP · Expected Move

Investment Managers Series Trust II Tradr 2X Long Innovation 100 Quarterly ETF · ETF

The expected move for QQQP 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).

QQQP 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 QQQP Expected Move
30-Day Straddle
$23.70
7-Day Straddle
$23.70
30-Day ATM IV
49.9%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to QQQP'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.
QQQP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $23.70 $23.70 49.9% 78%
20261021 $21.35 $21.35 41.1% 41%
20261020 $20.90 $20.90 40.7% 39%
20261019 $20.20 $20.20 40.0% 35%
20261016 $22.90 $4.78 42.7% 47%
20261015 $21.25 $4.60 38.0% 27%
20261014 $21.65 $6.53 38.2% 28%
20261013 $21.70 $7.15 35.6% 17%
20261012 $22.15 $6.47 36.3% 20%
20261009 $23.05 $7.92 35.2% 15%
20261008 $24.40 $9.65 37.1% 23%
20261007 $24.75 $9.53 36.3% 20%
20261006 $25.75 $10.70 37.0% 23%
20261005 $26.70 $11.45 37.9% 27%
20261002 $13.20 $13.20 37.2% 24%
20261001 $13.95 $13.95 38.0% 27%
20260930 $14.95 $14.95 37.7% 26%
20260929 $14.45 $14.45 37.5% 25%
20260928 $14.80 $14.80 37.5% 25%
20260925 $15.50 $15.50 36.0% 19%
20260924 $15.85 $15.85 36.3% 20%
20260923 $16.00 $16.00 35.1% 15%
20260922 $16.35 $16.35 34.1% 10%
20260921 $16.55 $16.55 34.6% 12%
20260918 $15.40 $4.45 31.7% 0%
20260917 $17.05 $4.22 32.8% 0%
20260916 $17.45 $6.53 36.5% 17%
20260915 $17.50 $6.90 36.1% 15%
20260914 $17.60 $7.38 35.1% 11%
20260911 $18.85 $8.75 34.6% 8%
20260910 $20.70 $11.20 38.0% 24%
20260909 $20.60 $11.00 36.8% 19%
20260908 $20.10 $10.90 35.8% 14%
20260904 $19.65 $10.65 32.7% 0%
20260903 $20.15 $11.30 33.4% 3%
20260902 $11.85 $11.85 34.0% 5%
20260901 $13.30 $13.30 34.9% 9%
20260831 $12.65 $12.65 32.8% 0%
20260828 $13.60 $13.60 33.5% 0%
20260827 $14.55 $14.55 33.8% 0%
20260826 $15.55 $15.55 36.5% 12%
20260825 $16.40 $16.40 37.8% 18%
20260824 $17.10 $17.10 37.5% 17%
20260821 $17.80 $3.50 37.1% 15%
20260820 $18.70 $3.83 38.9% 24%
20260819 $19.00 $4.92 37.5% 17%
20260818 $18.75 $6.17 36.8% 14%
20260817 $20.05 $6.57 36.3% 11%
20260814 $20.75 $7.60 36.2% 11%
20260813 $21.50 $8.65 37.2% 15%
20260812 $20.95 $9.28 36.5% 12%
20260811 $21.60 $10.40 38.1% 20%
20260810 $24.85 $12.60 41.9% 38%
20260807 — — 41.5% 30%
20260806 $26.45 $14.65 43.1% 37%
20260805 $16.00 $16.00 45.8% 47%
20260804 $15.70 $15.70 42.0% 32%
20260803 $15.80 $15.80 42.0% 32%
20260731 $17.90 $17.90 45.4% 46%
20260730 $18.95 $18.95 47.3% 53%

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.