RDTL · Expected Move

GraniteShares 2x Long RDDT Daily ETF · ETF

The expected move for RDTL 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).

RDTL 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 RDTL Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$2.08
Avg IV
189.2%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to RDTL'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.
RDTL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $2.08 $2.08 189.2% 39%
20261001 $2.40 $2.40 193.9% 41%
20260930 $2.42 $2.42 184.2% 36%
20260929 $2.08 $2.08 173.2% 30%
20260928 $2.65 $2.65 182.5% 35%
20260925 $2.78 $2.78 157.7% 21%
20260924 $3.12 $3.12 138.8% 11%
20260923 $2.77 $2.77 133.8% 8%
20260922 $3.08 $3.08 136.0% 9%
20260921 $3.20 $3.20 133.7% 8%
20260918 $3.15 $0.48 136.0% 9%
20260917 $3.17 $0.48 130.2% 6%
20260916 $3.60 $1.10 127.6% 4%
20260915 $3.80 $1.50 124.1% 3%
20260914 $4.20 $1.68 127.8% 5%
20260911 $4.00 $1.62 123.4% 2%
20260910 $4.17 $1.80 128.3% 5%
20260909 $3.65 $1.70 125.7% 3%
20260908 $4.00 $2.02 128.4% 5%
20260904 $4.47 $2.35 121.0% 1%
20260903 $4.30 $2.50 119.5% 0%
20260902 $2.58 $2.58 282.5% 89%
20260901 $2.17 $2.17 3.0% 100%
20260831 $2.45 $2.45 263.2% 100%
20260828 $2.88 $2.88 244.3% 96%
20260827 $3.02 $3.02 248.9% 100%
20260826 $3.10 $3.10 247.1% 100%
20260825 $3.58 $3.58 218.5% 79%
20260824 $3.17 $3.17 226.2% 87%
20260821 $3.35 $0.68 216.1% 77%
20260820 $3.27 $0.85 220.4% 81%
20260819 $3.25 $1.08 159.8% 23%
20260818 $3.97 $1.62 208.5% 70%
20260817 $4.22 $1.58 204.1% 66%
20260814 $5.40 $2.33 170.1% 33%
20260813 $4.15 $2.02 188.6% 51%
20260812 $4.05 $1.98 189.3% 52%
20260811 $4.38 $2.25 193.0% 55%
20260810 $4.90 $2.80 184.5% 47%
20260806 $4.78 $2.85 190.7% 53%
20260805 $3.25 $3.25 188.7% 51%
20260804 $3.53 $3.53 193.0% 55%
20260803 $3.48 $3.48 240.0% 100%
20260731 $3.15 $3.15 213.1% 88%
20260730 $7.45 $7.45 217.4% 93%
20260729 $7.30 $7.30 206.2% 80%
20260728 $7.40 $7.40 218.5% 94%
20260727 $7.45 $7.45 213.3% 88%
20260724 $7.18 $7.18 188.0% 60%
20260723 $7.42 $7.42 199.4% 74%
20260722 $7.70 $7.70 173.5% 47%
20260721 $8.95 $8.95 172.3% 45%
20260720 $8.85 $8.85 176.4% 50%
20260716 $10.00 $1.75 169.5% 42%
20260715 $10.70 $2.50 165.8% 38%
20260714 $11.75 $3.35 165.8% 39%
20260713 $11.95 $3.65 169.3% 42%
20260710 $11.05 $3.75 157.7% 30%
20260709 $12.05 $4.62 158.0% 30%

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.