RGTZ · Expected Move

Defiance Daily Target 2x Short RGTI ETF · ETF

The expected move for RGTZ 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).

RGTZ 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 RGTZ Expected Move
30-Day Straddle
$3.33
7-Day Straddle
$3.33
Avg IV
263.4%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to RGTZ'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.
RGTZ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260930 $3.33 $3.33 263.4% 30%
20260929 $3.50 $3.50 261.2% 29%
20260928 $3.60 $3.60 263.1% 29%
20260925 $3.65 $3.65 252.7% 27%
20260924 $3.75 $3.75 246.4% 25%
20260923 $4.03 $4.03 235.8% 22%
20260922 $3.92 $3.92 225.3% 20%
20260921 $3.98 $3.98 228.7% 21%
20260918 $4.62 $1.70 214.8% 17%
20260917 $4.78 $1.30 216.6% 17%
20260916 $5.67 $2.08 216.4% 17%
20260915 $5.65 $1.93 213.5% 17%
20260914 $5.70 $2.25 209.0% 15%
20260911 $5.90 $2.45 209.5% 16%
20260910 $3.98 $8.62 5.4% 100%
20260909 $1.42 $1.88 157.1% 2%
20260908 $1.20 $0.85 172.6% 6%
20260904 $1.43 $1.60 153.8% 1%
20260903 $1.45 $1.02 149.2% 0%
20260902 $1.82 $1.82 285.9% 31%
20260901 $1.02 $1.02 278.7% 29%
20260831 $0.90 $0.90 281.6% 30%
20260828 $0.98 $0.98 252.5% 21%
20260827 $0.95 $0.95 277.3% 29%
20260826 $0.82 $0.82 200.3% 6%
20260825 $0.95 $0.95 258.3% 23%
20260824 $0.93 $0.93 263.3% 25%
20260821 $1.18 $0.68 273.0% 27%
20260820 $1.27 $0.60 179.0% 0%
20260819 $1.05 $0.68 184.0% 0%
20260818 $0.80 $0.62 245.5% 17%
20260817 $1.48 $0.62 271.7% 25%
20260814 $1.18 $0.62 250.5% 19%
20260813 $1.12 $7.95 250.8% 19%
20260812 $1.23 $7.88 252.6% 19%
20260811 $1.23 $0.82 212.2% 9%
20260810 $1.30 $0.78 246.3% 19%
20260806 $1.93 $1.10 220.6% 12%
20260805 $1.25 $1.25 3.4% 48%
20260804 $1.38 $1.38 4.9% 91%
20260803 $1.33 $1.33 4.4% 77%
20260731 $1.88 $1.88 3.8% 58%
20260730 $2.05 $2.05 3.6% 53%
20260729 $2.35 $2.35 3.0% 37%
20260728 $2.15 $2.15 3.2% 43%
20260727 $2.02 $2.02 3.4% 48%
20260724 $2.40 $2.40 246.2% 22%
20260723 $2.33 $2.33 233.4% 18%
20260722 $2.20 $2.20 298.8% 37%
20260721 $2.30 $2.30 288.6% 34%
20260720 $2.80 $2.80 271.2% 29%
20260716 $2.75 $0.70 275.5% 30%
20260715 $2.48 $0.90 230.5% 17%
20260714 $2.40 $0.82 276.6% 30%
20260713 $2.47 $0.90 258.6% 25%
20260710 $2.42 $3.08 274.8% 30%
20260709 $2.65 $1.07 279.3% 31%
20260708 $2.75 $1.18 278.3% 31%
20260707 $2.77 $1.15 268.9% 28%

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.