SARK · Expected Move

Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF · ETF

The expected move for SARK 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).

SARK 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 SARK Expected Move
30-Day Straddle
$2.48
7-Day Straddle
$1.10
30-Day ATM IV
39.2%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to SARK'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.
SARK Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $2.48 $1.10 39.2% 46%
20261008 $2.62 $1.07 39.8% 49%
20261007 $2.50 $1.05 37.7% 36%
20261006 $2.25 $1.05 35.6% 24%
20261005 $2.52 $1.30 39.6% 48%
20261002 $1.45 $1.45 40.6% 55%
20261001 $1.40 $1.40 36.4% 29%
20260930 $1.43 $1.43 35.3% 22%
20260929 $1.52 $1.52 42.5% 66%
20260928 $1.40 $1.40 34.6% 17%
20260925 $1.55 $1.55 37.0% 32%
20260924 $1.48 $1.48 36.5% 29%
20260923 $1.52 $1.52 35.5% 23%
20260922 $1.82 $1.82 39.5% 48%
20260921 $1.90 $1.90 39.5% 48%
20260918 $1.77 $2.00 33.7% 12%
20260917 $1.93 $1.00 34.1% 15%
20260916 $2.35 $1.02 38.9% 44%
20260915 $2.05 $2.58 34.9% 19%
20260914 $2.38 $2.50 44.1% 76%
20260911 $2.05 $1.10 36.0% 26%
20260910 $2.50 $1.20 40.5% 54%
20260909 $2.48 $1.35 39.4% 47%
20260908 $2.53 $1.32 38.7% 43%
20260904 $2.40 $1.38 37.5% 35%
20260903 $2.65 $1.40 42.5% 66%
20260902 $1.70 $1.70 40.8% 56%
20260901 $1.70 $1.70 44.3% 77%
20260831 $1.50 $1.50 34.9% 19%
20260828 $1.73 $1.73 38.5% 42%
20260827 $1.70 $1.70 38.0% 38%
20260826 $1.73 $1.73 42.0% 63%
20260825 $1.88 $1.88 37.4% 34%
20260824 $2.05 $2.05 38.3% 40%
20260821 $1.98 $0.88 36.1% 20%
20260820 $2.05 $0.78 39.0% 34%
20260819 $2.25 $0.62 36.3% 21%
20260818 $2.10 $0.82 34.1% 11%
20260817 $2.15 $1.18 35.2% 16%
20260814 $2.42 $1.62 36.6% 22%
20260813 $2.20 $1.02 37.5% 27%
20260812 $2.42 $1.27 36.4% 22%
20260811 $2.55 $1.73 37.6% 27%
20260810 $2.70 $1.50 37.9% 28%
20260807 — — 41.7% 46%
20260806 $3.20 $1.95 40.0% 38%
20260805 $2.00 $2.00 39.4% 35%
20260804 $2.12 $2.12 43.3% 53%
20260803 $2.25 $2.25 45.4% 63%
20260731 $2.42 $2.42 41.5% 45%
20260730 $1.90 $1.90 34.0% 10%
20260729 $2.58 $2.58 39.4% 36%
20260728 $2.40 $2.40 41.5% 45%
20260727 $2.28 $2.28 39.0% 34%
20260724 $2.60 $2.60 37.8% 28%
20260723 $3.27 $3.27 46.2% 67%
20260722 $2.05 $2.05 — —
20260721 $2.02 $2.02 35.0% 15%
20260720 $2.28 $2.28 33.4% 7%
20260716 $2.78 $0.90 39.6% 36%

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.