SMCL · Expected Move

GraniteShares 2x Long SMCI Daily ETF · ETF

The expected move for SMCL 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).

SMCL 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 SMCL Expected Move
30-Day Straddle
$4.35
7-Day Straddle
$4.35
Avg IV
162.7%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to SMCL'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.
SMCL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $4.35 $4.35 162.7% 6%
20261001 $4.32 $4.32 152.4% 4%
20260930 $4.50 $4.50 216.0% 18%
20260929 $4.43 $4.43 165.2% 7%
20260928 $4.95 $4.95 216.5% 18%
20260925 $5.78 $5.78 158.7% 5%
20260924 $5.55 $5.55 187.6% 12%
20260923 $5.68 $5.68 179.7% 10%
20260922 $5.85 $5.85 152.9% 4%
20260921 $5.92 $5.92 153.5% 4%
20260918 $5.28 $5.25 147.0% 3%
20260917 $5.92 $1.30 147.4% 3%
20260916 $4.67 $1.75 145.4% 3%
20260915 $4.68 $1.70 164.6% 7%
20260914 $4.97 $1.97 168.6% 8%
20260911 $6.40 $2.88 139.2% 1%
20260910 $5.53 $2.67 170.9% 3%
20260909 $6.35 $3.25 168.5% 3%
20260908 $7.07 $3.72 171.4% 3%
20260904 $6.90 $3.80 149.4% 1%
20260903 $6.33 $3.60 133.3% 0%
20260902 $3.68 $3.68 3.5% 15%
20260901 $3.88 $3.88 3.4% 14%
20260831 $3.92 $3.92 3.4% 14%
20260828 $4.15 $4.15 3.1% 12%
20260827 $4.83 $4.83 275.4% 9%
20260826 $4.60 $4.60 3.0% 11%
20260825 $5.25 $5.25 292.3% 11%
20260824 $4.25 $4.25 296.0% 11%
20260821 $5.47 $3.75 276.9% 9%
20260820 $5.53 $1.30 281.4% 10%
20260819 $5.35 $1.55 271.1% 9%
20260818 $5.58 $2.02 264.0% 8%
20260817 $6.38 $2.60 266.4% 9%
20260814 $7.30 $3.20 248.2% 7%
20260813 $7.28 $3.48 249.0% 7%
20260812 $6.45 $3.40 236.2% 6%
20260811 $5.67 $4.15 3.0% 11%
20260810 $5.90 $3.88 291.4% 11%
20260806 $6.00 $4.10 3.0% 11%
20260805 $4.17 $4.17 241.1% 7%
20260804 $5.00 $5.00 235.1% 6%
20260803 $4.00 $4.00 232.0% 6%
20260731 $4.05 $4.05 221.0% 5%
20260730 $3.90 $3.90 213.6% 4%
20260729 $3.58 $3.58 221.7% 5%
20260728 $4.45 $4.45 204.1% 4%
20260727 $4.72 $4.72 205.7% 4%
20260724 $5.12 $5.12 203.8% 4%
20260723 $6.00 $6.00 212.5% 5%
20260722 $5.78 $5.78 212.0% 5%
20260721 $3.95 $3.95 217.3% 6%
20260720 $3.90 $3.90 222.3% 6%
20260716 $3.97 $0.90 209.4% 5%
20260715 $4.78 $1.10 205.2% 5%
20260714 $5.22 $1.55 200.5% 4%
20260713 $5.30 $1.65 196.9% 4%
20260710 $5.85 $2.05 195.8% 4%
20260709 $5.97 $2.33 198.9% 4%

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.