SNAG · Expected Move
Leverage Shares 2x Long SNAP Daily ETF · ETF
The expected move for SNAG 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).
SNAG straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current SNAG Expected Move
30-Day Straddle
$1.10
7-Day Straddle
$1.10
Avg IV
167.4%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to SNAG'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.
SNAG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.10 | $1.10 | 167.4% | 28% |
| 20261001 | $1.00 | $1.00 | 182.0% | 37% |
| 20260930 | $0.95 | $0.95 | 169.5% | 30% |
| 20260929 | $0.88 | $0.88 | 181.5% | 37% |
| 20260928 | $1.00 | $1.00 | 196.6% | 45% |
| 20260925 | $1.07 | $1.07 | 170.8% | 30% |
| 20260924 | $1.07 | $1.07 | 155.0% | 21% |
| 20260923 | $1.15 | $1.15 | 150.4% | 18% |
| 20260922 | $1.35 | $1.35 | 169.0% | 29% |
| 20260921 | $1.35 | $1.35 | 168.8% | 29% |
| 20260918 | $1.50 | $1.50 | 131.9% | 8% |
| 20260917 | $1.45 | $0.45 | 136.3% | 10% |
| 20260916 | $1.55 | $0.65 | 171.8% | 31% |
| 20260915 | $1.65 | $0.72 | 163.1% | 26% |
| 20260914 | $1.60 | $0.77 | 138.3% | 11% |
| 20260911 | $1.52 | $0.70 | 124.8% | 4% |
| 20260910 | $1.75 | $0.90 | 133.4% | 9% |
| 20260909 | $1.42 | $0.82 | 131.3% | 7% |
| 20260908 | $1.52 | $0.93 | 132.9% | 8% |
| 20260904 | $1.85 | $1.10 | 127.7% | 5% |
| 20260903 | $1.90 | $1.15 | 118.7% | 0% |
| 20260902 | $1.07 | $1.07 | 221.9% | 58% |
| 20260901 | $0.97 | $0.97 | 199.6% | 44% |
| 20260831 | $1.18 | $1.18 | 189.7% | 38% |
| 20260828 | $1.27 | $1.27 | 184.9% | 35% |
| 20260827 | $1.15 | $1.15 | 187.2% | 37% |
| 20260826 | $1.23 | $1.23 | 203.1% | 46% |
| 20260825 | $1.73 | $1.73 | 166.1% | 24% |
| 20260824 | $1.40 | $1.40 | 161.1% | 21% |
| 20260821 | $1.10 | $1.27 | 167.4% | 24% |
| 20260820 | $1.18 | $0.45 | 169.7% | 26% |
| 20260819 | $1.17 | $0.55 | 163.1% | 22% |
| 20260818 | $1.20 | $0.57 | 151.6% | 15% |
| 20260817 | $1.20 | $0.65 | 144.7% | 11% |
| 20260814 | $1.48 | $0.77 | 144.8% | 11% |
| 20260813 | $1.30 | $0.88 | 133.8% | 4% |
| 20260812 | $1.38 | $0.72 | 153.8% | 16% |
| 20260811 | $1.55 | $1.57 | 143.8% | 10% |
| 20260810 | $1.73 | $1.23 | 139.6% | 7% |
| 20260806 | $1.73 | $1.90 | 158.5% | 19% |
| 20260805 | $1.27 | $1.27 | 281.5% | 92% |
| 20260804 | $1.42 | $1.42 | 232.6% | 63% |
| 20260803 | $1.75 | $1.75 | 290.6% | 98% |
| 20260731 | $1.50 | $1.50 | 282.0% | 93% |
| 20260730 | $1.55 | $1.55 | 278.4% | 91% |
| 20260729 | $1.75 | $1.75 | 279.2% | 91% |
| 20260728 | $1.70 | $1.70 | 262.8% | 81% |
| 20260727 | $1.50 | $1.50 | 272.4% | 87% |
| 20260724 | $1.52 | $1.52 | 276.3% | 89% |
| 20260723 | $1.55 | $1.55 | 260.3% | 80% |
| 20260722 | $1.50 | $1.50 | 254.0% | 76% |
| 20260721 | $1.60 | $1.60 | 242.9% | 69% |
| 20260720 | $1.60 | $1.60 | 239.9% | 67% |
| 20260716 | $1.90 | $0.85 | 241.2% | 68% |
| 20260715 | $1.82 | $0.90 | 206.2% | 47% |
| 20260714 | $1.77 | $0.93 | 219.4% | 55% |
| 20260713 | $1.88 | $1.30 | 219.9% | 55% |
| 20260710 | $1.95 | $0.97 | 212.7% | 51% |
| 20260709 | $2.00 | $1.02 | 212.4% | 51% |
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.