TERG · Expected Move

Leverage Shares 2X Long TER Daily ETF · ETF

The expected move for TERG 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).

TERG 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 TERG Expected Move
30-Day Straddle
$10.00
7-Day Straddle
$10.00
Avg IV
134.1%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to TERG'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.
TERG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $10.00 $10.00 134.1% 7%
20261001 $8.82 $8.82 136.8% 8%
20260930 $9.32 $9.32 138.7% 9%
20260929 $9.50 $9.50 141.5% 11%
20260928 $9.80 $9.80 141.0% 11%
20260925 $10.05 $10.05 131.0% 5%
20260924 $9.90 $9.90 138.4% 9%
20260923 $10.15 $10.15 138.7% 9%
20260922 $11.00 $11.00 132.6% 6%
20260921 $10.40 $10.40 132.2% 5%
20260918 $10.65 $3.02 133.1% 6%
20260917 $9.35 $2.60 131.4% 5%
20260916 $8.88 $2.90 135.6% 8%
20260915 $8.53 $3.73 138.9% 10%
20260914 $8.15 $3.42 143.2% 13%
20260911 $12.45 $5.70 128.2% 4%
20260910 $12.75 $6.22 132.4% 6%
20260909 $13.90 $6.40 131.6% 6%
20260908 $13.10 $7.03 128.6% 4%
20260904 $12.25 $6.83 123.6% 1%
20260903 $10.85 $5.88 125.0% 2%
20260902 $6.85 $6.85 132.5% 7%
20260901 $6.25 $6.25 134.9% 8%
20260831 $7.33 $7.33 127.3% 3%
20260828 $8.43 $8.43 126.0% 3%
20260827 $10.10 $10.10 129.7% 5%
20260826 $10.10 $10.10 136.6% 9%
20260825 $11.10 $11.10 138.7% 10%
20260824 $11.00 $11.00 138.6% 10%
20260821 $12.35 $1.93 137.7% 10%
20260820 $13.20 $3.12 140.1% 11%
20260819 $13.25 $5.42 140.9% 12%
20260818 $15.85 $5.72 141.3% 12%
20260817 $19.20 $6.85 134.3% 8%
20260814 $17.10 $7.15 132.4% 7%
20260813 $17.60 $8.65 139.7% 11%
20260812 $17.95 $9.10 145.6% 15%
20260811 $16.30 $9.55 148.2% 16%
20260810 $16.40 $8.40 157.0% 22%
20260806 $20.15 $12.85 170.5% 30%
20260805 $14.15 $14.15 188.5% 41%
20260804 $16.25 $16.25 190.5% 42%
20260803 $12.70 $12.70 192.5% 44%
20260731 $14.90 $14.90 193.1% 44%
20260730 $14.75 $14.75 186.8% 40%
20260729 $12.15 $12.15 210.3% 55%
20260728 $13.40 $13.40 214.3% 57%
20260727 $16.35 $16.35 220.1% 61%
20260724 $17.10 $17.10 213.6% 57%
20260723 $21.40 $21.40 217.8% 59%
20260722 $20.55 $20.55 218.1% 60%
20260721 $22.75 $22.75 217.8% 59%
20260720 $17.65 $17.65 223.3% 63%
20260716 $17.30 $4.03 206.5% 52%
20260715 $18.30 $6.25 200.6% 49%
20260714 $20.40 $6.53 201.8% 49%
20260713 $19.35 $6.80 202.9% 50%
20260710 $21.90 $8.15 200.0% 48%
20260709 $22.50 $9.53 205.1% 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.