THLV · Expected Move
THOR Equal Weight Low Volatility ETF · ETF
The expected move for THLV 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).
THLV straddle price & implied vol
60 sessionsBars: 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 THLV Expected Move
30-Day Straddle
$1.27
7-Day Straddle
$1.27
30-Day ATM IV
19.4%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to THLV'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.
THLV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.27 | $1.27 | 19.4% | 28% |
| 20261021 | $1.23 | $1.23 | 15.0% | 14% |
| 20261020 | $1.23 | $1.23 | 16.0% | 17% |
| 20261019 | $1.33 | $1.33 | 17.3% | 21% |
| 20261016 | $1.38 | $2.65 | 16.4% | 19% |
| 20261015 | $1.38 | $1.18 | 11.4% | 3% |
| 20261014 | $1.35 | $1.15 | 16.6% | 19% |
| 20261013 | $1.35 | $1.15 | 12.4% | 6% |
| 20261012 | $1.40 | $1.20 | 13.1% | 9% |
| 20261009 | $1.30 | $1.20 | 17.1% | 21% |
| 20261008 | $1.38 | $1.10 | 16.6% | 19% |
| 20261007 | $1.40 | $1.15 | 21.1% | 33% |
| 20261006 | $1.45 | $1.18 | 23.5% | 40% |
| 20261005 | $1.40 | $1.10 | 18.9% | 26% |
| 20261002 | $1.15 | $1.15 | 19.6% | 28% |
| 20261001 | $1.12 | $1.12 | 22.9% | 39% |
| 20260930 | $1.18 | $1.18 | 21.9% | 35% |
| 20260929 | $1.15 | $1.15 | 22.4% | 37% |
| 20260928 | $1.20 | $1.20 | 20.2% | 30% |
| 20260925 | $1.23 | $1.23 | 23.4% | 40% |
| 20260924 | $1.23 | $1.23 | 19.4% | 28% |
| 20260923 | $1.30 | $1.30 | 27.5% | 53% |
| 20260922 | $1.23 | $1.23 | 19.2% | 27% |
| 20260921 | $1.25 | $1.25 | 23.2% | 40% |
| 20260918 | $1.35 | $3.20 | 20.6% | 31% |
| 20260917 | $1.23 | $1.12 | 19.7% | 29% |
| 20260916 | $1.30 | $1.12 | 22.5% | 37% |
| 20260915 | $1.27 | $1.17 | 27.6% | 53% |
| 20260914 | $1.30 | $1.07 | 19.1% | 27% |
| 20260911 | $1.27 | $1.10 | 27.6% | 53% |
| 20260910 | $1.30 | $1.07 | 24.2% | 42% |
| 20260909 | $1.38 | $1.15 | 22.6% | 38% |
| 20260908 | $1.42 | $1.23 | 24.9% | 45% |
| 20260904 | $1.35 | $1.23 | 18.5% | 25% |
| 20260903 | $1.35 | $1.20 | 15.5% | 16% |
| 20260902 | $1.33 | $1.33 | 18.0% | 24% |
| 20260901 | $1.25 | $1.25 | 22.9% | 38% |
| 20260831 | $1.27 | $1.27 | 17.8% | 23% |
| 20260828 | $1.23 | $1.23 | 13.4% | 9% |
| 20260827 | $1.15 | $1.15 | 11.9% | 5% |
| 20260826 | $1.25 | $1.25 | 12.9% | 8% |
| 20260825 | $1.23 | $1.23 | 12.8% | 7% |
| 20260824 | $1.20 | $1.20 | 11.9% | 5% |
| 20260821 | $1.25 | $4.50 | 12.3% | 6% |
| 20260820 | $1.30 | $1.05 | 15.5% | 16% |
| 20260819 | $1.27 | $1.00 | 13.8% | 11% |
| 20260818 | $1.23 | $1.00 | 13.8% | 10% |
| 20260817 | $1.27 | $1.02 | 10.4% | 0% |
| 20260814 | $1.32 | $1.05 | 12.9% | 3% |
| 20260813 | $1.30 | $1.08 | 12.0% | 0% |
| 20260812 | $1.33 | $1.08 | 12.9% | 0% |
| 20260811 | $1.35 | $1.10 | 13.5% | 0% |
| 20260810 | $2.42 | $2.05 | 22.0% | 25% |
| 20260806 | $2.50 | $2.12 | 22.6% | 27% |
| 20260805 | $2.12 | $2.12 | 23.9% | 31% |
| 20260804 | $2.10 | $2.10 | 24.8% | 35% |
| 20260803 | $1.88 | $1.88 | 26.5% | 41% |
| 20260731 | $2.22 | $2.22 | 43.0% | 100% |
| 20260730 | $2.20 | $2.20 | 39.6% | 100% |
| 20260729 | $2.20 | $2.20 | 27.1% | 67% |
More on THLV
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.