TSDD · Expected Move
GraniteShares ETF Trust GraniteShares 2x Short TSLA Daily ETF · ETF
The expected move for TSDD 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).
TSDD 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 TSDD Expected Move
30-Day Straddle
$0.77
7-Day Straddle
$0.77
Avg IV
176.0%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to TSDD'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.
TSDD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $0.77 | $0.77 | 176.0% | 61% |
| 20261001 | $1.05 | $1.05 | 91.3% | 3% |
| 20260930 | $1.12 | $1.12 | 131.5% | 31% |
| 20260929 | $1.10 | $1.10 | 124.8% | 26% |
| 20260928 | $1.25 | $1.25 | 142.8% | 38% |
| 20260925 | $1.18 | $1.18 | 108.3% | 15% |
| 20260924 | $1.05 | $1.05 | 114.7% | 19% |
| 20260923 | $1.00 | $1.00 | 109.9% | 16% |
| 20260922 | $1.17 | $1.17 | 86.6% | 0% |
| 20260921 | $1.18 | $1.18 | 156.4% | 48% |
| 20260918 | $1.38 | $1.22 | 113.1% | 18% |
| 20260917 | $1.50 | $0.78 | 118.4% | 22% |
| 20260916 | $1.55 | $0.60 | 114.2% | 19% |
| 20260915 | $1.60 | $0.60 | 106.8% | 14% |
| 20260914 | $1.60 | $0.62 | 86.8% | 0% |
| 20260911 | $1.65 | $0.90 | 100.8% | 8% |
| 20260910 | $1.68 | $0.73 | 90.1% | 0% |
| 20260909 | $1.80 | $0.95 | 108.3% | 11% |
| 20260908 | $1.83 | $0.98 | 101.0% | 12% |
| 20260904 | $1.80 | $0.90 | 98.0% | 10% |
| 20260903 | $1.77 | $1.12 | 116.5% | 22% |
| 20260902 | $1.15 | $1.15 | 176.3% | 62% |
| 20260901 | $1.05 | $1.05 | 136.3% | 35% |
| 20260831 | $1.07 | $1.07 | 182.4% | 66% |
| 20260828 | $1.27 | $1.27 | 159.7% | 40% |
| 20260827 | $1.30 | $1.30 | 156.1% | 38% |
| 20260826 | $1.48 | $1.48 | 160.9% | 40% |
| 20260825 | $1.48 | $1.48 | 161.4% | 41% |
| 20260824 | $1.52 | $1.52 | 151.5% | 35% |
| 20260821 | $1.55 | $0.22 | 158.4% | 39% |
| 20260820 | $1.77 | $0.38 | 165.0% | 42% |
| 20260819 | $1.57 | $0.47 | 164.4% | 42% |
| 20260818 | $1.82 | $0.75 | 92.6% | 5% |
| 20260817 | $1.73 | $0.85 | 123.0% | 21% |
| 20260814 | $1.82 | $0.75 | 122.2% | 20% |
| 20260813 | $1.85 | $0.88 | 138.0% | 28% |
| 20260812 | $1.98 | $1.05 | 114.2% | 16% |
| 20260811 | $2.02 | $1.05 | 133.7% | 26% |
| 20260810 | $2.15 | $1.15 | 131.2% | 25% |
| 20260806 | $2.60 | $1.55 | 145.8% | 32% |
| 20260805 | $1.73 | $1.73 | 119.2% | 19% |
| 20260804 | $1.62 | $1.62 | 115.8% | 17% |
| 20260803 | $1.77 | $1.77 | 158.7% | 39% |
| 20260731 | $1.98 | $1.98 | 111.0% | 14% |
| 20260730 | $2.15 | $2.15 | 103.8% | 11% |
| 20260729 | $2.38 | $2.38 | 139.1% | 29% |
| 20260728 | $2.38 | $2.38 | 163.1% | 41% |
| 20260727 | $2.40 | $2.40 | 160.1% | 40% |
| 20260724 | $2.40 | $2.40 | 149.3% | 34% |
| 20260723 | $2.42 | $2.42 | 110.4% | 14% |
| 20260722 | $1.80 | $1.80 | 141.6% | 30% |
| 20260721 | $1.98 | $1.98 | 133.6% | 26% |
| 20260720 | $2.12 | $2.12 | 135.1% | 27% |
| 20260716 | $1.82 | $0.50 | 133.8% | 26% |
| 20260715 | $1.90 | $0.55 | 113.4% | 16% |
| 20260714 | $2.15 | $0.67 | 131.6% | 25% |
| 20260713 | $2.17 | $0.77 | 129.0% | 24% |
| 20260710 | $1.85 | $0.90 | 114.1% | 16% |
| 20260709 | $1.80 | $0.80 | 124.8% | 21% |
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.