TSL · Expected Move
GraniteShares 1.25x Long TSLA Daily ETF · ETF
The expected move for TSL 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).
TSL 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 TSL Expected Move
30-Day Straddle
$1.00
7-Day Straddle
$1.00
Avg IV
111.8%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to TSL'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.
TSL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.00 | $1.00 | 111.8% | 74% |
| 20261001 | $1.10 | $1.10 | 133.7% | 98% |
| 20260930 | $1.15 | $1.15 | 74.8% | 33% |
| 20260929 | $1.20 | $1.20 | 56.4% | 13% |
| 20260928 | $1.18 | $1.18 | 114.3% | 76% |
| 20260925 | $1.35 | $1.35 | 109.2% | 71% |
| 20260924 | $1.40 | $1.40 | 77.4% | 36% |
| 20260923 | $1.45 | $1.45 | 101.0% | 62% |
| 20260922 | $1.50 | $1.50 | 49.7% | 6% |
| 20260921 | $1.52 | $1.52 | 71.4% | 30% |
| 20260918 | $1.62 | $1.18 | 93.7% | 54% |
| 20260917 | $1.62 | $0.55 | 86.7% | 46% |
| 20260916 | $1.57 | $0.80 | 104.7% | 66% |
| 20260915 | $1.65 | $0.70 | 63.6% | 21% |
| 20260914 | $1.65 | $0.77 | 65.9% | 23% |
| 20260911 | $1.75 | $0.90 | 83.2% | 42% |
| 20260910 | $1.83 | $0.95 | 53.5% | 10% |
| 20260909 | $1.88 | $1.05 | 69.8% | 28% |
| 20260908 | $1.88 | $0.97 | 50.4% | 7% |
| 20260904 | $1.77 | $1.02 | 86.6% | 46% |
| 20260903 | $2.23 | $1.32 | 61.8% | 19% |
| 20260902 | $1.25 | $1.25 | 135.9% | 100% |
| 20260901 | $1.20 | $1.20 | 127.1% | 99% |
| 20260831 | $1.38 | $1.38 | 123.3% | 95% |
| 20260828 | $1.12 | $1.12 | 127.9% | 100% |
| 20260827 | $1.38 | $1.38 | 110.1% | 85% |
| 20260826 | $1.30 | $1.30 | 106.2% | 80% |
| 20260825 | $1.32 | $1.32 | 70.1% | 33% |
| 20260824 | $1.38 | $1.38 | 111.9% | 88% |
| 20260821 | $1.60 | $0.78 | 99.4% | 71% |
| 20260820 | $1.48 | $0.55 | 115.2% | 92% |
| 20260819 | $1.55 | $2.75 | 108.0% | 83% |
| 20260818 | $1.45 | $0.75 | 98.9% | 71% |
| 20260817 | $1.60 | $0.80 | 112.5% | 88% |
| 20260814 | $1.65 | $0.88 | 91.2% | 61% |
| 20260813 | $1.68 | $0.82 | 103.7% | 77% |
| 20260812 | $1.57 | $0.70 | 97.8% | 70% |
| 20260811 | $1.60 | $1.92 | 96.6% | 68% |
| 20260810 | $1.65 | $0.88 | 95.5% | 67% |
| 20260806 | $1.85 | $3.10 | 114.7% | 91% |
| 20260805 | $1.18 | $1.18 | 117.2% | 95% |
| 20260804 | $1.25 | $1.25 | 108.7% | 84% |
| 20260803 | $1.25 | $1.25 | 99.1% | 71% |
| 20260731 | $1.20 | $1.20 | 111.0% | 87% |
| 20260730 | $1.25 | $1.25 | 111.3% | 87% |
| 20260729 | $1.30 | $1.30 | 121.2% | 100% |
| 20260728 | $1.38 | $1.38 | 111.1% | 87% |
| 20260727 | $1.43 | $1.43 | 114.8% | 92% |
| 20260724 | $1.40 | $1.40 | 101.9% | 75% |
| 20260723 | $1.60 | $1.60 | 108.4% | 84% |
| 20260722 | $1.98 | $1.98 | 86.5% | 56% |
| 20260721 | $2.10 | $2.10 | 78.2% | 45% |
| 20260720 | $2.02 | $2.02 | 72.9% | 38% |
| 20260716 | $2.35 | $0.55 | 70.6% | 35% |
| 20260715 | $2.38 | $0.65 | 54.3% | 15% |
| 20260714 | $2.33 | $0.90 | 44.4% | 2% |
| 20260713 | $2.35 | $0.95 | 66.6% | 30% |
| 20260710 | $2.53 | $0.98 | 68.7% | 33% |
| 20260709 | $2.55 | $1.10 | 62.8% | 25% |
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.