TSLG · Expected Move

Leverage Shares 2X Long TSLA Daily ETF · ETF

The expected move for TSLG 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).

TSLG 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 TSLG Expected Move
30-Day Straddle
$0.72
7-Day Straddle
$0.72
Avg IV
124.4%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to TSLG'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.
TSLG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $0.72 $0.72 124.4% 18%
20261001 $0.82 $0.82 108.4% 10%
20260930 $0.83 $0.83 108.3% 10%
20260929 $0.77 $0.77 90.6% 1%
20260928 $0.88 $0.88 145.2% 28%
20260925 $0.82 $0.82 116.0% 13%
20260924 $0.82 $0.82 145.5% 28%
20260923 $0.80 $0.80 96.0% 4%
20260922 $0.75 $0.75 107.1% 9%
20260921 $0.90 $0.90 89.5% 0%
20260918 $0.95 $0.45 117.0% 14%
20260917 $0.82 $0.33 134.4% 23%
20260916 $0.95 $0.50 120.4% 16%
20260915 $1.02 $0.57 108.7% 10%
20260914 $1.00 $0.48 95.0% 3%
20260911 $0.90 $0.50 88.9% 0%
20260910 $1.10 $0.65 127.1% 18%
20260909 $1.12 $0.55 118.1% 13%
20260908 $1.15 $0.70 94.3% 7%
20260904 $1.05 $0.75 122.9% 20%
20260903 $1.20 $0.70 106.0% 12%
20260902 $0.85 $0.85 189.5% 52%
20260901 $0.75 $0.75 289.8% 100%
20260831 $0.82 $0.82 252.3% 88%
20260828 $0.67 $0.67 274.8% 100%
20260827 $0.75 $0.75 234.4% 95%
20260826 $0.72 $0.72 170.7% 59%
20260825 $0.93 $0.93 204.8% 78%
20260824 $0.83 $0.83 243.4% 100%
20260821 $0.95 $1.15 163.2% 59%
20260820 $0.88 $0.50 219.8% 94%
20260819 $1.08 $0.53 199.5% 82%
20260818 $0.82 $1.53 191.1% 76%
20260817 $0.77 $0.65 184.2% 72%
20260814 $0.85 $0.38 162.1% 59%
20260813 $0.77 $0.53 207.7% 87%
20260812 $0.82 $0.50 210.4% 88%
20260811 $0.88 $0.47 214.4% 91%
20260810 $0.80 $0.62 218.4% 93%
20260806 $1.12 $0.80 207.5% 86%
20260805 $0.68 $0.68 203.6% 84%
20260804 $0.60 $0.60 93.0% 17%
20260803 $0.72 $0.72 195.7% 79%
20260731 $0.78 $0.78 203.5% 84%
20260730 $0.65 $0.65 178.9% 69%
20260729 $0.75 $0.75 160.7% 58%
20260728 $0.85 $0.85 126.4% 37%
20260727 $0.68 $0.68 168.8% 63%
20260724 $0.85 $0.85 157.2% 56%
20260723 $0.88 $0.88 185.1% 73%
20260722 $1.48 $1.48 119.2% 33%
20260721 $1.40 $1.40 133.7% 42%
20260720 $1.15 $1.15 116.4% 31%
20260716 $1.55 $7.75 141.3% 46%
20260715 $1.45 $0.53 124.4% 36%
20260714 $1.35 $0.57 120.4% 33%
20260713 $1.52 $0.62 107.0% 25%
20260710 $1.73 $0.88 118.5% 32%
20260709 $1.52 $0.90 100.7% 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.