TSLR · Expected Move
GraniteShares ETF Trust GraniteShares 2x Long TSLA Daily ETF · ETF
The expected move for TSLR 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).
TSLR 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 TSLR Expected Move
30-Day Straddle
$2.03
7-Day Straddle
$2.03
Avg IV
124.6%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to TSLR'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.
TSLR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.03 | $2.03 | 124.6% | 34% |
| 20261001 | $2.10 | $2.10 | 123.9% | 33% |
| 20260930 | $2.23 | $2.23 | 101.4% | 16% |
| 20260929 | $2.10 | $2.10 | 98.4% | 13% |
| 20260928 | $2.20 | $2.20 | 115.9% | 27% |
| 20260925 | $2.58 | $2.58 | 100.4% | 15% |
| 20260924 | $2.80 | $2.80 | 109.3% | 22% |
| 20260923 | $2.88 | $2.88 | 86.4% | 4% |
| 20260922 | $2.98 | $2.98 | 92.1% | 8% |
| 20260921 | $3.08 | $3.08 | 102.2% | 16% |
| 20260918 | $2.95 | $0.80 | 101.7% | 16% |
| 20260917 | $3.15 | $0.82 | 104.2% | 18% |
| 20260916 | $3.08 | $0.95 | 103.9% | 18% |
| 20260915 | $3.05 | $1.02 | 90.2% | 7% |
| 20260914 | $3.08 | $1.23 | 81.4% | 0% |
| 20260911 | $3.25 | $1.55 | 84.3% | 1% |
| 20260910 | $3.35 | $1.68 | 88.0% | 4% |
| 20260909 | $3.62 | $1.77 | 100.0% | 13% |
| 20260908 | $3.70 | $2.05 | 82.9% | 0% |
| 20260904 | $3.42 | $1.95 | 89.4% | 0% |
| 20260903 | $5.83 | $2.85 | 108.2% | 13% |
| 20260902 | $2.17 | $2.17 | 171.8% | 67% |
| 20260901 | $2.15 | $2.15 | 159.6% | 57% |
| 20260831 | $2.50 | $2.50 | 156.7% | 55% |
| 20260828 | $2.33 | $2.33 | 167.2% | 64% |
| 20260827 | $2.65 | $2.65 | 152.0% | 51% |
| 20260826 | $2.45 | $2.45 | 149.0% | 48% |
| 20260825 | $2.70 | $2.70 | 134.5% | 36% |
| 20260824 | $2.62 | $2.62 | 163.0% | 60% |
| 20260821 | $3.05 | $0.42 | 101.4% | 7% |
| 20260820 | $2.75 | $0.65 | 136.2% | 37% |
| 20260819 | $3.05 | $0.97 | 137.2% | 38% |
| 20260818 | $2.75 | $1.02 | 134.3% | 35% |
| 20260817 | $2.78 | $1.05 | 137.1% | 38% |
| 20260814 | $2.80 | $1.38 | 137.8% | 38% |
| 20260813 | $2.90 | $1.35 | 130.9% | 32% |
| 20260812 | $2.67 | $1.33 | 127.0% | 29% |
| 20260811 | $2.80 | $1.32 | 127.3% | 29% |
| 20260810 | $3.00 | $1.58 | 135.7% | 37% |
| 20260806 | $3.05 | $1.85 | 144.9% | 44% |
| 20260805 | $1.88 | $1.88 | 209.6% | 100% |
| 20260804 | $2.27 | $2.27 | 146.8% | 56% |
| 20260803 | $2.27 | $2.27 | 154.3% | 64% |
| 20260731 | $2.28 | $2.28 | 188.7% | 100% |
| 20260730 | $2.38 | $2.38 | 112.9% | 28% |
| 20260729 | $2.17 | $2.17 | 163.6% | 100% |
| 20260728 | $2.42 | $2.42 | 154.4% | 100% |
| 20260727 | $2.47 | $2.47 | 147.2% | 100% |
| 20260724 | $2.58 | $2.58 | 137.3% | 100% |
| 20260723 | $2.92 | $2.92 | 133.4% | 100% |
| 20260722 | $4.12 | $4.12 | 106.1% | 48% |
| 20260721 | $4.33 | $4.33 | 103.7% | 42% |
| 20260720 | $4.28 | $4.28 | 106.5% | 49% |
| 20260716 | $4.90 | $1.00 | 100.7% | 35% |
| 20260715 | $5.15 | $1.25 | 100.5% | 35% |
| 20260714 | $5.22 | $1.48 | 99.2% | 32% |
| 20260713 | $5.25 | $1.70 | 98.7% | 31% |
| 20260710 | $5.90 | $2.20 | 97.3% | 27% |
| 20260709 | $5.62 | $2.40 | 96.2% | 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.