TSMG · Expected Move
Leverage Shares 2X Long TSM Daily ETF · ETF
The expected move for TSMG 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).
TSMG 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 TSMG Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
Avg IV
99.8%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to TSMG'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.
TSMG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $5.00 | $5.00 | 99.8% | 38% |
| 20261001 | $5.03 | $5.03 | 96.6% | 34% |
| 20260930 | $5.18 | $5.18 | 99.2% | 37% |
| 20260929 | $5.42 | $5.42 | 94.6% | 32% |
| 20260928 | $5.43 | $5.43 | 92.7% | 30% |
| 20260925 | $5.53 | $5.53 | 84.5% | 21% |
| 20260924 | $5.62 | $5.62 | 80.7% | 16% |
| 20260923 | $5.47 | $5.47 | 82.3% | 18% |
| 20260922 | $5.85 | $5.85 | 85.6% | 22% |
| 20260921 | $5.60 | $5.60 | 75.8% | 11% |
| 20260918 | $5.45 | $2.15 | 70.4% | 4% |
| 20260917 | $5.65 | $1.38 | 69.8% | 4% |
| 20260916 | $5.53 | $1.65 | 70.0% | 4% |
| 20260915 | $5.58 | $1.83 | 69.7% | 4% |
| 20260914 | $5.88 | $2.10 | 71.3% | 5% |
| 20260911 | $6.62 | $2.65 | 71.6% | 6% |
| 20260910 | $6.78 | $3.07 | 75.0% | 10% |
| 20260909 | $7.25 | $3.27 | 74.7% | 9% |
| 20260908 | $7.70 | $3.88 | 77.5% | 13% |
| 20260904 | $7.12 | $3.65 | 70.2% | 4% |
| 20260903 | $6.85 | $3.60 | 66.5% | 0% |
| 20260902 | $3.75 | $3.75 | 109.7% | 34% |
| 20260901 | $3.90 | $3.90 | 116.3% | 44% |
| 20260831 | $3.95 | $3.95 | 101.6% | 22% |
| 20260828 | $4.25 | $4.25 | 95.5% | 13% |
| 20260827 | $4.85 | $4.85 | 99.9% | 19% |
| 20260826 | $4.85 | $4.85 | 93.2% | 9% |
| 20260825 | $5.00 | $5.00 | 96.1% | 14% |
| 20260824 | $5.00 | $5.00 | 93.7% | 10% |
| 20260821 | $5.65 | $1.68 | 87.8% | 1% |
| 20260820 | $5.67 | $1.35 | 94.5% | 11% |
| 20260819 | $5.62 | $1.75 | 94.1% | 11% |
| 20260818 | $5.80 | $2.05 | 92.9% | 9% |
| 20260817 | $6.55 | $2.50 | 92.4% | 8% |
| 20260814 | $6.88 | $2.62 | 87.0% | 0% |
| 20260813 | $7.20 | $3.17 | 91.0% | 1% |
| 20260812 | $7.40 | $3.60 | 90.3% | 0% |
| 20260811 | $7.50 | $3.72 | 91.4% | 0% |
| 20260810 | $8.00 | $4.30 | 93.1% | 3% |
| 20260806 | $8.85 | $5.38 | 95.1% | 6% |
| 20260805 | $5.42 | $5.42 | 101.5% | 16% |
| 20260804 | $6.22 | $6.22 | 106.4% | 24% |
| 20260803 | $6.17 | $6.17 | 103.5% | 19% |
| 20260731 | $6.40 | $6.40 | 96.2% | 14% |
| 20260730 | $6.50 | $6.50 | 96.0% | 15% |
| 20260729 | $6.47 | $6.47 | 111.0% | 37% |
| 20260728 | $6.97 | $6.97 | 100.8% | 22% |
| 20260727 | $7.17 | $7.17 | 104.6% | 29% |
| 20260724 | $7.62 | $7.62 | 104.4% | 32% |
| 20260723 | $8.55 | $8.55 | 100.9% | 29% |
| 20260722 | $8.85 | $8.85 | 100.4% | 28% |
| 20260721 | $9.25 | $9.25 | 102.0% | 31% |
| 20260720 | $8.65 | $8.65 | 105.2% | 35% |
| 20260716 | $9.15 | $1.80 | 97.0% | 24% |
| 20260715 | $9.60 | $3.48 | 101.6% | 30% |
| 20260714 | $10.30 | $4.33 | 104.8% | 34% |
| 20260713 | $10.50 | $4.47 | 105.5% | 35% |
| 20260710 | $11.75 | $5.70 | 105.2% | 35% |
| 20260709 | $12.15 | $6.50 | 107.7% | 38% |
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.