TSMU · Expected Move
GraniteShares 2x Long TSM Daily ETF · ETF
The expected move for TSMU 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).
TSMU 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 TSMU Expected Move
30-Day Straddle
$9.38
7-Day Straddle
$9.38
Avg IV
74.2%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to TSMU'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.
TSMU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $9.38 | $9.38 | 74.2% | 18% |
| 20261001 | $9.25 | $9.25 | 69.7% | 12% |
| 20260930 | $9.55 | $9.55 | 80.9% | 27% |
| 20260929 | $9.30 | $9.30 | 69.2% | 11% |
| 20260928 | $9.35 | $9.35 | 70.3% | 12% |
| 20260925 | $9.30 | $9.30 | 62.9% | 2% |
| 20260924 | $10.00 | $10.00 | 65.7% | 6% |
| 20260923 | $9.65 | $9.65 | 65.9% | 6% |
| 20260922 | $10.00 | $10.00 | 63.1% | 3% |
| 20260921 | $10.05 | $10.05 | 64.8% | 5% |
| 20260918 | $9.35 | $3.58 | 61.7% | 1% |
| 20260917 | $9.45 | $2.00 | 61.2% | 0% |
| 20260916 | $9.75 | $2.75 | 64.2% | 0% |
| 20260915 | $9.85 | $3.25 | 64.9% | 1% |
| 20260914 | $10.10 | $4.00 | 65.3% | 2% |
| 20260911 | $11.35 | $4.62 | 64.8% | 1% |
| 20260910 | $11.55 | $5.50 | 67.8% | 5% |
| 20260909 | $12.65 | $5.65 | 68.1% | 6% |
| 20260908 | $13.15 | $6.85 | 69.6% | 8% |
| 20260904 | $12.50 | $6.38 | 65.7% | 3% |
| 20260903 | $11.65 | $6.20 | 63.9% | 0% |
| 20260902 | $6.38 | $6.38 | 86.0% | 23% |
| 20260901 | $6.93 | $6.93 | 88.6% | 27% |
| 20260831 | $6.97 | $6.97 | 79.5% | 13% |
| 20260828 | $7.75 | $7.75 | 74.9% | 5% |
| 20260827 | $8.35 | $8.35 | 81.2% | 15% |
| 20260826 | $8.85 | $8.85 | 80.9% | 15% |
| 20260825 | $8.75 | $8.75 | 79.3% | 12% |
| 20260824 | $8.70 | $8.70 | 79.8% | 13% |
| 20260821 | $9.65 | $2.35 | 74.4% | 5% |
| 20260820 | $9.85 | $2.45 | 78.5% | 11% |
| 20260819 | $9.85 | $3.05 | 79.7% | 13% |
| 20260818 | $10.60 | $3.62 | 77.9% | 10% |
| 20260817 | $11.55 | $4.50 | 76.4% | 8% |
| 20260814 | $11.60 | $4.80 | 71.5% | 0% |
| 20260813 | $12.55 | $6.05 | 74.7% | 0% |
| 20260812 | $12.55 | $6.47 | 75.3% | 0% |
| 20260811 | $12.80 | $6.77 | 77.2% | 0% |
| 20260810 | $14.00 | $7.62 | 79.4% | 0% |
| 20260806 | $15.75 | $9.38 | 89.5% | 12% |
| 20260805 | $9.70 | $9.70 | 97.0% | 27% |
| 20260804 | $11.55 | $11.55 | 100.8% | 34% |
| 20260803 | $10.75 | $10.75 | 104.4% | 41% |
| 20260731 | $11.55 | $11.55 | 100.1% | 32% |
| 20260730 | $11.30 | $11.30 | 99.2% | 31% |
| 20260729 | $10.50 | $10.50 | 116.5% | 65% |
| 20260728 | $11.90 | $11.90 | 102.9% | 38% |
| 20260727 | $12.95 | $12.95 | 106.7% | 45% |
| 20260724 | $13.45 | $13.45 | 102.7% | 38% |
| 20260723 | $15.15 | $15.15 | 99.4% | 35% |
| 20260722 | $15.75 | $15.75 | 98.6% | 34% |
| 20260721 | $16.40 | $16.40 | 99.6% | 36% |
| 20260720 | $15.50 | $15.50 | 105.5% | 47% |
| 20260716 | $15.95 | $3.38 | 100.6% | 37% |
| 20260715 | $17.65 | $6.10 | 101.1% | 38% |
| 20260714 | $18.10 | $7.40 | 104.1% | 44% |
| 20260713 | $19.00 | $8.27 | 106.2% | 48% |
| 20260710 | $20.95 | $9.90 | 104.2% | 44% |
| 20260709 | $21.90 | $11.35 | 106.7% | 49% |
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.