TSYY · Expected Move
GraniteShares YieldBOOST TSLA ETF · ETF
The expected move for TSYY 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).
TSYY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current TSYY Expected Move
30-Day Straddle
$3.92
7-Day Straddle
$3.08
30-Day ATM IV
33.1%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to TSYY'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.
TSYY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $3.92 | $3.08 | 33.1% | 9% |
| 20261008 | $4.17 | $3.50 | 44.6% | 18% |
| 20261007 | $4.03 | $3.58 | 39.7% | 14% |
| 20261006 | $1.90 | $8.18 | 22.5% | 0% |
| 20261005 | $1.93 | $8.22 | — | — |
| 20261002 | $3.12 | $3.12 | 41.0% | 14% |
| 20261001 | $1.42 | $1.42 | 29.9% | 5% |
| 20260930 | $1.50 | $1.50 | — | — |
| 20260929 | $8.12 | $8.12 | — | — |
| 20260928 | $1.32 | $1.32 | 38.8% | 12% |
| 20260925 | $3.02 | $3.02 | 49.1% | 21% |
| 20260924 | $1.52 | $1.52 | 29.6% | 3% |
| 20260923 | $1.68 | $1.68 | 43.1% | 11% |
| 20260922 | $1.43 | $1.43 | 29.8% | 3% |
| 20260921 | $1.23 | $1.23 | 29.9% | 4% |
| 20260918 | $1.23 | $0.90 | 43.5% | 11% |
| 20260917 | $3.92 | $3.12 | 43.5% | 11% |
| 20260916 | $1.48 | $0.80 | 28.3% | 3% |
| 20260915 | $1.65 | $1.07 | 34.2% | 6% |
| 20260914 | $1.30 | $0.85 | 43.5% | 11% |
| 20260911 | $1.50 | $15.00 | 41.5% | 10% |
| 20260910 | $1.80 | $5.00 | 32.7% | 5% |
| 20260909 | $1.60 | $8.18 | 28.8% | 3% |
| 20260908 | $1.70 | $2.98 | 36.4% | 7% |
| 20260904 | $1.35 | $0.93 | 44.2% | 11% |
| 20260903 | $1.82 | $1.25 | — | — |
| 20260902 | $1.35 | $1.35 | — | — |
| 20260901 | $0.95 | $0.95 | 34.2% | 6% |
| 20260831 | $2.95 | $2.95 | 37.9% | 8% |
| 20260828 | $1.05 | $1.05 | 26.8% | 2% |
| 20260827 | $1.75 | $1.75 | 44.0% | 11% |
| 20260826 | $1.32 | $1.32 | 51.1% | 15% |
| 20260825 | $1.40 | $1.40 | 33.3% | 5% |
| 20260824 | $1.43 | $1.43 | 30.9% | 4% |
| 20260821 | $1.27 | $2.60 | 47.4% | 13% |
| 20260820 | $1.52 | $0.90 | — | — |
| 20260819 | $8.38 | $7.97 | — | — |
| 20260818 | $1.45 | $2.92 | 50.4% | 15% |
| 20260817 | $1.30 | $1.05 | 48.3% | 14% |
| 20260814 | $1.58 | $3.02 | 49.5% | 14% |
| 20260813 | $2.27 | $1.40 | 67.5% | 24% |
| 20260812 | $1.75 | $7.97 | 60.9% | 21% |
| 20260811 | $1.92 | $1.20 | 46.9% | 13% |
| 20260810 | $2.10 | $1.70 | 38.2% | 8% |
| 20260807 | — | — | 40.8% | 10% |
| 20260806 | $2.55 | $1.35 | 48.1% | 14% |
| 20260805 | $1.27 | $1.27 | 38.3% | 8% |
| 20260804 | $1.32 | $1.32 | 54.3% | 17% |
| 20260803 | $1.85 | $1.85 | 43.2% | 11% |
| 20260731 | $1.77 | $1.77 | 53.4% | 16% |
| 20260730 | $1.48 | $1.48 | 41.1% | 10% |
| 20260729 | $2.00 | $2.00 | — | — |
| 20260728 | $2.05 | $2.05 | 55.2% | 17% |
| 20260727 | $1.60 | $1.60 | 39.9% | 9% |
| 20260724 | $2.23 | $2.23 | 51.2% | 15% |
| 20260723 | $1.88 | $1.88 | 37.5% | 8% |
| 20260722 | $1.90 | $1.90 | 36.9% | 7% |
| 20260721 | $1.73 | $1.73 | 44.1% | 11% |
| 20260720 | $2.40 | $2.40 | 52.0% | 16% |
| 20260716 | $2.27 | $2.90 | 45.3% | 12% |
More on TSYY
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.