UPSG · Expected Move

Leverage Shares 2X Long UPS Daily ETF · ETF

The expected move for UPSG 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).

UPSG 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 UPSG Expected Move
30-Day Straddle
$2.85
7-Day Straddle
$2.85
Avg IV
74.5%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to UPSG'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.
UPSG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $2.85 $2.85 74.5% 3%
20261001 $2.85 $2.85 74.0% 2%
20260930 $2.85 $2.85 73.6% 2%
20260929 $2.85 $2.85 73.1% 2%
20260928 $2.85 $2.85 72.6% 2%
20260925 $2.85 $2.85 71.3% 2%
20260924 $2.85 $2.85 70.9% 2%
20260923 $2.85 $2.85 70.5% 2%
20260922 $2.85 $2.85 70.1% 2%
20260921 $2.85 $2.85 69.6% 2%
20260918 $2.58 $2.58 10.1% 100%
20260917 $2.58 $2.58 4.7% 100%
20260916 $2.58 $2.58 3.5% 100%
20260915 $2.58 $2.58 287.2% 100%
20260914 $2.58 $2.58 250.6% 100%
20260911 $2.58 $2.58 191.7% 100%
20260910 $2.58 $2.58 179.8% 100%
20260909 $2.58 $2.58 169.9% 100%
20260908 $2.58 $2.58 161.5% 100%
20260904 $2.58 $2.58 137.3% 100%
20260903 $2.58 $2.58 132.8% 98%
20260902 $2.58 $2.58 128.7% 93%
20260901 $2.58 $2.58 125.0% 88%
20260831 $2.58 $2.58 121.6% 84%
20260828 $2.58 $2.58 112.9% 74%
20260827 $2.58 $2.58 110.3% 71%
20260826 $2.58 $2.58 108.0% 68%
20260825 $2.58 $2.58 105.8% 66%
20260824 $2.58 $2.58 103.7% 63%
20260821 $2.58 $2.58 98.2% 57%
20260820 $2.58 $2.58 96.6% 55%
20260819 $2.58 $2.58 95.0% 53%
20260818 $2.58 $2.58 93.5% 51%
20260817 $2.58 $2.58 92.1% 50%
20260814 $2.58 $2.58 88.2% 45%
20260813 $2.58 $2.58 87.1% 44%
20260812 $2.58 $2.58 85.9% 42%
20260811 $2.58 $2.58 84.8% 41%
20260810 $2.58 $2.58 83.8% 34%
20260806 $2.58 $2.58 79.7% 30%
20260805 $2.58 $2.58 109.4% 59%
20260804 $2.58 $2.58 106.2% 56%
20260803 $2.58 $2.58 103.3% 53%
20260731 $2.58 $2.58 95.8% 45%
20260730 $2.58 $2.58 93.7% 43%
20260729 $2.58 $2.58 91.7% 41%
20260728 $2.58 $2.58 89.9% 40%
20260727 $3.25 $3.25 82.1% 32%
20260724 $3.40 $3.40 87.5% 37%
20260723 $3.45 $3.45 97.7% 47%
20260722 $3.45 $3.45 92.3% 42%
20260721 $3.35 $3.35 74.9% 25%
20260720 $3.17 $3.17 90.5% 40%
20260716 $3.45 $2.30 63.8% 14%
20260715 $3.50 $2.33 85.8% 36%
20260714 $3.40 $2.70 65.3% 15%
20260713 $3.55 $3.27 52.3% 2%
20260710 $3.70 $2.70 69.3% 19%
20260709 $3.50 $2.53 74.9% 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.