USGG · Expected Move
Leverage Shares 2X Long USAR Daily ETF · ETF
The expected move for USGG 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).
USGG 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 USGG Expected Move
30-Day Straddle
$0.82
7-Day Straddle
$0.82
Avg IV
3.4%
IV Rank
84%
Implied one-standard-deviation move through the next 30 days. Compare to USGG'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.
USGG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $0.82 | $0.82 | 3.4% | 84% |
| 20261001 | $0.88 | $0.88 | 3.1% | 72% |
| 20260930 | $0.85 | $0.85 | 290.6% | 61% |
| 20260929 | $0.80 | $0.80 | 293.1% | 62% |
| 20260928 | $1.02 | $1.02 | 258.4% | 45% |
| 20260925 | $1.38 | $1.38 | 240.9% | 36% |
| 20260924 | $1.38 | $1.38 | 228.7% | 30% |
| 20260923 | $1.25 | $1.25 | 199.7% | 15% |
| 20260922 | $1.75 | $1.75 | 194.4% | 13% |
| 20260921 | $1.85 | $1.85 | 199.7% | 15% |
| 20260918 | $1.65 | $0.98 | 205.3% | 18% |
| 20260917 | $1.67 | $0.50 | 197.8% | 14% |
| 20260916 | $1.62 | $0.62 | 207.0% | 19% |
| 20260915 | $1.75 | $0.62 | 199.3% | 15% |
| 20260914 | $1.77 | $0.75 | 195.0% | 13% |
| 20260911 | $1.95 | $0.80 | 184.4% | 8% |
| 20260910 | $1.95 | $0.93 | 185.5% | 8% |
| 20260909 | $2.40 | $1.20 | 182.5% | 7% |
| 20260908 | $2.88 | $1.60 | 184.4% | 8% |
| 20260904 | $2.83 | $1.70 | 169.1% | 0% |
| 20260903 | $2.83 | $1.62 | 168.9% | 0% |
| 20260902 | $1.73 | $1.73 | 220.2% | 23% |
| 20260901 | $1.62 | $1.62 | 230.9% | 29% |
| 20260831 | $1.88 | $1.88 | 219.9% | 23% |
| 20260828 | $2.08 | $2.08 | 200.1% | 13% |
| 20260827 | $2.67 | $2.67 | 197.2% | 11% |
| 20260826 | $2.73 | $2.73 | 204.1% | 15% |
| 20260825 | $2.85 | $2.85 | 199.2% | 12% |
| 20260824 | $2.52 | $2.52 | 201.1% | 13% |
| 20260821 | $3.00 | $0.40 | 204.5% | 15% |
| 20260820 | $2.23 | $0.70 | 195.6% | 10% |
| 20260819 | $2.62 | $0.82 | 192.3% | 9% |
| 20260818 | $3.10 | $1.18 | 188.8% | 7% |
| 20260817 | $3.33 | $1.32 | 188.8% | 7% |
| 20260814 | $3.75 | $1.57 | 183.9% | 4% |
| 20260813 | $3.27 | $2.77 | 195.1% | 10% |
| 20260812 | $3.50 | $1.88 | 195.4% | 10% |
| 20260811 | $3.88 | $1.73 | 194.0% | 10% |
| 20260810 | $4.20 | $2.70 | 222.5% | 24% |
| 20260806 | $3.92 | $2.58 | 213.2% | 19% |
| 20260805 | $2.55 | $2.55 | 3.3% | 79% |
| 20260804 | $2.80 | $2.80 | 3.2% | 73% |
| 20260803 | $2.33 | $2.33 | 3.4% | 84% |
| 20260731 | $1.75 | $1.75 | 3.3% | 80% |
| 20260730 | $1.95 | $1.95 | 3.3% | 79% |
| 20260729 | $1.70 | $1.70 | 3.7% | 100% |
| 20260728 | $1.98 | $1.98 | 3.2% | 100% |
| 20260727 | $2.08 | $2.08 | 298.7% | 97% |
| 20260724 | $2.20 | $2.20 | 3.0% | 100% |
| 20260723 | $2.25 | $2.25 | 275.9% | 96% |
| 20260722 | $2.55 | $2.55 | 264.0% | 85% |
| 20260721 | $2.55 | $2.55 | 253.6% | 75% |
| 20260720 | $2.50 | $2.50 | 277.1% | 97% |
| 20260716 | $2.80 | $0.88 | 247.0% | 68% |
| 20260715 | $3.10 | $0.93 | 219.0% | 42% |
| 20260714 | $3.70 | $1.27 | 212.3% | 35% |
| 20260713 | $3.48 | $1.20 | 215.0% | 38% |
| 20260710 | $4.20 | $1.57 | 195.3% | 19% |
| 20260709 | $4.50 | $1.98 | 203.3% | 27% |
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.