VALG · Expected Move
Leverage Shares 2X Long VALE Daily ETF · ETF
The expected move for VALG 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).
VALG 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 VALG Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
Avg IV
117.9%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to VALG'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.
VALG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $5.00 | $5.00 | 117.9% | 70% |
| 20261001 | $1.73 | $1.73 | 121.6% | 75% |
| 20260930 | $1.75 | $1.75 | 126.5% | 81% |
| 20260929 | $1.75 | $1.75 | 114.1% | 65% |
| 20260928 | $1.83 | $1.83 | 90.1% | 35% |
| 20260925 | $1.93 | $1.93 | 88.4% | 33% |
| 20260924 | $2.05 | $2.05 | 101.3% | 49% |
| 20260923 | $2.00 | $2.00 | 81.9% | 25% |
| 20260922 | $2.17 | $2.17 | 90.9% | 36% |
| 20260921 | $2.23 | $2.23 | 95.3% | 42% |
| 20260918 | $2.35 | $2.60 | 81.1% | 24% |
| 20260917 | $2.62 | $1.55 | 86.1% | 30% |
| 20260916 | $2.62 | $0.93 | 89.0% | 34% |
| 20260915 | $2.70 | $1.00 | 88.0% | 33% |
| 20260914 | $2.80 | $1.15 | 91.7% | 37% |
| 20260911 | $3.08 | $1.50 | 72.9% | 14% |
| 20260910 | $3.27 | $1.67 | 78.3% | 20% |
| 20260909 | $3.33 | $1.62 | 73.3% | 14% |
| 20260908 | $3.50 | $1.88 | 61.9% | 0% |
| 20260904 | $3.33 | $1.85 | 68.8% | 8% |
| 20260903 | $3.48 | $1.93 | 62.1% | 0% |
| 20260902 | $2.17 | $2.17 | 93.6% | 35% |
| 20260901 | $1.95 | $1.95 | 85.6% | 25% |
| 20260831 | $2.17 | $2.17 | 65.9% | 0% |
| 20260828 | $2.03 | $2.03 | 79.4% | 14% |
| 20260827 | $2.15 | $2.15 | 80.2% | 15% |
| 20260826 | $2.50 | $2.50 | 86.9% | 24% |
| 20260825 | $2.55 | $2.55 | 80.5% | 16% |
| 20260824 | $2.35 | $2.35 | 75.9% | 10% |
| 20260821 | $2.35 | $1.50 | 71.9% | 5% |
| 20260820 | $2.20 | $0.75 | 71.3% | 4% |
| 20260819 | $2.00 | $1.05 | 75.7% | 10% |
| 20260818 | $2.08 | $1.10 | 71.1% | 4% |
| 20260817 | $2.10 | $1.27 | 74.2% | 8% |
| 20260814 | $2.12 | $1.32 | 71.6% | 4% |
| 20260813 | $2.27 | $1.40 | 75.8% | 10% |
| 20260812 | $2.40 | $1.90 | 68.3% | 0% |
| 20260811 | $2.90 | $2.17 | 76.8% | 10% |
| 20260810 | $2.77 | $2.88 | 69.7% | 0% |
| 20260806 | $3.15 | $3.80 | 69.4% | 0% |
| 20260805 | $3.70 | $3.70 | 122.6% | 68% |
| 20260804 | $3.30 | $3.30 | 125.9% | 72% |
| 20260803 | $2.88 | $2.88 | 141.8% | 95% |
| 20260731 | $3.38 | $3.38 | 116.8% | 59% |
| 20260730 | $3.67 | $3.67 | 111.3% | 52% |
| 20260729 | $3.25 | $3.25 | 118.8% | 62% |
| 20260728 | $3.28 | $3.28 | 108.3% | 47% |
| 20260727 | $3.52 | $3.52 | 109.9% | 50% |
| 20260724 | $3.50 | $3.50 | 101.9% | 38% |
| 20260723 | $3.53 | $3.53 | 100.2% | 36% |
| 20260722 | $3.70 | $3.70 | 98.4% | 33% |
| 20260721 | $2.72 | $2.72 | 113.1% | 54% |
| 20260720 | $2.70 | $2.70 | 110.9% | 51% |
| 20260716 | $3.08 | $1.38 | 105.7% | 44% |
| 20260715 | $3.62 | $1.40 | 95.5% | 29% |
| 20260714 | $3.45 | $1.50 | 97.3% | 32% |
| 20260713 | $2.98 | $1.45 | 99.0% | 34% |
| 20260710 | $3.33 | $1.60 | 93.6% | 27% |
| 20260709 | $2.97 | $1.67 | 92.9% | 26% |
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.