VRTL · Expected Move
GraniteShares 2x Long VRT Daily ETF · ETF
The expected move for VRTL 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).
VRTL 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 VRTL Expected Move
30-Day Straddle
$3.93
7-Day Straddle
$3.93
Avg IV
118.6%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to VRTL'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.
VRTL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $3.93 | $3.93 | 118.6% | 13% |
| 20261001 | $4.00 | $4.00 | 115.3% | 10% |
| 20260930 | $4.03 | $4.03 | 118.0% | 12% |
| 20260929 | $4.47 | $4.47 | 117.4% | 12% |
| 20260928 | $4.70 | $4.70 | 119.0% | 13% |
| 20260925 | $5.08 | $5.08 | 112.0% | 7% |
| 20260924 | $4.92 | $4.92 | 108.6% | 4% |
| 20260923 | $5.22 | $5.22 | 110.7% | 6% |
| 20260922 | $5.65 | $5.65 | 114.2% | 9% |
| 20260921 | $5.67 | $5.67 | 111.0% | 6% |
| 20260918 | $5.67 | $0.68 | 104.6% | 0% |
| 20260917 | $5.60 | $1.18 | 111.1% | 5% |
| 20260916 | $6.00 | $1.85 | 115.4% | 9% |
| 20260915 | $5.67 | $2.12 | 115.4% | 9% |
| 20260914 | $5.80 | $2.55 | 114.0% | 8% |
| 20260911 | $7.05 | $3.22 | 107.7% | 2% |
| 20260910 | $7.05 | $3.70 | 113.9% | 8% |
| 20260909 | $8.15 | $4.42 | 109.5% | 4% |
| 20260908 | $9.85 | $5.28 | 111.2% | 5% |
| 20260904 | $9.30 | $5.42 | 105.6% | 0% |
| 20260903 | $8.80 | $5.20 | 106.5% | 0% |
| 20260902 | $4.67 | $4.67 | 173.3% | 56% |
| 20260901 | $4.72 | $4.72 | 175.2% | 58% |
| 20260831 | $4.90 | $4.90 | 169.0% | 52% |
| 20260828 | $5.20 | $5.20 | 166.8% | 49% |
| 20260827 | $6.20 | $6.20 | 156.2% | 38% |
| 20260826 | $6.50 | $6.50 | 157.5% | 40% |
| 20260825 | $6.20 | $6.20 | 164.7% | 47% |
| 20260824 | $6.20 | $6.20 | 161.0% | 43% |
| 20260821 | $6.65 | $0.62 | 147.5% | 29% |
| 20260820 | $7.05 | $1.65 | 143.7% | 25% |
| 20260819 | $7.15 | $2.20 | 145.7% | 27% |
| 20260818 | $8.45 | $3.12 | 145.2% | 26% |
| 20260817 | $10.10 | $4.25 | 138.5% | 19% |
| 20260814 | $10.35 | $4.85 | 127.3% | 8% |
| 20260813 | $10.40 | $5.17 | 139.6% | 21% |
| 20260812 | $10.75 | $5.55 | 139.2% | 20% |
| 20260811 | $10.60 | $6.03 | 136.8% | 18% |
| 20260810 | $10.15 | $6.03 | 136.6% | 17% |
| 20260806 | $12.20 | $7.65 | 146.1% | 27% |
| 20260805 | $7.95 | $7.95 | 163.4% | 46% |
| 20260804 | $8.40 | $8.40 | 166.6% | 49% |
| 20260803 | $7.80 | $7.80 | 174.0% | 57% |
| 20260731 | $6.65 | $6.65 | 185.6% | 70% |
| 20260730 | $6.28 | $6.28 | 203.1% | 88% |
| 20260729 | $6.10 | $6.10 | 214.4% | 100% |
| 20260728 | $10.65 | $10.65 | 161.5% | 53% |
| 20260727 | $12.45 | $12.45 | 162.1% | 55% |
| 20260724 | $13.35 | $13.35 | 159.0% | 51% |
| 20260723 | $14.75 | $14.75 | 159.5% | 51% |
| 20260722 | $15.30 | $15.30 | 159.1% | 51% |
| 20260721 | $15.70 | $15.70 | 162.0% | 54% |
| 20260720 | $14.80 | $14.80 | 163.5% | 56% |
| 20260716 | $15.30 | $3.25 | 161.5% | 54% |
| 20260715 | $16.80 | $4.60 | 158.3% | 50% |
| 20260714 | $16.70 | $5.32 | 156.9% | 48% |
| 20260713 | $17.70 | $6.32 | 159.6% | 52% |
| 20260710 | $19.70 | $7.75 | 156.2% | 48% |
| 20260709 | $20.65 | $9.30 | 160.8% | 53% |
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.