XRPT · Expected Move

Volatility Shares Trust XRP 2X ETF · ETF

The expected move for XRPT 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).

XRPT straddle price & implied vol

60 sessions

Bars: 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 XRPT Expected Move
30-Day Straddle
$12.20
7-Day Straddle
$4.53
30-Day ATM IV
141.7%
IV Rank
79%
Implied one-standard-deviation move through the next 30 days. Compare to XRPT'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.
XRPT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $12.20 $4.53 141.7% 79%
20261008 $12.35 $5.70 144.8% 84%
20261007 $13.05 $6.42 142.4% 80%
20261006 $15.50 $7.15 147.1% 88%
20261005 $15.20 $7.58 143.1% 81%
20261002 $8.18 $8.18 140.9% 78%
20261001 $8.97 $8.97 141.7% 79%
20260930 $9.45 $9.45 143.1% 81%
20260929 $9.27 $9.27 145.2% 85%
20260928 $10.15 $10.15 147.4% 89%
20260925 $11.45 $11.45 143.8% 83%
20260924 $10.90 $10.90 138.4% 73%
20260923 $10.15 $10.15 134.2% 66%
20260922 $11.80 $11.80 129.4% 58%
20260921 $10.30 $10.30 127.2% 54%
20260918 $8.52 $2.10 115.5% 34%
20260917 $7.70 $2.70 118.5% 39%
20260916 $9.12 $3.85 129.5% 58%
20260915 $9.05 $4.15 134.6% 67%
20260914 $12.15 $5.42 136.3% 70%
20260911 $10.50 $4.80 130.1% 59%
20260910 $10.25 $5.30 125.6% 51%
20260909 $12.10 $6.65 137.4% 72%
20260908 $13.00 $7.70 141.1% 78%
20260904 $12.20 $7.65 132.1% 62%
20260903 $14.60 $8.60 137.1% 71%
20260902 $7.55 $7.55 132.9% 64%
20260901 $8.02 $8.02 135.4% 68%
20260831 $8.00 $8.00 133.2% 64%
20260828 $9.10 $9.10 131.8% 62%
20260827 $10.85 $10.85 138.3% 73%
20260826 $8.50 $8.50 128.8% 57%
20260825 $11.75 $11.75 139.5% 75%
20260824 $11.85 $11.85 137.0% 71%
20260821 $8.57 $1.95 113.9% 31%
20260820 $7.50 $2.95 113.0% 30%
20260819 $5.60 $1.38 111.9% 28%
20260818 $5.42 $1.45 113.5% 30%
20260817 $4.75 $1.25 109.2% 23%
20260814 $4.32 $1.95 95.8% 0%
20260813 $5.20 $2.35 105.1% 14%
20260812 $5.50 $2.85 110.2% 23%
20260811 $5.55 $2.38 107.4% 18%
20260810 $5.93 $3.35 114.0% 30%
20260807 — — 107.6% 18%
20260806 $6.42 $3.70 112.6% 23%
20260805 $3.23 $3.23 105.4% 12%
20260804 $3.67 $3.67 102.9% 9%
20260803 $3.85 $3.85 106.3% 14%
20260731 $3.65 $3.65 102.1% 7%
20260730 $5.18 $5.18 112.9% 23%
20260729 $5.05 $5.05 114.8% 26%
20260728 $4.00 $4.00 101.9% 7%
20260727 $4.25 $4.25 100.1% 4%
20260724 $5.03 $5.03 100.8% 5%
20260723 $5.12 $5.12 97.0% 0%
20260722 $5.95 $5.95 101.9% 0%
20260721 $6.28 $6.28 102.6% 0%
20260720 $8.10 $8.10 139.9% 45%
20260716 $6.95 $1.83 114.4% 3%

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.