YBTC · Expected Move

Roundhill Bitcoin Covered Call Strategy ETF · ETF

The expected move for YBTC 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).

YBTC 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 YBTC Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$5.62
30-Day ATM IV
24.6%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to YBTC'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.
YBTC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $1.38 $5.62 24.6% 6%
20261015 $1.78 $1.00 27.7% 11%
20261014 $1.88 $0.95 36.3% 24%
20261013 $1.50 $0.62 20.1% 0%
20261012 $1.30 $5.65 35.3% 18%
20261009 $1.62 $1.12 26.8% 5%
20261008 $1.88 $1.10 26.9% 6%
20261007 $1.40 $0.57 27.2% 6%
20261006 $1.70 $1.40 28.1% 7%
20261005 $1.70 $1.45 28.3% 8%
20261002 $1.08 $1.08 23.3% 0%
20261001 $0.90 $0.90 24.7% 1%
20260930 $0.82 $0.82 24.3% 3%
20260929 $0.72 $0.72 26.2% 6%
20260928 $1.10 $1.10 31.7% 14%
20260925 $1.00 $1.00 26.6% 6%
20260924 $1.02 $1.02 28.5% 9%
20260923 $1.12 $1.12 26.7% 6%
20260922 $0.93 $0.93 30.9% 13%
20260921 $1.25 $1.25 34.7% 18%
20260918 $1.88 $0.83 — —
20260917 $1.65 $1.20 35.8% 20%
20260916 $1.40 $1.20 35.0% 19%
20260915 $1.85 $1.00 34.6% 18%
20260914 $1.65 $1.25 27.7% 7%
20260911 $1.75 $1.05 32.8% 14%
20260910 $1.70 $1.30 36.6% 19%
20260909 $1.85 $1.38 33.9% 15%
20260908 $1.82 $1.33 32.9% 14%
20260904 $2.15 $1.45 40.0% 23%
20260903 $1.98 $1.23 33.2% 14%
20260902 $1.48 $1.48 34.9% 16%
20260901 $1.50 $1.50 34.8% 16%
20260831 $1.55 $1.55 34.3% 16%
20260828 $1.50 $1.50 39.4% 22%
20260827 $1.45 $1.45 33.2% 14%
20260826 $1.55 $1.55 41.6% 25%
20260825 $1.65 $1.65 42.9% 27%
20260824 $1.58 $1.58 41.0% 24%
20260821 $1.70 $9.00 31.3% 12%
20260820 $1.88 $0.73 39.5% 22%
20260819 $1.65 $0.90 35.1% 17%
20260818 $1.65 $5.38 32.4% 13%
20260817 $1.80 $1.07 32.9% 14%
20260814 $1.52 $1.05 29.2% 9%
20260813 $1.48 $1.07 29.2% 9%
20260812 $1.52 $1.07 30.2% 10%
20260811 $1.73 $1.18 28.8% 8%
20260810 $2.55 $2.48 50.8% 38%
20260807 — — 59.7% 49%
20260806 $3.25 $2.65 53.1% 41%
20260805 $1.95 $1.95 62.5% 53%
20260804 $2.72 $2.72 61.7% 52%
20260803 $2.85 $2.85 68.8% 62%
20260731 $2.70 $2.70 59.1% 49%
20260730 $2.73 $2.73 73.0% 67%
20260729 $2.25 $2.25 70.3% 64%
20260728 $2.83 $2.83 65.3% 57%
20260727 $2.80 $2.80 88.5% 88%
20260724 $2.90 $2.90 73.1% 67%

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.