YYY · Expected Move

Amplify CEF High Income ETF · ETF

The expected move for YYY 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).

YYY 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 YYY Expected Move
30-Day Straddle
$0.78
7-Day Straddle
$0.78
30-Day ATM IV
67.0%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to YYY'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.
YYY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $0.78 $0.78 67.0% 20%
20261022 $0.78 $0.78 68.2% 21%
20261021 $0.78 $0.78 66.1% 20%
20261020 $3.25 $3.25 72.2% 23%
20261019 $0.88 $0.88 51.7% 13%
20261016 $0.88 $1.02 53.6% 14%
20261015 $0.88 $1.00 57.4% 16%
20261014 $0.38 $1.00 115.1% 42%
20261013 $0.88 $1.10 36.8% 7%
20261012 $0.88 $1.10 51.3% 13%
20261009 $0.88 $1.07 — —
20261008 $0.88 $1.02 58.0% 16%
20261007 $0.88 $1.07 244.3% 100%
20261006 $0.38 $1.05 75.2% 48%
20261005 $0.88 $1.02 116.1% 86%
20261002 $1.10 $1.10 73.7% 47%
20261001 $1.10 $1.10 81.5% 54%
20260930 $2.55 $2.55 96.5% 68%
20260929 $1.10 $1.10 78.8% 52%
20260928 $1.12 $1.12 85.5% 58%
20260925 $0.78 $0.78 33.4% 10%
20260924 $0.85 $0.85 88.4% 60%
20260923 $1.27 $1.27 78.6% 51%
20260922 $1.25 $1.25 76.9% 50%
20260921 $1.05 $1.05 77.9% 51%
20260918 $1.27 $1.00 116.1% 86%
20260917 $1.30 $1.32 113.7% 83%
20260916 $1.30 $0.80 81.6% 54%
20260915 $1.47 $1.42 113.5% 83%
20260914 $1.45 $1.40 78.4% 51%
20260911 $0.65 $1.83 100.4% 71%
20260910 $1.43 $0.57 98.9% 70%
20260909 $1.43 $0.57 93.1% 65%
20260908 $2.00 $1.07 89.9% 62%
20260904 $2.05 $1.10 84.8% 57%
20260903 $2.05 $0.60 73.3% 47%
20260902 $1.10 $1.10 71.3% 45%
20260901 $1.40 $1.40 73.1% 46%
20260831 $1.07 $1.07 70.6% 44%
20260828 $1.15 $1.15 67.2% 41%
20260827 $1.20 $1.20 68.5% 42%
20260826 $1.20 $1.20 68.1% 42%
20260825 $1.20 $1.20 68.3% 42%
20260824 $3.17 $3.17 66.4% 40%
20260821 $1.67 $0.65 70.5% 44%
20260820 $1.67 $1.12 65.0% 39%
20260819 $1.20 $1.18 67.2% 41%
20260818 $3.23 $1.15 63.6% 38%
20260817 $3.25 $1.15 63.5% 38%
20260814 $1.28 $1.20 60.6% 35%
20260813 $2.40 $1.15 62.8% 37%
20260812 $1.25 $0.53 59.8% 34%
20260811 $1.00 $2.52 36.7% 13%
20260810 $1.15 $0.55 35.3% 12%
20260806 $1.90 $0.55 46.2% 22%
20260805 $0.55 $0.55 53.9% 29%
20260804 $0.55 $0.55 40.5% 17%
20260803 $0.55 $0.55 52.1% 27%
20260731 $0.55 $0.55 50.6% 26%
20260730 $0.55 $0.55 49.5% 25%

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.