AIBU · Expected Move

Direxion Daily AI and Big Data Bull 2X ETF · ETF

The expected move for AIBU 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).

AIBU straddle price & implied vol

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current AIBU Expected Move
30-Day Straddle
$4.95
7-Day Straddle
$4.95
Avg IV
155.6%
IV Rank
92%
Implied one-standard-deviation move through the next 30 days. Compare to AIBU'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.
AIBU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $4.95 $4.95 155.6% 92%
20261001 $6.18 $6.18 164.5% 100%
20260930 $5.88 $5.88 142.6% 87%
20260929 $5.60 $5.60 155.7% 100%
20260928 $5.92 $5.92 120.3% 73%
20260925 $6.70 $6.70 144.3% 100%
20260924 $6.78 $6.78 138.6% 96%
20260923 $6.55 $6.55 113.4% 67%
20260922 $6.75 $6.75 142.0% 100%
20260921 $6.70 $6.70 129.8% 90%
20260918 $6.70 $4.25 103.7% 59%
20260917 $7.22 $1.23 106.5% 62%
20260916 $6.68 $1.97 92.8% 46%
20260915 $6.95 $2.65 102.2% 57%
20260914 $7.25 $2.92 100.9% 55%
20260911 $7.97 $3.42 111.8% 69%
20260910 $8.20 $3.95 101.2% 56%
20260909 $8.75 $4.03 88.3% 40%
20260908 $8.35 $4.05 99.5% 54%
20260904 $7.97 $3.98 85.7% 37%
20260903 $7.82 $4.45 86.0% 38%
20260902 $4.47 $4.47 69.3% 18%
20260901 $5.03 $5.03 64.5% 12%
20260831 $4.97 $4.97 61.4% 8%
20260828 $5.32 $5.32 66.7% 15%
20260827 $5.47 $5.47 58.9% 5%
20260826 $5.85 $5.85 61.3% 8%
20260825 $6.00 $6.00 57.1% 3%
20260824 $6.10 $6.10 62.0% 9%
20260821 $6.68 $4.35 60.1% 7%
20260820 $7.05 $1.57 62.1% 9%
20260819 $6.97 $1.80 63.5% 11%
20260818 $7.05 $2.10 62.3% 9%
20260817 $7.42 $2.25 62.2% 9%
20260814 $7.78 $2.40 64.4% 12%
20260813 $8.30 $3.28 67.3% 15%
20260812 $8.32 $3.48 67.3% 15%
20260811 $8.20 $4.05 62.6% 10%
20260810 $9.05 $4.45 67.5% 14%
20260806 $9.60 $5.68 60.5% 6%
20260805 $5.80 $5.80 84.2% 29%
20260804 $6.18 $6.18 74.7% 18%
20260803 $5.62 $5.62 66.1% 10%
20260731 $6.28 $6.28 67.3% 12%
20260730 $6.67 $6.67 68.7% 13%
20260729 $6.65 $6.65 90.3% 32%
20260728 $6.83 $6.83 74.0% 18%
20260727 $7.05 $7.05 68.3% 12%
20260724 $7.70 $7.70 70.1% 14%
20260723 $7.75 $7.75 61.6% 6%
20260722 $7.70 $7.70 55.5% 1%
20260721 $7.80 $7.80 57.2% 2%
20260720 $8.07 $8.07 55.7% 1%
20260716 $8.35 $2.25 55.1% 0%
20260715 $8.35 $2.88 54.6% 0%
20260714 $8.50 $3.00 55.4% 0%
20260713 $8.93 $3.17 57.7% 0%
20260710 $9.75 $3.92 58.6% 0%
20260709 $9.77 $4.20 58.5% 0%

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.