AMZD · Expected Move
Direxion Shares ETF Trust Direxion Daily AMZN Bear 1X ETF · ETF
The expected move for AMZD 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).
AMZD straddle price & implied vol
60 sessionsBars: 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 AMZD Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$2.00
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to AMZD'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.
AMZD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $0.90 | $2.00 | — | — |
| 20261008 | $0.95 | $7.95 | — | — |
| 20261007 | $0.97 | $2.12 | 43.0% | 16% |
| 20261006 | $8.25 | $0.68 | — | — |
| 20261005 | $1.02 | $0.68 | — | — |
| 20261002 | $0.45 | $0.45 | — | — |
| 20261001 | $0.55 | $0.55 | 40.1% | 13% |
| 20260930 | $7.88 | $7.88 | — | — |
| 20260929 | $0.57 | $0.57 | 40.6% | 14% |
| 20260928 | $2.83 | $2.83 | — | — |
| 20260925 | $2.12 | $2.12 | 36.8% | 9% |
| 20260924 | $2.17 | $2.17 | — | — |
| 20260923 | $7.88 | $7.88 | — | — |
| 20260922 | $0.75 | $0.75 | 41.9% | 15% |
| 20260921 | $2.25 | $2.25 | 39.7% | 13% |
| 20260918 | $0.75 | $1.88 | — | — |
| 20260917 | $0.82 | $0.47 | — | — |
| 20260916 | $7.92 | $7.72 | — | — |
| 20260915 | $0.62 | $0.45 | — | — |
| 20260914 | $8.07 | $2.10 | — | — |
| 20260911 | $0.88 | $8.00 | 70.2% | 47% |
| 20260910 | $0.80 | $0.53 | 71.1% | 48% |
| 20260909 | $8.07 | $7.88 | — | — |
| 20260908 | $0.95 | $0.68 | — | — |
| 20260904 | $0.85 | $2.20 | — | — |
| 20260903 | $8.07 | $0.60 | — | — |
| 20260902 | $0.70 | $0.70 | — | — |
| 20260901 | $0.68 | $0.68 | 76.1% | 54% |
| 20260831 | $0.70 | $0.70 | 57.8% | 33% |
| 20260828 | $2.15 | $2.15 | — | — |
| 20260827 | $8.03 | $8.03 | — | — |
| 20260826 | $8.03 | $8.03 | — | — |
| 20260825 | $2.25 | $2.25 | — | — |
| 20260824 | $0.68 | $0.68 | 58.1% | 34% |
| 20260821 | $8.07 | $2.17 | — | — |
| 20260820 | $2.30 | $7.78 | 56.5% | 32% |
| 20260819 | $0.68 | $0.47 | — | — |
| 20260818 | $8.07 | $0.60 | — | — |
| 20260817 | $0.78 | $0.62 | 53.7% | 29% |
| 20260814 | $8.00 | $2.12 | — | — |
| 20260813 | $7.95 | $7.75 | — | — |
| 20260812 | $7.80 | $0.32 | 67.9% | 45% |
| 20260811 | $0.70 | $1.93 | 44.3% | 18% |
| 20260810 | $0.80 | $7.80 | 37.1% | 10% |
| 20260807 | — | — | 40.0% | 13% |
| 20260806 | $15.00 | $2.10 | 36.0% | 9% |
| 20260805 | $0.65 | $0.65 | 38.4% | 11% |
| 20260804 | $0.57 | $0.57 | 48.1% | 22% |
| 20260803 | $0.57 | $0.57 | — | — |
| 20260731 | $0.62 | $0.62 | 64.0% | 40% |
| 20260730 | $0.95 | $0.95 | — | — |
| 20260729 | $0.93 | $0.93 | 47.3% | 21% |
| 20260728 | $0.95 | $0.95 | 51.1% | 26% |
| 20260727 | $8.12 | $8.12 | — | — |
| 20260724 | $1.12 | $1.12 | — | — |
| 20260723 | $1.20 | $1.20 | — | — |
| 20260722 | $0.95 | $0.95 | 55.6% | 31% |
| 20260721 | $0.95 | $0.95 | 53.4% | 28% |
| 20260720 | $1.07 | $1.07 | 51.0% | 25% |
| 20260716 | $8.10 | $0.38 | — | — |
More on AMZD
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.