AMZU · Expected Move

Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF · ETF

The expected move for AMZU 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).

AMZU 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 AMZU Expected Move
30-Day Straddle
$6.47
7-Day Straddle
$6.47
30-Day ATM IV
84.2%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to AMZU'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.
AMZU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $6.47 $6.47 84.2% 78%
20261021 $6.90 $6.90 81.4% 70%
20261020 $6.80 $6.80 78.7% 63%
20261019 $6.80 $6.80 77.4% 60%
20261016 $6.50 $0.20 78.2% 62%
20261015 $6.55 $1.02 75.1% 54%
20261014 $6.60 $1.50 74.9% 53%
20261013 $7.20 $1.73 76.9% 59%
20261012 $7.00 $1.85 73.6% 50%
20261009 $7.65 $2.15 73.2% 49%
20261008 $7.10 $2.38 72.2% 46%
20261007 $7.75 $2.60 74.0% 51%
20261006 $7.45 $2.67 72.3% 46%
20261005 $7.10 $2.80 70.4% 41%
20261002 $2.85 $2.85 67.7% 34%
20261001 $3.08 $3.08 68.3% 36%
20260930 $3.38 $3.38 69.4% 39%
20260929 $3.15 $3.15 68.2% 36%
20260928 $3.25 $3.25 66.5% 31%
20260925 $3.65 $3.65 65.2% 28%
20260924 $3.80 $3.80 65.3% 28%
20260923 $3.98 $3.98 64.6% 26%
20260922 $4.25 $4.25 63.6% 24%
20260921 $4.53 $4.53 63.8% 24%
20260918 $4.53 $0.88 57.0% 6%
20260917 $4.53 $0.93 57.9% 9%
20260916 $4.70 $1.68 60.9% 17%
20260915 $4.78 $1.62 60.4% 15%
20260914 $5.12 $2.12 60.2% 15%
20260911 $5.38 $2.25 58.2% 10%
20260910 $5.40 $2.52 61.2% 17%
20260909 $5.55 $2.62 61.7% 19%
20260908 $5.88 $3.08 61.8% 19%
20260904 $6.00 $3.40 59.9% 14%
20260903 $5.90 $3.27 57.3% 7%
20260902 $3.40 $3.40 57.2% 7%
20260901 $3.20 $3.20 55.4% 2%
20260831 $3.60 $3.60 56.7% 6%
20260828 $4.17 $4.17 57.9% 9%
20260827 $3.88 $3.88 55.3% 2%
20260826 $4.12 $4.12 56.3% 4%
20260825 $4.40 $4.40 57.9% 9%
20260824 $4.67 $4.67 58.2% 10%
20260821 $4.65 $1.48 55.8% 3%
20260820 $4.78 $1.10 56.5% 5%
20260819 $5.20 $1.52 56.7% 6%
20260818 $4.93 $1.77 56.9% 6%
20260817 $4.90 $1.90 54.7% 0%
20260814 $5.30 $2.15 54.6% 0%
20260813 $5.80 $2.67 58.1% 7%
20260812 $5.75 $2.88 55.5% 0%
20260811 $6.17 $3.15 57.4% 4%
20260810 $6.70 $3.62 59.9% 10%
20260807 — — 59.1% 8%
20260806 $7.45 $4.28 63.9% 22%
20260805 $4.08 $4.08 62.6% 18%
20260804 $4.85 $4.85 66.8% 29%
20260803 $5.25 $5.25 63.6% 21%
20260731 $4.82 $4.82 61.2% 14%
20260730 $6.40 $6.40 92.8% 100%

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.