BRZU · Expected Move
Direxion Daily MSCI Brazil Bull 2X ETF · ETF
The expected move for BRZU 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).
BRZU straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current BRZU Expected Move
30-Day Straddle
$17.95
7-Day Straddle
$17.95
Avg IV
110.1%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to BRZU'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.
BRZU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $17.95 | $17.95 | 110.1% | 100% |
| 20261001 | $16.65 | $16.65 | 106.5% | 100% |
| 20260930 | $17.55 | $17.55 | 106.6% | 100% |
| 20260929 | $16.50 | $16.50 | 102.5% | 99% |
| 20260928 | $16.60 | $16.60 | 103.1% | 100% |
| 20260925 | $17.45 | $17.45 | 95.0% | 89% |
| 20260924 | $18.00 | $18.00 | 93.9% | 86% |
| 20260923 | $19.10 | $19.10 | 96.0% | 91% |
| 20260922 | $19.45 | $19.45 | 88.6% | 74% |
| 20260921 | $18.80 | $18.80 | 88.4% | 74% |
| 20260918 | $19.50 | $2.62 | 85.8% | 67% |
| 20260917 | $20.40 | $3.85 | 86.9% | 70% |
| 20260916 | $19.85 | $5.22 | 87.2% | 71% |
| 20260915 | $20.35 | $6.35 | 89.0% | 75% |
| 20260914 | $19.90 | $6.70 | 85.9% | 68% |
| 20260911 | $20.30 | $7.90 | 80.9% | 56% |
| 20260910 | $22.00 | $8.38 | 86.5% | 69% |
| 20260909 | $20.85 | $8.97 | 81.8% | 58% |
| 20260908 | $22.20 | $9.65 | 85.5% | 67% |
| 20260904 | $21.10 | $9.60 | 80.9% | 56% |
| 20260903 | $21.40 | $9.82 | 77.5% | 48% |
| 20260902 | $11.55 | $11.55 | 85.5% | 67% |
| 20260901 | $10.75 | $10.75 | 84.0% | 63% |
| 20260831 | $9.85 | $9.85 | 80.7% | 55% |
| 20260828 | $9.75 | $9.75 | 78.0% | 49% |
| 20260827 | $10.05 | $10.05 | 76.9% | 47% |
| 20260826 | $10.55 | $10.55 | 75.6% | 43% |
| 20260825 | $11.25 | $11.25 | 77.1% | 47% |
| 20260824 | $10.50 | $10.50 | 72.5% | 36% |
| 20260821 | $11.15 | $2.17 | 69.9% | 30% |
| 20260820 | $9.85 | $3.00 | 71.6% | 34% |
| 20260819 | $10.50 | $3.72 | 66.0% | 21% |
| 20260818 | $9.70 | $5.08 | 68.3% | 26% |
| 20260817 | $9.90 | $4.97 | 67.7% | 25% |
| 20260814 | $9.95 | $5.28 | 67.0% | 23% |
| 20260813 | $11.05 | $5.15 | 69.5% | 29% |
| 20260812 | $11.90 | $5.62 | 65.7% | 20% |
| 20260811 | $11.00 | $6.30 | 70.3% | 31% |
| 20260810 | $12.35 | $6.90 | 66.3% | 22% |
| 20260806 | $14.75 | $8.70 | 64.9% | 18% |
| 20260805 | $8.25 | $8.25 | 65.7% | 20% |
| 20260804 | $8.77 | $8.77 | 62.8% | 13% |
| 20260803 | $9.25 | $9.25 | 64.2% | 17% |
| 20260731 | $9.55 | $9.55 | 58.6% | 4% |
| 20260730 | $10.07 | $10.07 | 61.2% | 10% |
| 20260729 | $10.90 | $10.90 | 66.1% | 21% |
| 20260728 | $11.00 | $11.00 | 65.5% | 20% |
| 20260727 | $11.00 | $11.00 | 63.6% | 15% |
| 20260724 | $11.85 | $11.85 | 65.4% | 20% |
| 20260723 | $12.10 | $12.10 | 62.9% | 14% |
| 20260722 | $12.40 | $12.40 | 60.8% | 9% |
| 20260721 | $11.95 | $11.95 | 57.9% | 2% |
| 20260720 | $12.40 | $12.40 | 59.0% | 5% |
| 20260716 | $12.75 | $3.42 | 59.2% | 5% |
| 20260715 | $12.65 | $3.82 | 58.1% | 3% |
| 20260714 | $13.45 | $4.53 | 58.2% | 3% |
| 20260713 | $14.05 | $6.00 | 64.4% | 17% |
| 20260710 | $14.80 | $6.00 | 59.1% | 5% |
| 20260709 | $13.45 | $6.17 | 58.9% | 4% |
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.