COM · Expected Move
Direxion Auspice Broad Commodity Strategy ETF · ETF
The expected move for COM 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).
COM 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 COM Expected Move
30-Day Straddle
$1.35
7-Day Straddle
$1.35
30-Day ATM IV
16.7%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to COM'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.
COM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.35 | $1.35 | 16.7% | 16% |
| 20261020 | $1.10 | $1.10 | 15.9% | 11% |
| 20261019 | $1.60 | $1.60 | 14.4% | 3% |
| 20261016 | $1.48 | $0.75 | 17.3% | 19% |
| 20261015 | $1.15 | $0.78 | 15.5% | 9% |
| 20261014 | $1.35 | $0.55 | 16.4% | 14% |
| 20261013 | $2.12 | $2.00 | 15.7% | 11% |
| 20261012 | $1.55 | $1.88 | 17.5% | 20% |
| 20261009 | $2.40 | $0.78 | 25.2% | 63% |
| 20261008 | $1.55 | $1.38 | 26.9% | 73% |
| 20261007 | $1.52 | $1.05 | 18.8% | 28% |
| 20261006 | $2.15 | $1.35 | 23.3% | 53% |
| 20261005 | $1.57 | $1.80 | 18.5% | 26% |
| 20261002 | $0.88 | $0.88 | 17.0% | 17% |
| 20261001 | $1.05 | $1.05 | 20.2% | 35% |
| 20260930 | $2.20 | $2.20 | 17.3% | 19% |
| 20260929 | $1.62 | $1.62 | 19.7% | 32% |
| 20260928 | $1.20 | $1.20 | 18.9% | 28% |
| 20260925 | $2.15 | $2.15 | 22.2% | 47% |
| 20260924 | $2.50 | $2.50 | 26.2% | 69% |
| 20260923 | $2.05 | $2.05 | 29.4% | 87% |
| 20260922 | $1.95 | $1.95 | 21.8% | 44% |
| 20260921 | $2.78 | $2.78 | 20.2% | 35% |
| 20260918 | $3.00 | $1.30 | 20.4% | 37% |
| 20260917 | $2.58 | $1.38 | 18.6% | 27% |
| 20260916 | $2.90 | $2.40 | 19.6% | 32% |
| 20260915 | $2.83 | $1.38 | 20.6% | 38% |
| 20260914 | $1.75 | $8.22 | 21.0% | 40% |
| 20260911 | $2.12 | $1.05 | 22.8% | 50% |
| 20260910 | $2.27 | $1.30 | 21.9% | 45% |
| 20260909 | $2.83 | $1.08 | 23.5% | 54% |
| 20260908 | $1.93 | $1.88 | 23.4% | 53% |
| 20260904 | $2.75 | $3.45 | 27.1% | 74% |
| 20260903 | $2.85 | $1.83 | 21.5% | 43% |
| 20260902 | $1.70 | $1.70 | 23.3% | 53% |
| 20260901 | $1.25 | $1.25 | 19.8% | 33% |
| 20260831 | $1.40 | $1.40 | 25.0% | 62% |
| 20260828 | $1.52 | $1.52 | 18.1% | 24% |
| 20260827 | $2.58 | $2.58 | 23.3% | 53% |
| 20260826 | $1.48 | $1.48 | 18.7% | 27% |
| 20260825 | $1.45 | $1.45 | 16.8% | 16% |
| 20260824 | $1.10 | $1.10 | 18.3% | 25% |
| 20260821 | $2.25 | $0.75 | — | — |
| 20260820 | $1.88 | $0.53 | 19.1% | 29% |
| 20260819 | $2.75 | $2.00 | 19.3% | 30% |
| 20260818 | $11.00 | $1.82 | 18.0% | 23% |
| 20260817 | $2.00 | $1.38 | 18.3% | 25% |
| 20260814 | $1.93 | $1.88 | 15.2% | 8% |
| 20260813 | $1.45 | $1.75 | 22.4% | 48% |
| 20260812 | $1.95 | $15.00 | 23.1% | 52% |
| 20260811 | $1.45 | $0.75 | 20.8% | 39% |
| 20260810 | $1.98 | $1.75 | 24.2% | 58% |
| 20260807 | — | — | 15.1% | 7% |
| 20260806 | $2.17 | $0.80 | 21.9% | 45% |
| 20260805 | $7.95 | $7.95 | 14.6% | 4% |
| 20260804 | $1.35 | $1.35 | 16.6% | 15% |
| 20260803 | $1.85 | $1.85 | 22.6% | 49% |
| 20260731 | $0.90 | $0.90 | 15.4% | 8% |
| 20260730 | $1.38 | $1.38 | 17.8% | 22% |
| 20260729 | $1.85 | $1.85 | 14.7% | 5% |
More on COM
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.