CWEB · Expected Move

Direxion Daily CSI China Internet Index Bull 2X ETF · ETF

The expected move for CWEB 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).

CWEB 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 CWEB Expected Move
30-Day Straddle
$1.52
7-Day Straddle
$1.52
Avg IV
182.5%
IV Rank
81%
Implied one-standard-deviation move through the next 30 days. Compare to CWEB'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.
CWEB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $1.52 $1.52 182.5% 81%
20261001 $1.52 $1.52 163.7% 68%
20260930 $1.65 $1.65 155.0% 62%
20260929 $1.77 $1.77 146.1% 56%
20260928 $1.80 $1.80 139.9% 52%
20260925 $1.85 $1.85 128.0% 43%
20260924 $1.85 $1.85 129.6% 45%
20260923 $2.02 $2.02 128.5% 44%
20260922 $2.30 $2.30 114.1% 34%
20260921 $2.60 $2.60 132.7% 47%
20260918 $2.35 $0.50 120.4% 38%
20260917 $2.02 $0.68 119.8% 38%
20260916 $2.55 $0.70 117.7% 36%
20260915 $2.42 $0.73 110.4% 31%
20260914 $2.47 $1.02 113.3% 33%
20260911 $2.50 $1.25 82.8% 13%
20260910 $2.62 $1.25 101.6% 26%
20260909 $2.83 $1.38 103.4% 27%
20260908 $2.95 $1.60 95.6% 21%
20260904 $3.10 $1.70 90.5% 18%
20260903 $2.90 $1.45 99.9% 24%
20260902 $1.80 $1.80 89.8% 17%
20260901 $1.85 $1.85 88.0% 16%
20260831 $1.95 $1.95 96.1% 22%
20260828 $2.15 $2.15 82.6% 13%
20260827 $2.25 $2.25 76.9% 9%
20260826 $2.27 $2.27 84.1% 14%
20260825 $2.73 $2.73 77.1% 9%
20260824 $2.62 $2.62 79.9% 11%
20260821 $2.80 $0.50 78.0% 10%
20260820 $2.70 $0.62 68.6% 3%
20260819 $2.65 $1.08 67.3% 2%
20260818 $2.92 $1.12 69.0% 3%
20260817 $3.15 $1.35 73.0% 6%
20260814 $3.20 $1.18 64.1% 0%
20260813 $3.32 $2.02 73.8% 6%
20260812 $3.30 $1.67 65.3% 0%
20260811 $3.52 $1.88 76.5% 7%
20260810 $3.92 $2.12 68.5% 1%
20260806 $4.03 $2.50 69.7% 2%
20260805 $2.25 $2.25 129.4% 44%
20260804 $2.75 $2.75 100.9% 24%
20260803 $2.75 $2.75 95.1% 20%
20260731 $2.90 $2.90 94.4% 19%
20260730 $3.22 $3.22 90.6% 17%
20260729 $2.58 $2.58 93.4% 19%
20260728 $3.10 $3.10 88.2% 15%
20260727 $3.82 $3.82 87.8% 15%
20260724 $3.15 $3.15 85.4% 13%
20260723 $3.17 $3.17 92.5% 18%
20260722 $3.30 $3.30 88.2% 15%
20260721 $3.70 $3.70 94.4% 19%
20260720 $3.85 $3.85 87.1% 14%
20260716 $3.85 $1.30 84.8% 13%
20260715 $3.70 $1.62 79.0% 9%
20260714 $3.70 $1.32 86.3% 14%
20260713 $3.92 $1.27 81.7% 11%
20260710 $4.35 $1.52 87.7% 15%
20260709 $4.00 $1.73 82.9% 11%

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.