DFEN · Expected Move
Direxion Daily Aerospace & Defense Bull 3X ETF · ETF
The expected move for DFEN 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).
DFEN 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 DFEN Expected Move
30-Day Straddle
$9.35
7-Day Straddle
$1.85
30-Day ATM IV
79.5%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to DFEN'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.
DFEN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $9.35 | $1.85 | 79.5% | 74% |
| 20261015 | $8.35 | $1.68 | 69.1% | 31% |
| 20261014 | $8.00 | $2.00 | 71.1% | 39% |
| 20261013 | $8.30 | $2.40 | 71.8% | 42% |
| 20261012 | $8.45 | $3.20 | 71.3% | 40% |
| 20261009 | $8.15 | $3.10 | 65.6% | 16% |
| 20261008 | $8.25 | $3.42 | 67.0% | 22% |
| 20261007 | $8.35 | $3.38 | 65.9% | 18% |
| 20261006 | $8.65 | $4.22 | 64.8% | 13% |
| 20261005 | $8.75 | $4.35 | 66.2% | 19% |
| 20261002 | $4.80 | $4.80 | 66.1% | 18% |
| 20261001 | $5.25 | $5.25 | 63.2% | 7% |
| 20260930 | $5.30 | $5.30 | 61.6% | 0% |
| 20260929 | $5.67 | $5.67 | 65.8% | 0% |
| 20260928 | $5.85 | $5.85 | 66.7% | 0% |
| 20260925 | $6.73 | $6.73 | 68.6% | 9% |
| 20260924 | $7.15 | $7.15 | 70.8% | 21% |
| 20260923 | $7.85 | $7.85 | 71.4% | 24% |
| 20260922 | $7.65 | $7.65 | 74.0% | 38% |
| 20260921 | $8.00 | $8.00 | 70.9% | 22% |
| 20260918 | $7.93 | $1.83 | 68.8% | 10% |
| 20260917 | $8.65 | $2.98 | 72.6% | 31% |
| 20260916 | $9.25 | $3.48 | 74.2% | 39% |
| 20260915 | $9.10 | $3.95 | 71.9% | 27% |
| 20260914 | $9.65 | $3.95 | 74.4% | 40% |
| 20260911 | $10.15 | $4.85 | 72.9% | 32% |
| 20260910 | $9.75 | $4.97 | 70.7% | 20% |
| 20260909 | $10.50 | $5.28 | 74.7% | 42% |
| 20260908 | $11.10 | $6.05 | 72.9% | 32% |
| 20260904 | $11.50 | $7.33 | 69.4% | 14% |
| 20260903 | $11.60 | $7.55 | 70.2% | 18% |
| 20260902 | $7.05 | $7.05 | 70.8% | 21% |
| 20260901 | $7.20 | $7.20 | 70.8% | 21% |
| 20260831 | $7.83 | $7.83 | 70.9% | 22% |
| 20260828 | $8.90 | $8.90 | 69.6% | 15% |
| 20260827 | $9.15 | $9.15 | 71.5% | 25% |
| 20260826 | $9.80 | $9.80 | 70.5% | 20% |
| 20260825 | $10.30 | $10.30 | 73.8% | 37% |
| 20260824 | $9.90 | $9.90 | 70.0% | 17% |
| 20260821 | $11.70 | $1.73 | 73.8% | 37% |
| 20260820 | $10.70 | $3.43 | 68.4% | 9% |
| 20260819 | $12.90 | $3.78 | 69.8% | 16% |
| 20260818 | $13.45 | $5.80 | 66.8% | 0% |
| 20260817 | $14.85 | $5.67 | 70.9% | 21% |
| 20260814 | $15.30 | $5.97 | 68.0% | 5% |
| 20260813 | $14.25 | $6.70 | 67.5% | 3% |
| 20260812 | $15.65 | $7.97 | 71.4% | 23% |
| 20260811 | $15.30 | $7.72 | 69.2% | 12% |
| 20260810 | $16.30 | $9.40 | 73.9% | 31% |
| 20260807 | — | — | 71.0% | 18% |
| 20260806 | $18.25 | $11.25 | 75.2% | 36% |
| 20260805 | $11.00 | $11.00 | 74.0% | 31% |
| 20260804 | $12.05 | $12.05 | 77.5% | 46% |
| 20260803 | $10.80 | $10.80 | 74.9% | 35% |
| 20260731 | $10.55 | $10.55 | 74.0% | 31% |
| 20260730 | $11.00 | $11.00 | 77.6% | 47% |
| 20260729 | $12.50 | $12.50 | 74.7% | 34% |
| 20260728 | $11.95 | $11.95 | 73.4% | 28% |
| 20260727 | $11.85 | $11.85 | 71.9% | 22% |
| 20260724 | $11.15 | $11.15 | 68.3% | 6% |
More on DFEN
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.