DRIP · Expected Move
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF · ETF
The expected move for DRIP 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).
DRIP 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 DRIP Expected Move
30-Day Straddle
$4.20
7-Day Straddle
$4.20
Avg IV
94.9%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to DRIP'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.
DRIP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $4.20 | $4.20 | 94.9% | 6% |
| 20261001 | $4.18 | $4.18 | 89.4% | 5% |
| 20260930 | $4.30 | $4.30 | 82.5% | 4% |
| 20260929 | $4.68 | $4.68 | 79.9% | 3% |
| 20260928 | $4.78 | $4.78 | 81.9% | 4% |
| 20260925 | $4.62 | $4.62 | 76.9% | 3% |
| 20260924 | $4.85 | $4.85 | 76.9% | 3% |
| 20260923 | $4.35 | $4.35 | 76.3% | 3% |
| 20260922 | $4.62 | $4.62 | 76.3% | 3% |
| 20260921 | $4.85 | $4.85 | 80.8% | 3% |
| 20260918 | $5.08 | $0.98 | 80.1% | 3% |
| 20260917 | $4.72 | $1.35 | 72.3% | 2% |
| 20260916 | $4.38 | $1.95 | 77.0% | 3% |
| 20260915 | $5.00 | $2.83 | 78.0% | 3% |
| 20260914 | $5.62 | $2.30 | 80.7% | 3% |
| 20260911 | $5.35 | $2.67 | 74.6% | 2% |
| 20260910 | $6.15 | $2.75 | 75.4% | 2% |
| 20260909 | $5.45 | $2.50 | 71.6% | 2% |
| 20260908 | $4.95 | $2.83 | 71.4% | 2% |
| 20260904 | $5.47 | $3.08 | 66.5% | 1% |
| 20260903 | $5.57 | $2.97 | 68.8% | 1% |
| 20260902 | $3.25 | $3.25 | 4.2% | 62% |
| 20260901 | $2.98 | $2.98 | 3.8% | 56% |
| 20260831 | $4.03 | $4.03 | 3.3% | 47% |
| 20260828 | $3.65 | $3.65 | 283.0% | 39% |
| 20260827 | $3.85 | $3.85 | 298.4% | 41% |
| 20260826 | $3.93 | $3.93 | 276.7% | 38% |
| 20260825 | $4.85 | $4.85 | 266.8% | 36% |
| 20260824 | $4.35 | $4.35 | 270.0% | 36% |
| 20260821 | $4.95 | $1.25 | 260.0% | 35% |
| 20260820 | $5.40 | $1.05 | 257.6% | 34% |
| 20260819 | $5.45 | $1.58 | 248.3% | 33% |
| 20260818 | $5.22 | $1.73 | 252.7% | 33% |
| 20260817 | $5.22 | $2.33 | 258.8% | 35% |
| 20260814 | $5.78 | $2.05 | 223.7% | 28% |
| 20260813 | $7.00 | $4.03 | 236.7% | 31% |
| 20260812 | $6.45 | $3.27 | 228.7% | 29% |
| 20260811 | $6.95 | $3.62 | 225.3% | 29% |
| 20260810 | $7.10 | $4.45 | 288.1% | 40% |
| 20260806 | $8.10 | $5.12 | 253.3% | 34% |
| 20260805 | $5.60 | $5.60 | 219.8% | 28% |
| 20260804 | $4.55 | $4.55 | 187.5% | 22% |
| 20260803 | $4.78 | $4.78 | 181.4% | 21% |
| 20260731 | $4.50 | $4.50 | 179.5% | 21% |
| 20260730 | $5.05 | $5.05 | 178.0% | 20% |
| 20260729 | $6.32 | $6.32 | 163.4% | 18% |
| 20260728 | $6.53 | $6.53 | 165.8% | 18% |
| 20260727 | $6.12 | $6.12 | 151.8% | 16% |
| 20260724 | $6.47 | $6.47 | 203.7% | 25% |
| 20260723 | $6.85 | $6.85 | 207.6% | 26% |
| 20260722 | $6.90 | $6.90 | 201.5% | 24% |
| 20260721 | $7.12 | $7.12 | 183.1% | 21% |
| 20260720 | $6.90 | $6.90 | 178.9% | 21% |
| 20260716 | $6.80 | $4.72 | 186.6% | 22% |
| 20260715 | $12.90 | $11.85 | 6.3% | 100% |
| 20260714 | $0.80 | $0.45 | 102.0% | 18% |
| 20260713 | $0.97 | $0.57 | 121.1% | 27% |
| 20260710 | $0.78 | $0.55 | 98.6% | 17% |
| 20260709 | $0.78 | $0.45 | 94.5% | 15% |
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.