DRN · Expected Move
Direxion Daily Real Estate Bull 3X ETF · ETF
The expected move for DRN 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).
DRN 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 DRN Expected Move
30-Day Straddle
$1.52
7-Day Straddle
$1.52
30-Day ATM IV
63.2%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to DRN'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.
DRN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.52 | $1.52 | 63.2% | 56% |
| 20261021 | $1.23 | $1.23 | 74.1% | 81% |
| 20261020 | $1.42 | $1.42 | 62.8% | 55% |
| 20261019 | $1.05 | $1.05 | 60.6% | 50% |
| 20261016 | $1.02 | $0.15 | 46.5% | 18% |
| 20261015 | $1.15 | $0.45 | 52.2% | 31% |
| 20261014 | $1.23 | $1.73 | 54.7% | 36% |
| 20261013 | $1.30 | $0.42 | 55.7% | 39% |
| 20261012 | $1.10 | $0.75 | 46.8% | 18% |
| 20261009 | $1.07 | $0.82 | 53.8% | 34% |
| 20261008 | $1.20 | $0.68 | 49.8% | 25% |
| 20261007 | $1.40 | $0.53 | 61.4% | 52% |
| 20261006 | $1.12 | $0.60 | 47.8% | 21% |
| 20261005 | $1.23 | $0.65 | 58.4% | 45% |
| 20261002 | $0.68 | $0.68 | 52.0% | 30% |
| 20261001 | $0.72 | $0.72 | 51.0% | 28% |
| 20260930 | $1.05 | $1.05 | 62.0% | 53% |
| 20260929 | $3.17 | $3.17 | 51.8% | 30% |
| 20260928 | $0.68 | $0.68 | 54.7% | 37% |
| 20260925 | $0.82 | $0.82 | 55.6% | 39% |
| 20260924 | $0.82 | $0.82 | 48.6% | 22% |
| 20260923 | $0.82 | $0.82 | 47.6% | 20% |
| 20260922 | $0.88 | $0.88 | 42.8% | 9% |
| 20260921 | $0.75 | $0.75 | 42.8% | 9% |
| 20260918 | $0.82 | $0.65 | 39.1% | 1% |
| 20260917 | $1.25 | $1.00 | 49.1% | 24% |
| 20260916 | $1.25 | $1.00 | — | — |
| 20260915 | $1.20 | $0.85 | — | — |
| 20260914 | $1.07 | $0.80 | 46.4% | 18% |
| 20260911 | $1.10 | $0.82 | 75.0% | 83% |
| 20260910 | $1.02 | $0.85 | 82.5% | 100% |
| 20260909 | $0.95 | $0.65 | 38.8% | 0% |
| 20260908 | $1.07 | $0.62 | 43.4% | 9% |
| 20260904 | $1.10 | $0.60 | 40.7% | 3% |
| 20260903 | $1.18 | $0.68 | 44.3% | 11% |
| 20260902 | $0.70 | $0.70 | 39.9% | 1% |
| 20260901 | $0.78 | $0.78 | 43.6% | 10% |
| 20260831 | $0.93 | $0.93 | 49.5% | 23% |
| 20260828 | $0.90 | $0.90 | 45.8% | 15% |
| 20260827 | $0.78 | $0.78 | 42.6% | 7% |
| 20260826 | $0.95 | $0.95 | 42.9% | 8% |
| 20260825 | $1.00 | $1.00 | 41.4% | 4% |
| 20260824 | $1.18 | $1.18 | 46.2% | 16% |
| 20260821 | $1.12 | $0.25 | 45.2% | 13% |
| 20260820 | $1.07 | $0.60 | 43.2% | 9% |
| 20260819 | $1.15 | $0.95 | 45.8% | 15% |
| 20260818 | $1.08 | $0.50 | 45.7% | 15% |
| 20260817 | $1.20 | $0.65 | 48.5% | 21% |
| 20260814 | $1.55 | $0.72 | 52.2% | 30% |
| 20260813 | $1.50 | $0.65 | 53.9% | 34% |
| 20260812 | $1.35 | $0.90 | — | — |
| 20260811 | $1.25 | $0.88 | 47.0% | 18% |
| 20260810 | $1.17 | $0.80 | 47.8% | 19% |
| 20260807 | — | — | 49.6% | 24% |
| 20260806 | $1.42 | $2.08 | 58.4% | 44% |
| 20260805 | $0.98 | $0.98 | 44.3% | 11% |
| 20260804 | $0.95 | $0.95 | 46.1% | 16% |
| 20260803 | $0.93 | $0.93 | 57.9% | 43% |
| 20260731 | $1.00 | $1.00 | 48.0% | 20% |
| 20260730 | $8.10 | $8.10 | 49.8% | 24% |
More on DRN
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.