DRNZ · Expected Move

REX Drone ETF · ETF

The expected move for DRNZ 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).

DRNZ straddle price & implied vol

60 sessions

Bars: 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 DRNZ Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$0.62
30-Day ATM IV
44.7%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to DRNZ'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.
DRNZ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $2.20 $0.62 44.7% 4%
20261008 $2.33 $0.97 50.4% 18%
20261007 $2.40 $1.15 46.6% 9%
20261006 $2.60 $1.17 52.4% 23%
20261005 $2.38 $1.65 46.3% 8%
20261002 $1.60 $1.60 48.1% 13%
20261001 $1.30 $1.30 48.3% 13%
20260930 $1.35 $1.35 45.1% 5%
20260929 $1.67 $1.67 51.2% 21%
20260928 $1.50 $1.50 48.6% 14%
20260925 $2.33 $2.33 48.7% 14%
20260924 $1.92 $1.92 46.4% 9%
20260923 $1.90 $1.90 43.7% 2%
20260922 $1.98 $1.98 46.7% 9%
20260921 $1.90 $1.90 45.2% 8%
20260918 $2.17 $0.78 46.3% 10%
20260917 $2.30 $0.60 48.8% 16%
20260916 $2.12 $0.97 46.3% 10%
20260915 $2.25 $1.05 47.4% 13%
20260914 $2.40 $1.35 47.1% 12%
20260911 $2.52 $1.15 47.8% 14%
20260910 $2.72 $1.50 51.2% 22%
20260909 $3.10 $1.45 54.6% 31%
20260908 $2.67 $1.60 49.4% 18%
20260904 $2.78 $1.52 48.6% 16%
20260903 $3.17 $1.60 53.3% 27%
20260902 $1.75 $1.75 49.0% 17%
20260901 $2.02 $2.02 48.1% 15%
20260831 $1.77 $1.77 45.7% 9%
20260828 $2.25 $2.25 48.6% 16%
20260827 $2.20 $2.20 48.9% 17%
20260826 $2.40 $2.40 51.9% 24%
20260825 $2.20 $2.20 52.4% 25%
20260824 $2.15 $2.15 47.0% 12%
20260821 $2.27 $1.55 48.8% 16%
20260820 $2.30 $0.80 46.8% 12%
20260819 $2.53 $0.82 48.5% 16%
20260818 $2.45 $1.23 45.0% 7%
20260817 $2.58 $1.17 45.2% 8%
20260814 $2.55 $1.15 43.2% 3%
20260813 $2.77 $1.42 46.5% 11%
20260812 $3.05 $1.45 49.6% 18%
20260811 $3.12 $1.18 49.7% 19%
20260810 $3.25 $1.60 49.9% 19%
20260807 — — 60.5% 45%
20260806 $3.05 $1.85 49.2% 17%
20260805 $2.27 $2.27 56.9% 36%
20260804 $1.85 $1.85 55.2% 32%
20260803 $2.45 $2.45 62.3% 49%
20260731 $2.00 $2.00 49.6% 18%
20260730 $2.10 $2.10 49.1% 17%
20260729 $2.75 $2.75 50.3% 20%
20260728 $1.95 $1.95 53.5% 28%
20260727 $2.55 $2.55 54.7% 31%
20260724 $2.17 $2.17 48.0% 15%
20260723 $2.73 $2.73 53.2% 27%
20260722 $2.08 $2.08 49.1% 17%
20260721 $2.90 $2.90 58.2% 39%
20260720 $2.62 $2.62 55.4% 33%
20260716 $2.55 $0.80 52.1% 25%

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.