DRV · Expected Move
Direxion Daily Real Estate Bear 3X ETF · ETF
The expected move for DRV 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).
DRV 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 DRV Expected Move
30-Day Straddle
$1.90
7-Day Straddle
$1.90
Avg IV
78.0%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to DRV'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.
DRV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.90 | $1.90 | 78.0% | 29% |
| 20261001 | $2.12 | $2.12 | 85.2% | 39% |
| 20260930 | $2.12 | $2.12 | 77.9% | 29% |
| 20260929 | $2.02 | $2.02 | 97.0% | 56% |
| 20260928 | $2.10 | $2.10 | 90.9% | 47% |
| 20260925 | $1.95 | $1.95 | 77.8% | 29% |
| 20260924 | $2.15 | $2.15 | 69.0% | 17% |
| 20260923 | $2.20 | $2.20 | 71.9% | 21% |
| 20260922 | $1.92 | $1.92 | 68.8% | 16% |
| 20260921 | $1.77 | $1.77 | 82.3% | 35% |
| 20260918 | $2.05 | $0.65 | 65.9% | 12% |
| 20260917 | $2.27 | $0.95 | 64.4% | 10% |
| 20260916 | $2.12 | $0.85 | 78.6% | 30% |
| 20260915 | $2.30 | $0.73 | 79.4% | 31% |
| 20260914 | $2.35 | $1.30 | 63.3% | 9% |
| 20260911 | $2.23 | $1.15 | 63.0% | 8% |
| 20260910 | $2.62 | $1.25 | 62.9% | 8% |
| 20260909 | $2.35 | $1.23 | 62.6% | 8% |
| 20260908 | $2.17 | $1.02 | 56.9% | 0% |
| 20260904 | $2.17 | $1.18 | 57.7% | 0% |
| 20260903 | $2.05 | $1.23 | 70.8% | 15% |
| 20260902 | $1.38 | $1.38 | 90.4% | 44% |
| 20260901 | $1.43 | $1.43 | 88.6% | 41% |
| 20260831 | $1.67 | $1.67 | 89.4% | 42% |
| 20260828 | $1.62 | $1.62 | 86.5% | 38% |
| 20260827 | $1.45 | $1.45 | 87.1% | 39% |
| 20260826 | $1.62 | $1.62 | 86.9% | 38% |
| 20260825 | $1.70 | $1.70 | 77.3% | 24% |
| 20260824 | $1.67 | $1.67 | 81.9% | 31% |
| 20260821 | $1.62 | $0.17 | 71.0% | 15% |
| 20260820 | $1.65 | $0.55 | 74.5% | 20% |
| 20260819 | $1.67 | $0.57 | 84.7% | 35% |
| 20260818 | $2.00 | $0.77 | 80.2% | 29% |
| 20260817 | $1.80 | $0.80 | 71.7% | 16% |
| 20260814 | $2.10 | $0.75 | 74.1% | 20% |
| 20260813 | $1.95 | $1.05 | 79.8% | 28% |
| 20260812 | $2.48 | $1.45 | 77.0% | 24% |
| 20260811 | $2.22 | $1.27 | 68.8% | 12% |
| 20260810 | $2.50 | $1.33 | 74.2% | 20% |
| 20260806 | $2.45 | $1.17 | 74.1% | 20% |
| 20260805 | $1.45 | $1.45 | 117.9% | 84% |
| 20260804 | $1.60 | $1.60 | 121.4% | 89% |
| 20260803 | $1.68 | $1.68 | 105.2% | 65% |
| 20260731 | $1.68 | $1.68 | 115.6% | 80% |
| 20260730 | $1.85 | $1.85 | 126.9% | 97% |
| 20260729 | $1.55 | $1.55 | 110.5% | 73% |
| 20260728 | $1.67 | $1.67 | 129.0% | 100% |
| 20260727 | $1.75 | $1.75 | 116.8% | 88% |
| 20260724 | $1.45 | $1.45 | 107.3% | 73% |
| 20260723 | $2.02 | $2.02 | 95.0% | 54% |
| 20260722 | $2.00 | $2.00 | 105.6% | 71% |
| 20260721 | $2.23 | $2.23 | 99.8% | 62% |
| 20260720 | $2.30 | $2.30 | 100.9% | 63% |
| 20260716 | $1.95 | $0.50 | 92.1% | 50% |
| 20260715 | $2.20 | $0.97 | 89.6% | 46% |
| 20260714 | $2.47 | $1.10 | 93.8% | 52% |
| 20260713 | $2.10 | $1.02 | 81.2% | 32% |
| 20260710 | $2.27 | $0.98 | 79.7% | 30% |
| 20260709 | $2.42 | $0.97 | 79.4% | 30% |
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.