DX · Expected Move
Dynex Capital, Inc.
The expected move for DX 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).
DX 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 DX Expected Move
30-Day Straddle
$1.17
7-Day Straddle
$2.20
30-Day ATM IV
36.5%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to DX'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.
DX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.17 | $2.20 | 36.5% | 45% |
| 20261015 | $1.20 | $1.17 | 32.8% | 38% |
| 20261014 | $1.07 | $0.88 | 34.1% | 40% |
| 20261013 | $1.12 | $3.32 | — | — |
| 20261012 | $0.95 | $2.23 | — | — |
| 20261009 | $0.88 | $0.73 | 37.9% | 48% |
| 20261008 | $0.93 | $0.60 | 42.6% | 58% |
| 20261007 | $0.82 | $0.70 | 26.9% | 25% |
| 20261006 | $1.15 | $3.38 | 32.1% | 36% |
| 20261005 | $1.00 | $0.97 | 36.5% | 45% |
| 20261002 | $1.22 | $1.22 | 40.9% | 55% |
| 20261001 | $1.17 | $1.17 | 32.4% | 37% |
| 20260930 | $3.67 | $3.67 | 44.6% | 63% |
| 20260929 | $1.05 | $1.05 | 32.3% | 36% |
| 20260928 | $1.30 | $1.30 | 33.1% | 38% |
| 20260925 | $1.20 | $1.20 | 31.9% | 36% |
| 20260924 | $1.17 | $1.17 | 46.4% | 67% |
| 20260923 | $0.85 | $0.85 | — | — |
| 20260922 | $0.50 | $0.50 | 29.3% | 30% |
| 20260921 | $0.55 | $0.55 | 25.2% | 21% |
| 20260918 | $0.62 | $2.23 | 23.4% | 17% |
| 20260917 | $0.53 | $0.22 | 15.4% | 0% |
| 20260916 | $0.65 | $0.42 | 18.0% | 5% |
| 20260915 | $0.57 | $0.47 | 15.7% | 0% |
| 20260914 | $0.50 | $0.25 | 15.5% | 0% |
| 20260911 | $0.50 | $0.30 | 15.7% | 0% |
| 20260910 | $0.55 | $0.30 | 17.9% | 4% |
| 20260909 | $0.55 | $0.45 | 16.8% | 2% |
| 20260908 | $0.62 | $0.50 | 21.9% | 13% |
| 20260904 | $0.70 | $0.55 | 20.4% | 9% |
| 20260903 | $0.55 | $0.50 | 18.5% | 5% |
| 20260902 | $0.53 | $0.53 | 22.7% | 14% |
| 20260901 | $0.42 | $0.42 | 17.8% | 4% |
| 20260831 | $0.57 | $0.57 | 20.0% | 8% |
| 20260828 | $0.57 | $0.57 | 25.2% | 20% |
| 20260827 | $0.57 | $0.57 | 25.9% | 21% |
| 20260826 | $0.57 | $0.57 | 25.5% | 20% |
| 20260825 | $0.65 | $0.65 | 20.7% | 10% |
| 20260824 | $0.80 | $0.80 | 26.5% | 23% |
| 20260821 | $0.68 | $0.55 | 27.8% | 25% |
| 20260820 | $0.83 | $0.80 | 28.1% | 26% |
| 20260819 | $0.82 | $2.73 | 45.3% | 64% |
| 20260818 | $0.78 | $2.92 | 43.8% | 60% |
| 20260817 | $0.70 | $0.60 | 21.6% | 12% |
| 20260814 | $0.80 | $0.60 | 27.8% | 25% |
| 20260813 | $0.72 | $0.50 | 39.6% | 51% |
| 20260812 | $0.72 | $0.50 | 45.9% | 65% |
| 20260811 | $0.73 | $0.33 | 49.5% | 73% |
| 20260810 | $0.68 | $0.45 | 22.8% | 15% |
| 20260806 | $0.90 | $0.62 | 61.9% | 100% |
| 20260805 | $0.47 | $0.47 | 25.9% | 22% |
| 20260804 | $0.47 | $0.47 | 24.5% | 19% |
| 20260803 | $0.38 | $0.38 | 21.6% | 12% |
| 20260731 | $0.57 | $0.57 | 24.8% | 20% |
| 20260730 | $0.62 | $0.62 | 29.0% | 29% |
| 20260729 | $0.65 | $0.65 | 32.7% | 38% |
| 20260728 | $0.65 | $0.65 | 32.0% | 36% |
| 20260727 | $0.57 | $0.57 | 23.9% | 18% |
| 20260724 | $0.50 | $0.50 | 20.6% | 10% |
| 20260723 | $0.55 | $0.55 | 21.4% | 12% |
More on DX
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.