EDC · Expected Move

Direxion Daily MSCI Emerging Markets Bull 3X ETF · ETF

The expected move for EDC 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).

EDC 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 EDC Expected Move
30-Day Straddle
$10.15
7-Day Straddle
$10.15
30-Day ATM IV
75.3%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to EDC'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.
EDC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $10.15 $10.15 75.3% 32%
20261021 $10.40 $10.40 70.0% 23%
20261020 $10.50 $10.50 71.2% 25%
20261019 $11.25 $11.25 72.2% 27%
20261016 $11.15 $2.25 71.8% 26%
20261015 $10.70 $2.75 64.1% 14%
20261014 $11.50 $3.28 66.9% 18%
20261013 $11.95 $4.35 63.6% 13%
20261012 $12.55 $4.35 65.6% 16%
20261009 $13.30 $4.72 64.2% 14%
20261008 $13.60 $5.70 67.5% 19%
20261007 $14.10 $6.33 65.4% 16%
20261006 $14.75 $6.60 64.3% 14%
20261005 $15.60 $8.35 67.6% 20%
20261002 $8.00 $8.00 66.4% 17%
20261001 $8.45 $8.45 68.3% 21%
20260930 $8.85 $8.85 69.4% 22%
20260929 $8.30 $8.30 65.2% 16%
20260928 $8.80 $8.80 67.3% 19%
20260925 $9.60 $9.60 64.8% 15%
20260924 $10.25 $10.25 67.6% 20%
20260923 $9.90 $9.90 65.2% 16%
20260922 $11.65 $11.65 67.5% 19%
20260921 $11.15 $11.15 65.3% 16%
20260918 $10.65 $1.68 62.6% 11%
20260917 $11.30 $3.35 65.4% 16%
20260916 $11.75 $3.77 69.8% 23%
20260915 $11.85 $3.80 69.3% 22%
20260914 $12.55 $5.08 71.2% 25%
20260911 $12.25 $5.15 60.4% 7%
20260910 $12.85 $6.08 66.4% 17%
20260909 $12.85 $5.75 60.1% 7%
20260908 $13.10 $5.95 59.6% 6%
20260904 $13.40 $7.32 57.9% 3%
20260903 $12.60 $7.05 55.8% 0%
20260902 $7.70 $7.70 58.3% 1%
20260901 $7.85 $7.85 58.0% 0%
20260831 $8.75 $8.75 65.1% 4%
20260828 $9.15 $9.15 62.7% 0%
20260827 $10.10 $10.10 64.6% 0%
20260826 $10.55 $10.55 67.3% 1%
20260825 $10.50 $10.50 66.9% 0%
20260824 $10.65 $10.65 68.0% 1%
20260821 $11.70 $1.60 67.4% 0%
20260820 $12.25 $2.95 70.4% 6%
20260819 $12.15 $3.83 70.2% 6%
20260818 $12.60 $5.00 73.8% 13%
20260817 $13.65 $5.50 72.0% 9%
20260814 $13.70 $6.67 71.4% 8%
20260813 $15.55 $7.22 78.9% 23%
20260812 $14.95 $8.05 76.5% 19%
20260811 $14.90 $8.85 79.0% 24%
20260810 $16.05 $9.65 84.4% 35%
20260807 — — 79.3% 24%
20260806 $18.20 $11.60 91.4% 49%
20260805 $11.85 $11.85 93.2% 53%
20260804 $12.70 $12.70 92.1% 50%
20260803 $12.50 $12.50 95.6% 58%
20260731 $12.60 $12.60 93.3% 53%
20260730 $12.65 $12.65 92.2% 51%

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.