EDZ · Expected Move
Direxion Daily MSCI Emerging Markets Bear 3X ETF · ETF
The expected move for EDZ 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).
EDZ 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 EDZ Expected Move
30-Day Straddle
$3.98
7-Day Straddle
$2.48
30-Day ATM IV
98.8%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to EDZ'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.
EDZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.98 | $2.48 | 98.8% | 46% |
| 20261106 | $5.00 | $3.15 | 95.3% | 42% |
| 20261105 | $5.60 | $3.90 | 101.0% | 49% |
| 20261104 | $2.60 | $2.60 | 80.8% | 24% |
| 20261103 | $3.08 | $3.08 | — | — |
| 20261102 | $3.25 | $3.25 | 81.8% | 25% |
| 20261030 | $3.05 | $3.05 | 77.8% | 20% |
| 20261029 | $2.83 | $2.83 | 78.8% | 22% |
| 20261028 | $2.62 | $2.62 | — | — |
| 20261027 | $3.28 | $3.28 | 72.1% | 13% |
| 20261026 | $2.92 | $2.92 | 77.2% | 20% |
| 20261023 | $3.28 | $3.28 | 82.4% | 26% |
| 20261022 | $3.20 | $3.20 | 80.1% | 23% |
| 20261021 | $2.80 | $2.80 | — | — |
| 20261020 | $3.02 | $3.02 | 76.8% | 19% |
| 20261019 | $2.95 | $2.95 | 73.9% | 16% |
| 20261016 | $3.08 | $0.72 | 73.4% | 15% |
| 20261015 | $2.77 | $0.75 | 68.8% | 9% |
| 20261014 | $2.58 | $0.95 | — | — |
| 20261013 | $2.58 | $1.55 | 66.5% | 7% |
| 20261012 | $2.58 | $1.07 | 66.1% | 6% |
| 20261009 | $2.55 | $1.02 | 66.9% | 7% |
| 20261008 | $2.80 | $1.12 | 65.8% | 6% |
| 20261007 | $2.60 | $1.25 | 68.3% | 9% |
| 20261006 | $2.70 | $1.48 | 68.2% | 9% |
| 20261005 | $2.55 | $1.27 | 68.5% | 9% |
| 20261002 | $1.48 | $1.48 | 76.8% | 19% |
| 20261001 | $1.75 | $1.75 | 71.3% | 12% |
| 20260930 | $1.65 | $1.65 | 69.8% | 11% |
| 20260929 | $1.70 | $1.70 | 69.9% | 11% |
| 20260928 | $1.90 | $1.90 | 73.9% | 16% |
| 20260925 | $1.67 | $1.67 | 66.4% | 6% |
| 20260924 | $1.95 | $1.95 | 71.3% | 12% |
| 20260923 | $2.02 | $2.02 | 72.6% | 14% |
| 20260922 | $1.92 | $1.92 | 73.5% | 15% |
| 20260921 | $1.98 | $1.98 | 72.4% | 14% |
| 20260918 | $2.50 | $0.72 | 73.5% | 15% |
| 20260917 | $2.42 | $0.80 | 72.3% | 14% |
| 20260916 | $2.40 | $1.12 | 70.9% | 12% |
| 20260915 | $2.55 | $1.25 | 75.4% | 18% |
| 20260914 | $2.75 | $1.25 | 75.2% | 17% |
| 20260911 | $2.55 | $1.10 | 73.8% | 16% |
| 20260910 | $2.58 | $1.52 | 62.7% | 2% |
| 20260909 | $2.42 | $1.30 | 66.1% | 6% |
| 20260908 | $2.23 | $1.45 | 71.3% | 12% |
| 20260904 | $2.08 | $1.43 | 63.6% | 3% |
| 20260903 | $2.58 | $1.45 | 61.2% | 0% |
| 20260902 | $1.88 | $1.88 | 68.0% | 4% |
| 20260901 | $1.77 | $1.77 | 66.2% | 2% |
| 20260831 | $1.78 | $1.78 | 72.9% | 10% |
| 20260828 | $1.98 | $1.98 | 64.9% | 0% |
| 20260827 | $1.97 | $1.97 | 73.7% | 10% |
| 20260826 | $2.25 | $2.25 | 71.1% | 6% |
| 20260825 | $2.02 | $2.02 | 68.5% | 3% |
| 20260824 | $2.17 | $2.17 | 78.4% | 16% |
| 20260821 | $2.42 | $0.57 | 72.0% | 7% |
| 20260820 | $2.58 | $0.88 | 77.2% | 14% |
| 20260819 | $3.02 | $1.52 | 82.4% | 21% |
| 20260818 | $2.88 | $1.75 | 82.4% | 21% |
| 20260817 | $3.25 | $1.40 | 88.9% | 30% |
More on EDZ
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.