ELIL · Expected Move

Direxion Shares ETF Trust Direxion Daily LLY Bull 2X ETF · ETF

The expected move for ELIL 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).

ELIL straddle price & implied vol

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current ELIL Expected Move
30-Day Straddle
$2.60
7-Day Straddle
$2.60
Avg IV
86.1%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to ELIL'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.
ELIL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $2.60 $2.60 86.1% 27%
20261001 $2.90 $2.90 77.7% 19%
20260930 $3.08 $3.08 80.6% 22%
20260929 $3.17 $3.17 69.5% 11%
20260928 $3.52 $3.52 67.2% 8%
20260925 $3.55 $3.55 69.6% 11%
20260924 $3.70 $3.70 70.7% 12%
20260923 $3.58 $3.58 71.7% 13%
20260922 $3.62 $3.62 70.7% 12%
20260921 $3.65 $3.65 69.8% 11%
20260918 $3.95 $3.50 63.4% 4%
20260917 $3.93 $1.00 68.2% 9%
20260916 $3.85 $1.18 67.7% 9%
20260915 $4.12 $1.50 72.8% 14%
20260914 $4.05 $1.45 70.4% 11%
20260911 $3.95 $1.77 60.2% 1%
20260910 $4.20 $2.08 58.9% 0%
20260909 $4.22 $2.20 60.8% 0%
20260908 $4.60 $2.10 70.4% 8%
20260904 $4.50 $2.50 62.4% 0%
20260903 $4.85 $2.78 62.8% 0%
20260902 $3.02 $3.02 108.4% 42%
20260901 $3.08 $3.08 109.8% 44%
20260831 $2.95 $2.95 89.9% 21%
20260828 $3.40 $3.40 90.4% 22%
20260827 $3.70 $3.70 97.0% 29%
20260826 $3.77 $3.77 90.4% 22%
20260825 $4.10 $4.10 103.2% 36%
20260824 $4.38 $4.38 101.4% 34%
20260821 $4.40 $4.25 90.4% 22%
20260820 $4.53 $1.07 93.2% 25%
20260819 $5.20 $1.82 98.4% 31%
20260818 $4.35 $1.55 89.7% 21%
20260817 $4.28 $1.58 82.8% 13%
20260814 $4.20 $1.92 77.9% 8%
20260813 $4.93 $2.30 83.4% 14%
20260812 $5.00 $2.52 80.1% 10%
20260811 $5.05 $2.52 83.7% 14%
20260810 $5.45 $2.72 84.1% 15%
20260806 $5.97 $3.70 81.3% 12%
20260805 $3.55 $3.55 82.5% 13%
20260804 $4.55 $4.55 108.9% 43%
20260803 $4.83 $4.83 104.8% 38%
20260731 $5.15 $5.15 96.9% 29%
20260730 $5.08 $5.08 96.2% 29%
20260729 $5.58 $5.58 97.2% 30%
20260728 $6.15 $6.15 102.6% 36%
20260727 $6.08 $6.08 98.5% 31%
20260724 $6.12 $6.12 94.1% 26%
20260723 $6.10 $6.10 94.2% 26%
20260722 $5.95 $5.95 91.3% 23%
20260721 $5.95 $5.95 92.2% 24%
20260720 $6.12 $6.12 89.5% 21%
20260716 $6.47 $1.43 87.1% 18%
20260715 $6.45 $1.42 88.6% 20%
20260714 $6.45 $2.02 87.9% 19%
20260713 $6.70 $2.12 88.3% 20%
20260710 $6.70 $2.12 85.8% 17%
20260709 $7.17 $2.58 88.5% 20%

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.