ERX · Expected Move
Direxion Daily Energy Bull 2X ETF · ETF
The expected move for ERX 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).
ERX 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 ERX Expected Move
30-Day Straddle
$13.90
7-Day Straddle
$8.25
30-Day ATM IV
53.9%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to ERX'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.
ERX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $13.90 | $8.25 | 53.9% | 52% |
| 20261106 | $15.00 | $9.45 | 57.3% | 72% |
| 20261105 | $15.50 | $11.15 | 60.5% | 90% |
| 20261104 | $10.20 | $10.20 | 54.4% | 55% |
| 20261103 | $12.30 | $12.30 | 58.4% | 78% |
| 20261102 | $14.00 | $14.00 | 62.3% | 100% |
| 20261030 | $14.40 | $14.40 | 56.9% | 94% |
| 20261029 | $12.90 | $12.90 | 52.6% | 60% |
| 20261028 | $14.15 | $14.15 | 56.2% | 89% |
| 20261027 | $13.75 | $13.75 | 54.7% | 77% |
| 20261026 | $15.00 | $15.00 | 56.0% | 87% |
| 20261023 | $16.30 | $16.30 | 57.7% | 100% |
| 20261022 | $14.80 | $14.80 | 55.1% | 90% |
| 20261021 | $15.05 | $15.05 | 53.7% | 78% |
| 20261020 | $14.65 | $14.65 | 51.9% | 60% |
| 20261019 | $14.60 | $14.60 | 51.2% | 52% |
| 20261016 | $15.65 | $3.20 | 51.8% | 57% |
| 20261015 | $15.00 | $3.15 | 51.4% | 54% |
| 20261014 | $15.85 | $3.75 | 51.7% | 56% |
| 20261013 | $15.45 | $5.28 | 51.1% | 51% |
| 20261012 | $15.30 | $4.85 | 51.4% | 53% |
| 20261009 | $14.85 | $5.80 | 49.1% | 30% |
| 20261008 | $15.55 | $6.72 | 50.4% | 38% |
| 20261007 | $15.00 | $6.60 | 50.4% | 38% |
| 20261006 | $15.40 | $7.32 | 50.9% | 42% |
| 20261005 | $15.60 | $7.35 | 51.5% | 46% |
| 20261002 | $8.10 | $8.10 | 51.7% | 47% |
| 20261001 | $9.18 | $9.18 | 49.7% | 33% |
| 20260930 | $7.85 | $7.85 | 49.9% | 35% |
| 20260929 | $8.95 | $8.95 | 52.0% | 49% |
| 20260928 | $9.40 | $9.40 | 52.3% | 52% |
| 20260925 | $9.75 | $9.75 | 50.4% | 38% |
| 20260924 | $10.45 | $10.45 | 51.7% | 47% |
| 20260923 | $10.95 | $10.95 | 52.1% | 50% |
| 20260922 | $10.40 | $10.40 | 50.7% | 41% |
| 20260921 | $11.00 | $11.00 | 51.2% | 44% |
| 20260918 | $12.15 | $1.50 | 50.0% | 36% |
| 20260917 | $12.55 | $2.33 | 50.8% | 41% |
| 20260916 | $13.80 | $4.20 | 53.9% | 62% |
| 20260915 | $14.25 | $5.53 | 53.6% | 60% |
| 20260914 | $13.25 | $5.10 | 51.3% | 45% |
| 20260911 | $13.60 | $6.40 | 49.9% | 35% |
| 20260910 | $13.90 | $7.68 | 50.7% | 41% |
| 20260909 | $15.20 | $7.83 | 52.1% | 50% |
| 20260908 | $13.95 | $7.60 | 49.5% | 32% |
| 20260904 | $14.25 | $7.98 | 47.9% | 21% |
| 20260903 | $14.40 | $9.12 | 48.5% | 25% |
| 20260902 | $9.50 | $9.50 | 48.3% | 24% |
| 20260901 | $9.60 | $9.60 | 48.8% | 27% |
| 20260831 | $8.77 | $8.77 | 46.8% | 13% |
| 20260828 | $9.15 | $9.15 | 47.4% | 18% |
| 20260827 | $10.20 | $10.20 | 47.8% | 21% |
| 20260826 | $10.30 | $10.30 | 48.8% | 27% |
| 20260825 | $9.15 | $9.15 | 46.2% | 9% |
| 20260824 | $10.25 | $10.25 | 47.4% | 18% |
| 20260821 | $11.00 | $1.65 | 47.5% | 19% |
| 20260820 | $11.65 | $2.60 | 47.1% | 16% |
| 20260819 | $11.90 | $3.67 | 47.5% | 19% |
| 20260818 | $13.10 | $5.00 | 49.9% | 35% |
| 20260817 | $12.10 | $4.50 | 48.5% | 25% |
More on ERX
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.