ERY · Expected Move
Direxion Daily Energy Bear 2X ETF · ETF
The expected move for ERY 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).
ERY straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current ERY Expected Move
30-Day Straddle
$1.00
7-Day Straddle
$1.00
Avg IV
179.2%
IV Rank
80%
Implied one-standard-deviation move through the next 30 days. Compare to ERY'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.
ERY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261001 | $1.00 | $1.00 | 179.2% | 80% |
| 20260930 | $1.52 | $1.52 | 155.2% | 67% |
| 20260929 | $1.05 | $1.05 | 159.1% | 69% |
| 20260928 | $0.93 | $0.93 | 147.5% | 62% |
| 20260925 | $0.97 | $0.97 | 125.8% | 50% |
| 20260924 | $0.95 | $0.95 | 132.7% | 54% |
| 20260923 | $1.00 | $1.00 | 125.3% | 50% |
| 20260922 | $1.05 | $1.05 | 137.2% | 57% |
| 20260921 | $1.25 | $1.25 | 162.1% | 70% |
| 20260918 | $1.15 | $0.45 | 143.0% | 60% |
| 20260917 | $1.02 | $0.25 | 112.6% | 43% |
| 20260916 | $1.32 | $0.68 | 154.4% | 66% |
| 20260915 | $1.12 | $0.92 | 136.6% | 56% |
| 20260914 | $1.18 | $0.78 | 152.3% | 65% |
| 20260911 | $1.40 | $0.57 | 132.8% | 54% |
| 20260910 | $1.35 | $0.73 | 145.7% | 61% |
| 20260909 | $1.43 | $1.02 | 136.7% | 56% |
| 20260908 | $1.20 | $0.60 | 124.5% | 47% |
| 20260904 | $1.23 | $0.85 | 117.1% | 43% |
| 20260903 | $1.23 | $0.65 | 130.0% | 50% |
| 20260902 | $0.85 | $0.85 | 215.1% | 95% |
| 20260901 | $0.78 | $0.78 | 129.9% | 50% |
| 20260831 | $0.80 | $0.80 | 105.8% | 37% |
| 20260828 | $1.50 | $1.50 | 163.8% | 68% |
| 20260827 | $0.97 | $0.97 | 148.3% | 60% |
| 20260826 | $1.00 | $1.00 | 181.3% | 77% |
| 20260825 | $2.58 | $2.58 | 110.6% | 40% |
| 20260824 | $0.75 | $0.75 | 99.3% | 34% |
| 20260821 | $1.08 | $0.30 | 101.1% | 35% |
| 20260820 | $1.00 | $0.77 | 106.5% | 37% |
| 20260819 | $0.90 | $1.02 | 92.7% | 30% |
| 20260818 | $1.05 | $1.00 | 138.4% | 54% |
| 20260817 | $1.25 | $0.68 | 138.8% | 54% |
| 20260814 | $1.30 | $0.53 | 136.4% | 53% |
| 20260813 | $1.08 | $0.45 | 149.2% | 60% |
| 20260812 | $1.23 | $0.65 | 35.4% | 0% |
| 20260811 | $1.15 | $0.90 | 144.3% | 52% |
| 20260810 | $1.15 | $0.88 | 209.0% | 89% |
| 20260806 | $1.48 | $1.07 | 84.3% | 16% |
| 20260805 | $0.80 | $0.80 | 155.6% | 54% |
| 20260804 | $1.08 | $1.08 | 202.4% | 79% |
| 20260803 | $1.20 | $1.20 | 110.6% | 29% |
| 20260731 | $1.27 | $1.27 | 169.5% | 61% |
| 20260730 | $1.10 | $1.10 | 166.6% | 60% |
| 20260729 | $1.05 | $1.05 | 101.7% | 24% |
| 20260728 | $1.40 | $1.40 | 122.1% | 35% |
| 20260727 | $1.35 | $1.35 | 70.0% | 7% |
| 20260724 | $1.45 | $1.45 | 86.2% | 16% |
| 20260723 | $1.30 | $1.30 | 111.9% | 30% |
| 20260722 | $1.45 | $1.45 | 96.5% | 22% |
| 20260721 | $1.50 | $1.50 | 114.7% | 31% |
| 20260720 | $1.27 | $1.27 | 83.0% | 14% |
| 20260716 | $1.42 | $0.93 | 72.1% | 8% |
| 20260715 | $1.55 | $0.78 | 83.1% | 14% |
| 20260714 | $1.48 | $0.93 | 103.4% | 25% |
| 20260713 | $1.60 | $1.12 | 113.6% | 31% |
| 20260710 | $1.57 | $1.32 | 79.1% | 12% |
| 20260709 | $1.75 | $0.95 | 70.7% | 8% |
| 20260708 | $1.68 | $1.00 | 106.5% | 27% |
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.