EURL · Expected Move
Direxion Daily FTSE Europe Bull 3x ETF · ETF
The expected move for EURL 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).
EURL 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 EURL Expected Move
30-Day Straddle
$5.88
7-Day Straddle
$5.88
30-Day ATM IV
60.7%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to EURL'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.
EURL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.88 | $5.88 | 60.7% | 100% |
| 20261021 | $2.48 | $2.48 | 50.5% | 74% |
| 20261020 | $0.00 | $0.00 | 52.3% | 83% |
| 20261019 | $0.00 | $0.00 | 46.3% | 53% |
| 20261016 | $5.55 | $3.65 | 50.1% | 72% |
| 20261015 | $4.95 | $2.60 | 45.8% | 35% |
| 20261014 | $4.95 | $3.97 | 47.0% | 39% |
| 20261013 | $5.70 | $4.08 | 54.2% | 65% |
| 20261012 | $4.70 | $4.17 | 45.3% | 33% |
| 20261009 | $5.75 | $4.28 | 55.7% | 70% |
| 20261008 | $5.08 | $4.25 | 52.7% | 59% |
| 20261007 | $4.35 | $4.35 | 49.2% | 47% |
| 20261006 | $5.60 | $3.55 | 51.2% | 54% |
| 20261005 | $5.50 | $4.55 | 53.8% | 63% |
| 20261002 | $4.70 | $4.70 | 54.9% | 67% |
| 20261001 | $3.95 | $3.95 | 55.6% | 70% |
| 20260930 | $3.80 | $3.80 | 48.2% | 43% |
| 20260929 | $3.75 | $3.75 | 45.6% | 34% |
| 20260928 | $3.90 | $3.90 | 43.9% | 28% |
| 20260925 | $3.90 | $3.90 | 43.0% | 25% |
| 20260924 | $3.90 | $3.90 | 44.0% | 28% |
| 20260923 | $4.00 | $4.00 | 43.2% | 26% |
| 20260922 | $3.95 | $3.95 | 40.8% | 17% |
| 20260921 | $4.45 | $4.45 | 46.1% | 36% |
| 20260918 | $4.30 | $2.60 | 43.4% | 27% |
| 20260917 | $4.25 | $2.88 | 41.3% | 19% |
| 20260916 | $4.45 | $3.02 | 43.4% | 26% |
| 20260915 | $4.28 | $3.45 | 44.8% | 32% |
| 20260914 | $4.25 | $3.20 | 39.5% | 13% |
| 20260911 | $4.65 | $2.85 | 40.9% | 18% |
| 20260910 | $4.97 | $3.70 | 44.3% | 30% |
| 20260909 | $4.90 | $3.60 | 42.3% | 22% |
| 20260908 | $5.03 | $3.65 | 40.8% | 17% |
| 20260904 | $5.05 | $2.42 | 36.5% | 2% |
| 20260903 | $5.03 | $2.33 | 35.9% | 0% |
| 20260902 | $4.00 | $4.00 | 41.4% | 17% |
| 20260901 | $3.85 | $3.85 | 41.2% | 16% |
| 20260831 | $3.20 | $3.20 | 37.4% | 2% |
| 20260828 | $4.05 | $4.05 | 37.6% | 2% |
| 20260827 | $4.25 | $4.25 | 40.7% | 14% |
| 20260826 | $4.30 | $4.30 | 40.2% | 12% |
| 20260825 | $3.77 | $3.77 | 36.9% | 0% |
| 20260824 | $4.55 | $4.55 | 40.9% | 12% |
| 20260821 | $4.60 | $3.65 | 39.6% | 7% |
| 20260820 | $4.60 | $2.77 | 39.4% | 6% |
| 20260819 | $4.70 | $3.05 | 40.3% | 9% |
| 20260818 | $4.45 | $3.27 | 38.4% | 2% |
| 20260817 | $4.70 | $3.17 | 39.3% | 6% |
| 20260814 | $4.92 | $3.38 | 38.9% | 3% |
| 20260813 | $4.80 | $3.47 | 38.3% | 1% |
| 20260812 | $5.07 | $3.67 | 40.3% | 6% |
| 20260811 | $5.22 | $3.20 | 40.6% | 7% |
| 20260810 | $5.53 | $3.30 | 41.7% | 9% |
| 20260807 | — | — | 37.8% | 0% |
| 20260806 | $5.42 | $4.15 | 41.3% | 3% |
| 20260805 | $4.15 | $4.15 | 41.1% | 3% |
| 20260804 | $4.00 | $4.00 | 41.5% | 3% |
| 20260803 | $4.15 | $4.15 | 42.9% | 6% |
| 20260731 | $4.28 | $4.28 | 43.5% | 7% |
| 20260730 | $4.33 | $4.33 | 39.9% | 0% |
More on EURL
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.