EVAV · Expected Move
Direxion Daily Electric and Autonomous Vehicles Bull 2X Shares · ETF
The expected move for EVAV 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).
EVAV straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current EVAV Expected Move
30-Day Straddle
$3.30
7-Day Straddle
$3.30
Avg IV
81.9%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to EVAV'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.
EVAV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20251023 | $3.30 | $3.30 | 81.9% | 14% |
| 20251022 | $3.50 | $3.50 | 100.4% | 28% |
| 20251021 | $3.40 | $3.40 | 74.0% | 8% |
| 20251020 | $3.45 | $3.45 | 77.8% | 10% |
| 20251017 | $3.80 | $2.33 | 68.9% | 4% |
| 20251016 | $4.00 | $2.73 | 72.8% | 7% |
| 20251015 | $4.05 | $2.90 | 64.7% | 0% |
| 20251014 | $2.75 | $1.90 | 66.1% | 2% |
| 20251013 | $4.00 | $3.03 | 65.0% | 1% |
| 20251010 | $2.70 | $2.80 | 68.0% | 3% |
| 20251009 | $4.15 | $3.20 | 68.1% | 3% |
| 20251008 | $4.40 | $3.55 | 65.7% | 1% |
| 20251007 | $4.25 | $3.45 | 64.2% | 0% |
| 20251006 | $4.45 | $3.65 | 64.6% | 0% |
| 20251003 | $3.45 | $3.45 | 174.3% | 84% |
| 20251002 | $3.35 | $3.35 | 194.2% | 100% |
| 20251001 | $3.73 | $3.73 | 177.4% | 89% |
| 20250930 | $3.42 | $3.42 | 183.1% | 94% |
| 20250929 | $3.55 | $3.55 | 148.5% | 65% |
| 20250926 | $3.80 | $3.80 | 138.0% | 56% |
| 20250925 | $4.05 | $4.05 | 140.4% | 58% |
| 20250924 | $3.72 | $3.72 | 125.0% | 46% |
| 20250923 | $3.58 | $3.58 | 116.2% | 38% |
| 20250922 | $3.85 | $3.85 | 123.1% | 44% |
| 20250919 | $4.10 | $3.45 | 124.9% | 46% |
| 20250918 | $3.98 | $2.67 | 131.0% | 51% |
| 20250917 | $3.85 | $2.52 | 118.0% | 40% |
| 20250916 | $3.85 | $2.35 | 104.0% | 28% |
| 20250915 | $3.62 | $2.25 | 103.8% | 28% |
| 20250912 | $4.10 | $2.47 | 109.0% | 32% |
| 20250911 | $3.85 | $2.47 | 87.3% | 14% |
| 20250910 | $3.72 | $2.58 | 104.1% | 28% |
| 20250909 | $3.90 | $2.58 | 95.8% | 21% |
| 20250908 | $3.67 | $2.45 | 89.3% | 16% |
| 20250905 | $3.62 | $2.50 | 84.7% | 12% |
| 20250904 | $3.80 | $2.55 | 84.6% | 12% |
| 20250903 | $2.75 | $2.75 | 94.7% | 21% |
| 20250902 | $3.02 | $3.02 | 93.2% | 19% |
| 20250829 | $3.00 | $3.00 | 80.4% | 9% |
| 20250828 | $2.95 | $2.95 | 80.0% | 8% |
| 20250827 | $3.12 | $3.12 | 86.1% | 13% |
| 20250826 | $3.22 | $3.22 | 79.1% | 8% |
| 20250825 | $3.25 | $3.25 | 82.6% | 11% |
| 20250822 | $3.35 | $3.35 | 76.1% | 5% |
| 20250821 | $3.52 | $3.52 | 78.0% | 7% |
| 20250820 | $3.35 | $3.35 | 74.3% | 4% |
| 20250819 | $3.35 | $3.35 | 75.0% | 4% |
| 20250818 | $3.35 | $3.35 | 73.0% | 3% |
| 20250815 | $3.55 | $1.68 | 72.7% | 2% |
| 20250814 | $3.45 | $1.88 | 70.7% | 1% |
| 20250813 | $3.62 | $1.95 | 69.9% | 0% |
| 20250812 | $3.58 | $2.02 | 73.2% | 2% |
| 20250811 | $3.73 | $2.27 | 72.4% | 1% |
| 20250808 | $3.60 | $2.30 | 73.1% | 1% |
| 20250807 | $3.65 | $2.35 | 74.1% | 2% |
| 20250806 | $3.65 | $2.42 | 76.8% | 4% |
| 20250805 | $3.80 | $2.38 | 74.6% | 2% |
| 20250804 | $3.75 | $2.47 | 74.5% | 2% |
| 20250801 | $2.58 | $2.58 | 112.3% | 27% |
| 20250731 | $2.70 | $2.70 | 114.3% | 28% |
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.