FAS · Expected Move
Direxion Daily Financial Bull 3x ETF · ETF
The expected move for FAS 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).
FAS 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 FAS Expected Move
30-Day Straddle
$20.85
7-Day Straddle
$8.55
30-Day ATM IV
50.6%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to FAS'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.
FAS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $20.85 | $8.55 | 50.6% | 55% |
| 20261106 | $22.05 | $12.75 | 59.1% | 92% |
| 20261105 | $23.50 | $14.65 | 60.8% | 100% |
| 20261104 | $20.65 | $12.60 | 47.4% | 66% |
| 20261103 | $20.40 | $14.10 | 52.2% | 100% |
| 20261102 | $21.15 | $9.65 | 51.9% | 100% |
| 20261030 | $18.00 | $9.90 | 49.4% | 83% |
| 20261029 | $17.30 | $10.00 | 46.1% | 59% |
| 20261028 | $17.40 | $10.80 | 47.2% | 67% |
| 20261027 | $16.25 | $10.95 | 44.5% | 47% |
| 20261026 | $18.75 | $7.50 | 49.5% | 84% |
| 20261023 | $17.45 | $9.80 | 49.2% | 82% |
| 20261022 | $17.85 | $10.15 | 48.1% | 73% |
| 20261021 | $17.20 | $9.60 | 47.0% | 65% |
| 20261020 | $17.50 | $10.40 | 48.0% | 73% |
| 20261019 | $16.85 | $6.28 | 47.5% | 69% |
| 20261016 | $16.80 | $8.03 | 47.7% | 71% |
| 20261015 | $16.90 | $8.40 | 47.9% | 72% |
| 20261014 | $16.60 | $9.85 | 48.9% | 79% |
| 20261013 | $16.85 | $9.85 | 48.4% | 76% |
| 20261012 | $18.50 | $8.18 | 50.9% | 94% |
| 20261009 | $16.90 | $9.05 | 50.6% | 92% |
| 20261008 | $16.90 | $9.25 | 51.4% | 97% |
| 20261007 | $15.80 | $10.05 | 50.0% | 87% |
| 20261006 | $16.45 | $9.85 | 48.9% | 80% |
| 20261005 | $16.80 | $5.47 | 49.5% | 84% |
| 20261002 | $15.45 | $7.55 | 50.4% | 90% |
| 20261001 | $16.25 | $8.05 | 51.7% | 100% |
| 20260930 | $15.75 | $8.70 | 49.6% | 89% |
| 20260929 | $17.45 | $9.65 | 50.9% | 99% |
| 20260928 | $17.20 | $6.35 | 50.0% | 92% |
| 20260925 | $15.50 | $7.62 | 46.8% | 68% |
| 20260924 | $16.10 | $7.42 | 48.4% | 79% |
| 20260923 | $16.95 | $9.32 | 49.3% | 80% |
| 20260922 | $15.70 | $9.45 | 44.3% | 40% |
| 20260921 | $16.75 | $5.83 | 43.5% | 35% |
| 20260918 | $15.05 | $7.05 | 42.5% | 28% |
| 20260917 | $17.10 | $8.60 | 46.1% | 51% |
| 20260916 | $17.00 | $11.10 | 47.2% | 58% |
| 20260915 | $19.15 | $11.20 | 48.5% | 67% |
| 20260914 | $19.10 | $7.45 | 46.5% | 54% |
| 20260911 | $16.95 | $7.60 | 44.7% | 42% |
| 20260910 | $17.90 | $9.75 | 47.4% | 59% |
| 20260909 | $18.25 | $10.30 | 46.7% | 55% |
| 20260908 | $19.00 | $10.65 | 46.7% | 53% |
| 20260904 | $17.20 | $7.53 | 43.3% | 32% |
| 20260903 | $17.60 | $9.00 | 42.9% | 30% |
| 20260902 | $17.50 | $8.78 | 43.1% | 29% |
| 20260901 | $17.95 | $9.55 | 44.3% | 36% |
| 20260831 | $18.25 | $7.33 | 43.4% | 31% |
| 20260828 | $16.15 | $7.82 | 41.1% | 17% |
| 20260827 | $17.05 | $9.35 | 42.4% | 25% |
| 20260826 | $17.60 | $9.95 | 41.6% | 20% |
| 20260825 | $18.30 | $10.30 | 42.8% | 26% |
| 20260824 | $18.65 | $7.25 | 43.1% | 29% |
| 20260821 | $15.85 | $7.62 | 41.0% | 17% |
| 20260820 | $16.15 | $8.38 | 41.8% | 21% |
| 20260819 | $16.00 | $8.45 | 39.5% | 7% |
| 20260818 | $17.30 | $9.70 | 40.8% | 14% |
| 20260817 | $16.80 | $5.80 | 39.5% | 7% |
More on FAS
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.