FAZ · Expected Move
Direxion Daily Financial Bear 3x ETF · ETF
The expected move for FAZ 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).
FAZ 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 FAZ Expected Move
30-Day Straddle
$3.10
7-Day Straddle
$3.10
Avg IV
85.5%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to FAZ'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.
FAZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $3.10 | $3.10 | 85.5% | 75% |
| 20261001 | $3.17 | $3.17 | 83.3% | 70% |
| 20260930 | $2.95 | $2.95 | 83.6% | 71% |
| 20260929 | $3.33 | $3.33 | 73.4% | 51% |
| 20260928 | $3.27 | $3.27 | 81.9% | 68% |
| 20260925 | $2.90 | $2.90 | 72.9% | 50% |
| 20260924 | $3.60 | $3.60 | 71.8% | 48% |
| 20260923 | $3.65 | $3.65 | 77.8% | 60% |
| 20260922 | $3.62 | $3.62 | 76.3% | 57% |
| 20260921 | $3.20 | $3.20 | 82.7% | 69% |
| 20260918 | $3.33 | $0.28 | 69.1% | 43% |
| 20260917 | $4.00 | $0.85 | 77.1% | 58% |
| 20260916 | $4.22 | $1.58 | 71.2% | 47% |
| 20260915 | $3.62 | $1.55 | 72.1% | 49% |
| 20260914 | $3.88 | $1.62 | 78.5% | 61% |
| 20260911 | $3.88 | $1.73 | 79.1% | 62% |
| 20260910 | $4.25 | $1.85 | 81.7% | 67% |
| 20260909 | $4.60 | $2.27 | 79.2% | 62% |
| 20260908 | $4.78 | $2.00 | 88.7% | 81% |
| 20260904 | $3.88 | $2.05 | 78.1% | 60% |
| 20260903 | $3.62 | $2.15 | 79.5% | 63% |
| 20260902 | $2.23 | $2.23 | 68.9% | 43% |
| 20260901 | $2.70 | $2.70 | 63.3% | 32% |
| 20260831 | $2.33 | $2.33 | 64.5% | 34% |
| 20260828 | $2.33 | $2.33 | 61.4% | 28% |
| 20260827 | $2.62 | $2.62 | 57.4% | 20% |
| 20260826 | $2.55 | $2.55 | 56.0% | 18% |
| 20260825 | $2.75 | $2.75 | 56.8% | 19% |
| 20260824 | $2.72 | $2.72 | 57.2% | 20% |
| 20260821 | $2.80 | $0.23 | 51.9% | 10% |
| 20260820 | $3.35 | $0.80 | 54.8% | 15% |
| 20260819 | $2.92 | $0.80 | 52.8% | 11% |
| 20260818 | $3.05 | $0.95 | 46.9% | 0% |
| 20260817 | $2.97 | $1.27 | 50.1% | 1% |
| 20260814 | $3.17 | $1.23 | 50.0% | 1% |
| 20260813 | $2.58 | $1.40 | 49.7% | 0% |
| 20260812 | $3.30 | $1.50 | 50.4% | 0% |
| 20260811 | $3.38 | $1.80 | 51.9% | 3% |
| 20260810 | $3.55 | $1.97 | 51.1% | 1% |
| 20260806 | $3.60 | $2.38 | 55.3% | 5% |
| 20260805 | $2.30 | $2.30 | 79.0% | 28% |
| 20260804 | $2.20 | $2.20 | 76.2% | 26% |
| 20260803 | $2.38 | $2.38 | 67.5% | 17% |
| 20260731 | $2.23 | $2.23 | 65.4% | 15% |
| 20260730 | $2.97 | $2.97 | 64.0% | 14% |
| 20260729 | $3.65 | $3.65 | 71.4% | 21% |
| 20260728 | $2.83 | $2.83 | 65.5% | 15% |
| 20260727 | $3.08 | $3.08 | 59.5% | 9% |
| 20260724 | $3.25 | $3.25 | 57.3% | 7% |
| 20260723 | $3.47 | $3.47 | 55.2% | 5% |
| 20260722 | $3.48 | $3.48 | 56.5% | 6% |
| 20260721 | $3.27 | $3.27 | 54.4% | 4% |
| 20260720 | $3.93 | $3.93 | 60.9% | 10% |
| 20260716 | $3.78 | $1.65 | 55.2% | 5% |
| 20260715 | $4.22 | $1.73 | 53.6% | 3% |
| 20260714 | $4.42 | $1.30 | 59.8% | 9% |
| 20260713 | $4.65 | $1.85 | 56.0% | 6% |
| 20260710 | $4.38 | $1.60 | 57.1% | 7% |
| 20260709 | $4.30 | $2.53 | 53.5% | 3% |
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.