LABD · Expected Move

Direxion Daily S&P Biotech Bear 3X ETF · ETF

The expected move for LABD 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).

LABD straddle price & implied vol

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current LABD Expected Move
30-Day Straddle
$1.65
7-Day Straddle
$0.72
Avg IV
123.8%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to LABD'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.
LABD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260930 $1.65 $0.72 123.8% 12%
20260929 $1.70 $0.97 139.3% 22%
20260928 $1.85 $0.60 161.0% 36%
20260925 $1.60 $0.75 135.0% 19%
20260924 $1.60 $1.02 125.2% 13%
20260923 $2.12 $0.95 146.3% 27%
20260922 $2.27 $0.68 210.8% 69%
20260921 $1.90 $0.53 141.9% 24%
20260918 $1.23 $1.40 142.9% 29%
20260917 $1.43 $0.70 141.6% 28%
20260916 $1.77 $0.97 169.8% 46%
20260915 $1.57 $1.07 164.2% 42%
20260914 $1.77 $0.57 158.1% 39%
20260911 $2.58 $1.02 137.3% 26%
20260910 $2.95 $0.90 128.5% 20%
20260909 $2.17 $0.77 123.4% 17%
20260908 $1.58 $0.82 150.0% 34%
20260904 $2.55 $0.60 149.7% 33%
20260903 $2.38 $0.70 181.8% 53%
20260902 $2.12 $0.65 164.4% 42%
20260901 $2.23 $0.80 151.9% 35%
20260831 $1.97 $0.47 160.5% 40%
20260828 $2.10 $0.60 158.9% 39%
20260827 $1.92 $0.57 160.3% 40%
20260826 $2.38 $0.65 154.6% 36%
20260825 $2.30 $0.70 137.0% 26%
20260824 $1.45 $0.55 151.0% 34%
20260821 $1.23 $0.70 223.4% 79%
20260820 $1.50 $0.80 234.7% 85%
20260819 $1.40 $0.72 258.5% 100%
20260818 $1.43 $0.93 214.7% 100%
20260817 $1.62 $0.57 208.7% 100%
20260814 $1.48 $0.57 133.6% 37%
20260813 $1.38 $0.85 130.0% 34%
20260812 $1.55 $1.00 134.2% 38%
20260811 $1.60 $1.00 125.3% 29%
20260810 $1.65 $0.65 122.2% 26%
20260806 $1.90 $0.98 129.1% 33%
20260805 $2.83 $1.10 141.8% 45%
20260804 $2.92 $1.17 158.8% 61%
20260803 $2.08 $0.80 113.9% 18%
20260731 $1.75 $1.30 131.1% 35%
20260730 $1.92 $0.78 154.7% 57%
20260729 $3.45 $1.02 122.9% 27%
20260728 $2.05 $1.12 119.0% 23%
20260727 $2.45 $0.78 120.2% 24%
20260724 $1.98 $1.07 142.0% 45%
20260723 $1.90 $0.82 123.0% 27%
20260722 $1.65 $1.17 130.5% 34%
20260721 $1.98 $0.82 132.7% 36%
20260720 $1.62 $0.65 146.9% 50%
20260716 $2.17 $0.85 122.5% 26%
20260715 $1.80 $1.07 138.1% 41%
20260714 $2.58 $1.05 133.9% 37%
20260713 $2.58 $0.70 132.7% 36%
20260710 $1.98 $0.90 150.4% 53%
20260709 $1.50 $0.77 136.5% 40%
20260708 $2.33 $0.77 138.6% 42%
20260707 $1.77 $0.90 143.6% 47%

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.