LLYX (Defiance Daily Target 2x Long LLY ETF)

Expected Move & Straddle Price History

The expected move for LLYX 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).

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.

Current LLYX Expected Move
30-Day Straddle
$3.25
7-Day Straddle
$3.25
Avg IV
1.5%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to LLYX'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.
LLYX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260302 $3.25 $3.25 1.5% 76%
20260227 $3.42 $3.42 1.3% 58%
20260226 $3.08 $3.08 1.2% 47%
20260225 $3.33 $3.33 1.4% 71%
20260224 $3.45 $3.45 1.4% 69%
20260223 $3.40 $3.40 1.2% 48%
20260221 $3.35 $3.35 1.2% 47%
20260220 $3.35 $0.68 1.1% 45%
20260219 $3.33 $0.72 1.2% 52%
20260218 $3.50 $1.25 1.1% 41%
20260217 $3.80 $1.18 1.2% 51%
20260213 $4.03 $1.77 1.2% 49%
20260212 $4.20 $1.95 1.2% 46%
20260211 $3.62 $1.80 1.2% 51%
20260210 $4.03 $2.08 1.0% 31%
20260209 $4.08 $2.10 1.1% 43%
20260206 $4.20 $2.58 1.0% 33%
20260205 $4.45 $2.90 1.0% 33%
20260204 $3.25 $3.25 1.0% 28%
20260203 $4.05 $4.05 1.1% 46%
20260202 $4.15 $4.15 1.0% 32%
20260130 $3.90 $3.90 0.9% 25%
20260129 $3.77 $3.77 0.9% 26%
20260128 $3.75 $3.75 0.9% 24%
20260127 $4.33 $4.33 0.9% 22%
20260126 $4.38 $4.38 0.9% 18%
20260123 $4.58 $4.58 0.8% 17%
20260122 $4.05 $4.05 0.8% 17%
20260121 $4.78 $4.78 0.8% 26%
20260120 $4.65 $4.65 0.9% 28%
20260116 $4.38 $0.58 0.8% 21%
20260115 $4.32 $0.65 0.8% 25%
20260114 $5.20 $1.08 0.8% 24%
20260113 $5.22 $1.43 0.8% 24%
20260112 $5.38 $1.68 0.8% 26%
20260109 $4.97 $1.83 0.8% 24%
20260108 $5.30 $2.48 0.8% 24%
20260107 $5.60 $2.38 0.8% 23%
20260106 $5.30 $2.27 0.7% 18%
20260105 $4.38 $2.10 0.7% 18%
20260102 $2.45 $2.45 0.9% 32%
20251231 $2.20 $2.20 0.9% 29%
20251230 $2.58 $2.58 0.8% 24%
20251229 $2.90 $2.90 0.9% 33%
20251226 $2.72 $2.72 0.8% 22%
20251224 $3.03 $3.03 0.8% 23%
20251223 $3.00 $3.00 0.7% 12%
20251222 $3.85 $3.85 0.7% 15%
20251219 $3.50 $0.68 0.7% 17%
20251218 $3.33 $0.95 0.8% 20%
20251217 $3.80 $8.53 0.8% 25%
20251216 $3.90 $1.35 0.7% 18%
20251215 $3.95 $1.42 0.8% 20%
20251212 $4.12 $1.65 0.8% 19%
20251211 $3.30 $2.00 0.7% 17%
20251210 $3.38 $2.00 0.8% 21%
20251209 $3.45 $2.00 0.7% 18%
20251208 $3.77 $2.00 0.7% 16%
20251205 $3.85 $2.23 0.7% 13%
20251204 $4.35 $2.45 0.7% 15%