LLYX · Expected Move
Defiance Daily Target 2x Long LLY ETF · ETF
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).
LLYX 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 LLYX Expected Move
30-Day Straddle
$3.25
7-Day Straddle
$3.25
30-Day ATM IV
76.1%
IV Rank
48%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260302 | $3.25 | $3.25 | 76.1% | 48% |
| 20260227 | $3.42 | $3.42 | 73.2% | 40% |
| 20260226 | $3.08 | $3.08 | 71.2% | 33% |
| 20260225 | $3.33 | $3.33 | — | — |
| 20260224 | $3.45 | $3.45 | 72.8% | 38% |
| 20260223 | $3.40 | $3.40 | 70.2% | 45% |
| 20260221 | $3.35 | $3.35 | — | — |
| 20260220 | $3.35 | $0.68 | 67.5% | 38% |
| 20260219 | $3.33 | $0.72 | 67.4% | 38% |
| 20260218 | $3.50 | $1.25 | 70.1% | 44% |
| 20260217 | $3.80 | $1.18 | — | — |
| 20260213 | $4.03 | $1.77 | 71.4% | 48% |
| 20260212 | $4.20 | $1.95 | 73.5% | 53% |
| 20260211 | $3.62 | $1.80 | 66.0% | 35% |
| 20260210 | $4.03 | $2.08 | — | — |
| 20260209 | $4.08 | $2.10 | 68.3% | 40% |
| 20260206 | $4.20 | $2.58 | 69.1% | 42% |
| 20260205 | $4.45 | $2.90 | 76.3% | 59% |
| 20260204 | $3.25 | $3.25 | 72.5% | 50% |
| 20260203 | $4.05 | $4.05 | 93.3% | 100% |
| 20260202 | $4.15 | $4.15 | 83.9% | 95% |
| 20260130 | $3.90 | $3.90 | 82.1% | 90% |
| 20260129 | $3.77 | $3.77 | 82.0% | 89% |
| 20260128 | $3.75 | $3.75 | 78.1% | 78% |
| 20260127 | $4.33 | $4.33 | 78.4% | 79% |
| 20260126 | $4.38 | $4.38 | 80.2% | 84% |
| 20260123 | $4.58 | $4.58 | 80.6% | 85% |
| 20260122 | $4.05 | $4.05 | 70.8% | 56% |
| 20260121 | $4.78 | $4.78 | 82.7% | 91% |
| 20260120 | $4.65 | $4.65 | 83.0% | 92% |
| 20260116 | $4.38 | $0.58 | 73.0% | 64% |
| 20260115 | $4.32 | $0.65 | 75.0% | 69% |
| 20260114 | $5.20 | $1.08 | 81.4% | 88% |
| 20260113 | $5.22 | $1.43 | 80.2% | 84% |
| 20260112 | $5.38 | $1.68 | 80.2% | 84% |
| 20260109 | $4.97 | $1.83 | 73.9% | 66% |
| 20260108 | $5.30 | $2.48 | 75.8% | 72% |
| 20260107 | $5.60 | $2.38 | 75.6% | 71% |
| 20260106 | $5.30 | $2.27 | 74.0% | 67% |
| 20260105 | $4.38 | $2.10 | 67.1% | 47% |
| 20260102 | $2.45 | $2.45 | 66.9% | 46% |
| 20251231 | $2.20 | $2.20 | 63.9% | 38% |
| 20251230 | $2.58 | $2.58 | 67.0% | 47% |
| 20251229 | $2.90 | $2.90 | 65.6% | 43% |
| 20251226 | $2.72 | $2.72 | 72.2% | 62% |
| 20251224 | $3.03 | $3.03 | 70.5% | 57% |
| 20251223 | $3.00 | $3.00 | 71.7% | 60% |
| 20251222 | $3.85 | $3.85 | 70.8% | 58% |
| 20251219 | $3.50 | $0.68 | 61.0% | 30% |
| 20251218 | $3.33 | $0.95 | 61.0% | 30% |
| 20251217 | $3.80 | $8.53 | 69.5% | 54% |
| 20251216 | $3.90 | $1.35 | 67.9% | 49% |
| 20251215 | $3.95 | $1.42 | 64.7% | 40% |
| 20251212 | $4.12 | $1.65 | 68.8% | 52% |
| 20251211 | $3.30 | $2.00 | 61.1% | 25% |
| 20251210 | $3.38 | $2.00 | 62.3% | 28% |
| 20251209 | $3.45 | $2.00 | 61.0% | 25% |
| 20251208 | $3.77 | $2.00 | 62.9% | 30% |
| 20251205 | $3.85 | $2.23 | 60.0% | 23% |
| 20251204 | $4.35 | $2.45 | 64.3% | 33% |
More on LLYX
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.