MSFU · Expected Move

Direxion Shares ETF Trust Direxion Daily MSFT Bull 2X ETF · ETF

The expected move for MSFU 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).

MSFU straddle price & implied vol

60 sessions

Bars: 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 MSFU Expected Move
30-Day Straddle
$6.03
7-Day Straddle
$6.03
30-Day ATM IV
65.1%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to MSFU'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.
MSFU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $6.03 $6.03 65.1% 41%
20261021 $6.17 $6.17 64.5% 40%
20261020 $6.15 $6.15 63.5% 38%
20261019 $6.10 $6.10 61.4% 33%
20261016 $6.43 $0.75 62.4% 35%
20261015 $6.70 $0.85 61.8% 34%
20261014 $6.53 $1.85 59.8% 30%
20261013 $6.55 $1.77 58.4% 27%
20261012 $6.65 $1.98 58.2% 26%
20261009 $6.90 $2.05 58.6% 27%
20261008 $6.72 $2.38 59.4% 29%
20261007 $7.00 $2.52 59.1% 28%
20261006 $6.90 $2.75 57.9% 26%
20261005 $7.05 $3.00 59.4% 29%
20261002 $2.98 $2.98 57.8% 26%
20261001 $3.15 $3.15 58.4% 27%
20260930 $3.50 $3.50 58.9% 28%
20260929 $3.52 $3.52 59.9% 30%
20260928 $3.62 $3.62 58.5% 27%
20260925 $3.75 $3.75 55.9% 22%
20260924 $3.40 $3.40 53.7% 17%
20260923 $3.83 $3.83 54.4% 18%
20260922 $3.80 $3.80 53.7% 17%
20260921 $3.92 $3.92 53.6% 17%
20260918 $3.73 $1.10 45.7% 0%
20260917 $4.10 $0.93 47.0% 0%
20260916 $4.22 $1.30 50.5% 7%
20260915 $4.35 $1.67 49.8% 5%
20260914 $4.43 $1.93 48.5% 3%
20260911 $4.33 $1.92 47.3% 0%
20260910 $4.67 $2.15 50.5% 7%
20260909 $4.65 $2.42 50.5% 7%
20260908 $4.88 $2.65 51.7% 9%
20260904 $4.90 $2.62 47.4% 0%
20260903 $5.47 $3.08 48.9% 2%
20260902 $2.95 $2.95 48.0% 0%
20260901 $3.08 $3.08 48.4% 1%
20260831 $3.35 $3.35 49.5% 3%
20260828 $3.70 $3.70 48.1% 0%
20260827 $3.85 $3.85 51.6% 6%
20260826 $3.60 $3.60 49.2% 1%
20260825 $3.52 $3.52 49.6% 2%
20260824 $3.88 $3.88 50.9% 5%
20260821 $3.98 $0.30 50.5% 4%
20260820 $4.12 $0.98 51.8% 7%
20260819 $4.15 $1.23 50.5% 4%
20260818 $4.28 $1.50 50.7% 5%
20260817 $4.25 $1.67 51.6% 7%
20260814 $4.47 $1.88 48.7% 0%
20260813 $4.88 $2.25 51.3% 0%
20260812 $4.93 $2.45 52.6% 2%
20260811 $5.22 $2.70 52.6% 11%
20260810 $5.67 $2.95 56.0% 19%
20260807 — — 55.9% 19%
20260806 $6.20 $3.83 59.9% 27%
20260805 $3.60 $3.60 59.3% 26%
20260804 $3.85 $3.85 62.0% 32%
20260803 $3.92 $3.92 59.7% 27%
20260731 $3.85 $3.85 59.7% 27%
20260730 $4.03 $4.03 63.6% 35%

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.