NVDD · Expected Move
Direxion Shares ETF Trust Direxion Daily NVDA Bear 1X ETF · ETF
The expected move for NVDD 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).
NVDD 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 NVDD Expected Move
30-Day Straddle
$3.15
7-Day Straddle
$3.15
30-Day ATM IV
45.5%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to NVDD'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.
NVDD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.15 | $3.15 | 45.5% | 100% |
| 20261021 | $2.73 | $2.73 | 38.4% | 63% |
| 20261020 | $2.67 | $2.67 | 40.1% | 75% |
| 20261019 | $2.73 | $2.73 | 39.7% | 72% |
| 20261016 | $3.23 | $2.27 | 40.7% | 79% |
| 20261015 | $2.83 | $1.43 | 38.2% | 62% |
| 20261014 | $2.95 | $0.90 | 38.3% | 63% |
| 20261013 | $2.75 | $0.80 | 36.3% | 49% |
| 20261012 | $2.65 | $0.85 | 35.3% | 42% |
| 20261009 | $2.75 | $1.08 | 34.4% | 36% |
| 20261008 | $2.55 | $1.20 | 35.7% | 45% |
| 20261007 | $2.60 | $1.35 | 33.1% | 27% |
| 20261006 | $2.45 | $1.32 | 36.8% | 52% |
| 20261005 | $2.58 | $2.53 | 35.7% | 45% |
| 20261002 | $1.27 | $1.27 | 33.5% | 30% |
| 20261001 | $1.40 | $1.40 | 37.4% | 56% |
| 20260930 | $1.45 | $1.45 | 34.1% | 34% |
| 20260929 | $1.60 | $1.60 | 34.4% | 36% |
| 20260928 | $1.65 | $1.65 | 34.8% | 39% |
| 20260925 | $1.67 | $1.67 | 32.8% | 25% |
| 20260924 | $1.75 | $1.75 | 32.6% | 23% |
| 20260923 | $1.85 | $1.85 | 33.2% | 28% |
| 20260922 | $1.75 | $1.75 | 32.2% | 21% |
| 20260921 | $1.95 | $1.95 | 32.7% | 24% |
| 20260918 | $2.00 | $2.35 | 29.2% | 0% |
| 20260917 | $2.20 | $0.70 | 32.0% | 11% |
| 20260916 | $2.35 | $0.77 | 33.0% | 19% |
| 20260915 | $2.35 | $1.05 | 32.3% | 14% |
| 20260914 | $2.58 | $1.18 | — | — |
| 20260911 | $2.50 | $1.10 | 31.5% | 7% |
| 20260910 | $2.65 | $1.27 | 35.2% | 35% |
| 20260909 | $2.60 | $1.35 | 34.4% | 29% |
| 20260908 | $2.65 | $1.55 | 34.3% | 28% |
| 20260904 | $2.65 | $1.52 | 34.0% | 26% |
| 20260903 | $2.75 | $1.55 | 33.8% | 25% |
| 20260902 | $1.77 | $1.77 | 34.5% | 30% |
| 20260901 | $1.75 | $1.75 | 35.0% | 34% |
| 20260831 | $1.50 | $1.50 | 30.5% | 0% |
| 20260828 | $2.00 | $2.00 | 33.2% | 9% |
| 20260827 | $2.02 | $2.02 | 33.6% | 13% |
| 20260826 | $2.65 | $2.65 | 39.9% | 67% |
| 20260825 | $2.65 | $2.65 | 39.8% | 66% |
| 20260824 | $2.78 | $2.78 | 39.7% | 64% |
| 20260821 | $2.75 | $3.25 | 39.1% | 60% |
| 20260820 | $2.77 | $0.75 | 39.7% | 65% |
| 20260819 | $2.70 | $0.72 | 38.3% | 53% |
| 20260818 | $2.80 | $1.88 | 38.7% | 56% |
| 20260817 | $2.67 | $0.85 | 38.0% | 50% |
| 20260814 | $2.80 | $0.98 | 37.7% | 47% |
| 20260813 | $2.90 | $1.10 | 38.4% | 53% |
| 20260812 | $2.88 | $1.27 | 37.6% | 47% |
| 20260811 | $3.05 | $1.48 | 40.9% | 75% |
| 20260810 | $3.23 | $1.60 | 39.3% | 61% |
| 20260807 | — | — | 38.9% | 58% |
| 20260806 | $3.27 | $1.95 | 40.0% | 68% |
| 20260805 | $2.02 | $2.02 | 40.8% | 74% |
| 20260804 | $2.12 | $2.12 | 41.5% | 80% |
| 20260803 | $2.27 | $2.27 | 40.9% | 75% |
| 20260731 | $2.67 | $2.67 | 40.4% | 71% |
| 20260730 | $2.75 | $2.75 | 41.6% | 57% |
More on NVDD
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.