NVDU · Expected Move

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

The expected move for NVDU 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).

NVDU 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 NVDU Expected Move
30-Day Straddle
$23.85
7-Day Straddle
$23.85
30-Day ATM IV
84.2%
IV Rank
83%
Implied one-standard-deviation move through the next 30 days. Compare to NVDU'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.
NVDU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $23.85 $23.85 84.2% 83%
20261021 $23.30 $23.30 75.6% 54%
20261020 $23.15 $23.15 77.3% 60%
20261019 $23.00 $23.00 75.1% 52%
20261016 $24.15 $1.30 77.8% 61%
20261015 $24.50 $5.45 75.5% 53%
20261014 $25.55 $7.55 74.7% 51%
20261013 $26.15 $7.70 70.7% 37%
20261012 $25.35 $8.28 69.0% 31%
20261009 $26.50 $9.15 66.8% 24%
20261008 $28.05 $10.95 69.3% 32%
20261007 $29.05 $11.20 66.2% 22%
20261006 $28.75 $11.20 63.0% 11%
20261005 $29.90 $12.25 64.8% 17%
20261002 $12.90 $12.90 63.5% 13%
20261001 $13.65 $13.65 65.4% 19%
20260930 $14.90 $14.90 68.4% 25%
20260929 $14.95 $14.95 67.0% 21%
20260928 $16.00 $16.00 67.6% 22%
20260925 $15.70 $15.70 64.1% 12%
20260924 $16.55 $16.55 65.1% 15%
20260923 $17.05 $17.05 64.6% 14%
20260922 $18.30 $18.30 64.7% 14%
20260921 $18.50 $18.50 63.3% 10%
20260918 $18.20 $3.67 59.7% 0%
20260917 $18.15 $3.72 60.0% 0%
20260916 $19.05 $6.40 65.0% 9%
20260915 $18.95 $7.07 64.8% 8%
20260914 $19.45 $8.12 65.7% 11%
20260911 $20.45 $8.90 62.0% 0%
20260910 $22.10 $11.00 66.3% 12%
20260909 $24.20 $12.00 68.2% 17%
20260908 $24.75 $13.65 68.0% 17%
20260904 $27.15 $15.00 67.0% 14%
20260903 $26.25 $15.25 65.0% 8%
20260902 $15.50 $15.50 64.4% 6%
20260901 $14.50 $14.50 64.1% 5%
20260831 $14.90 $14.90 62.6% 0%
20260828 $16.65 $16.65 66.1% 4%
20260827 $18.95 $18.95 66.6% 5%
20260826 $21.25 $21.25 81.5% 54%
20260825 $22.55 $22.55 82.3% 57%
20260824 $21.60 $21.60 81.9% 56%
20260821 $23.25 $1.83 79.2% 47%
20260820 $24.25 $3.97 80.3% 51%
20260819 $24.10 $5.92 78.1% 43%
20260818 $24.75 $7.12 77.2% 40%
20260817 $26.15 $8.20 76.6% 38%
20260814 $26.70 $9.45 74.0% 30%
20260813 $27.75 $10.90 75.7% 35%
20260812 $28.00 $12.25 76.2% 37%
20260811 $27.00 $12.20 76.3% 37%
20260810 $28.35 $13.75 78.3% 44%
20260807 — — 76.7% 39%
20260806 $32.55 $18.40 83.2% 60%
20260805 $17.65 $17.65 80.1% 50%
20260804 $17.35 $17.35 82.9% 59%
20260803 $16.65 $16.65 81.8% 56%
20260731 $16.60 $16.60 80.0% 50%
20260730 $16.55 $16.55 81.4% 54%

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.