PILL · Expected Move
Direxion Daily Pharmaceutical & Medical Bull 3X ETF · ETF
The expected move for PILL 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).
PILL straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current PILL Expected Move
30-Day Straddle
$1.30
7-Day Straddle
$1.30
Avg IV
160.2%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to PILL'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.
PILL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.30 | $1.30 | 160.2% | 61% |
| 20261001 | $2.08 | $2.08 | 161.1% | 62% |
| 20260930 | $1.98 | $1.98 | 136.6% | 45% |
| 20260929 | $2.10 | $2.10 | 116.4% | 32% |
| 20260928 | $2.12 | $2.12 | 119.2% | 34% |
| 20260925 | $1.82 | $1.82 | 105.7% | 24% |
| 20260924 | $1.93 | $1.93 | 114.9% | 31% |
| 20260923 | $2.35 | $2.35 | 107.8% | 26% |
| 20260922 | $2.40 | $2.40 | 90.7% | 14% |
| 20260921 | $2.47 | $2.47 | 104.5% | 24% |
| 20260918 | $2.67 | $1.00 | 94.1% | 17% |
| 20260917 | $3.03 | $1.20 | 86.3% | 11% |
| 20260916 | $2.47 | $1.42 | 89.5% | 13% |
| 20260915 | $2.58 | $1.30 | 88.9% | 13% |
| 20260914 | $2.60 | $1.45 | 80.5% | 7% |
| 20260911 | $2.88 | $1.45 | 79.6% | 7% |
| 20260910 | $3.10 | $1.67 | 80.5% | 7% |
| 20260909 | $2.92 | $1.60 | 83.9% | 10% |
| 20260908 | $3.15 | $1.77 | 77.6% | 5% |
| 20260904 | $2.97 | $1.92 | 72.2% | 2% |
| 20260903 | $3.88 | $1.93 | 74.0% | 3% |
| 20260902 | $1.77 | $1.77 | 140.4% | 42% |
| 20260901 | $2.45 | $2.45 | 133.2% | 38% |
| 20260831 | $2.35 | $2.35 | 122.1% | 31% |
| 20260828 | $2.53 | $2.53 | 182.3% | 67% |
| 20260827 | $2.88 | $2.88 | 154.6% | 50% |
| 20260826 | $2.95 | $2.95 | 121.2% | 30% |
| 20260825 | $3.30 | $3.30 | 123.6% | 32% |
| 20260824 | $3.40 | $3.40 | 119.6% | 30% |
| 20260821 | $3.20 | $0.88 | 113.3% | 26% |
| 20260820 | $3.38 | $1.27 | 141.6% | 43% |
| 20260819 | $3.58 | $1.65 | 116.8% | 28% |
| 20260818 | $3.67 | $1.38 | 107.3% | 22% |
| 20260817 | $3.27 | $2.00 | 105.1% | 21% |
| 20260814 | $2.95 | $1.68 | 100.2% | 18% |
| 20260813 | $3.73 | $1.38 | 138.6% | 41% |
| 20260812 | $3.35 | $1.57 | 116.4% | 28% |
| 20260811 | $4.00 | $1.80 | 127.1% | 34% |
| 20260810 | $4.12 | $2.20 | 115.3% | 27% |
| 20260806 | $4.05 | $2.40 | 92.9% | 14% |
| 20260805 | $2.38 | $2.38 | 177.1% | 63% |
| 20260804 | $2.55 | $2.55 | 107.3% | 22% |
| 20260803 | $2.70 | $2.70 | 104.7% | 21% |
| 20260731 | $2.65 | $2.65 | 94.3% | 15% |
| 20260730 | $2.92 | $2.92 | 93.3% | 14% |
| 20260729 | $2.92 | $2.92 | 114.3% | 26% |
| 20260728 | $2.75 | $2.75 | 96.0% | 16% |
| 20260727 | $3.12 | $3.12 | 125.8% | 33% |
| 20260724 | $3.00 | $3.00 | 104.3% | 21% |
| 20260723 | $2.95 | $2.95 | 102.7% | 20% |
| 20260722 | $3.33 | $3.33 | 114.2% | 26% |
| 20260721 | $2.73 | $2.73 | 85.6% | 9% |
| 20260720 | $3.80 | $3.80 | 124.3% | 32% |
| 20260716 | $3.58 | $0.95 | 100.6% | 18% |
| 20260715 | $3.77 | $1.17 | 100.6% | 18% |
| 20260714 | $3.17 | $1.57 | 89.8% | 12% |
| 20260713 | $3.70 | $1.58 | 83.8% | 8% |
| 20260710 | $3.88 | $2.00 | 84.8% | 9% |
| 20260709 | $3.23 | $1.60 | 71.3% | 1% |
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.