QQQE · Expected Move

Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF · ETF

The expected move for QQQE 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).

QQQE 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 QQQE Expected Move
30-Day Straddle
$5.47
7-Day Straddle
$5.47
30-Day ATM IV
19.6%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to QQQE'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.
QQQE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $5.47 $5.47 19.6% 33%
20261020 $5.42 $5.42 19.7% 34%
20261019 $5.38 $5.38 19.5% 32%
20261016 $6.50 $2.33 22.3% 59%
20261015 $5.90 $1.68 19.9% 35%
20261014 $5.92 $1.98 19.4% 31%
20261013 $5.53 $1.27 16.8% 7%
20261012 $5.65 $1.93 17.9% 17%
20261009 $5.35 $2.27 16.3% 2%
20261008 $6.00 $2.12 17.7% 15%
20261007 $6.22 $3.27 18.5% 23%
20261006 $6.25 $2.72 17.9% 17%
20261005 $6.95 $3.08 19.3% 30%
20261002 $3.47 $3.47 18.2% 19%
20261001 $3.55 $3.55 18.3% 21%
20260930 $3.65 $3.65 18.8% 25%
20260929 $3.58 $3.58 17.1% 10%
20260928 $3.83 $3.83 18.2% 20%
20260925 $3.83 $3.83 17.1% 10%
20260924 $3.70 $3.70 17.3% 11%
20260923 $4.05 $4.05 17.1% 9%
20260922 $3.98 $3.98 16.1% 0%
20260921 $3.92 $3.92 16.7% 0%
20260918 $4.50 $1.75 17.2% 0%
20260917 $4.88 $1.95 18.5% 14%
20260916 $5.00 $2.10 18.8% 17%
20260915 $4.92 $2.28 18.2% 10%
20260914 $5.47 $2.48 19.7% 26%
20260911 $5.65 $2.20 19.0% 19%
20260910 $5.95 $3.35 20.6% 36%
20260909 $5.88 $2.80 19.1% 21%
20260908 $5.70 $3.27 18.8% 17%
20260904 $5.90 $3.40 18.1% 10%
20260903 $6.03 $3.42 18.0% 9%
20260902 $3.55 $3.55 19.2% 21%
20260901 $3.55 $3.55 18.2% 11%
20260831 $4.25 $4.25 17.9% 7%
20260828 $4.70 $4.70 17.8% 7%
20260827 $3.62 $3.62 17.2% 0%
20260826 $4.85 $4.85 18.2% 5%
20260825 $4.78 $4.78 17.8% 2%
20260824 $5.07 $5.07 18.3% 8%
20260821 $5.20 $1.43 18.9% 14%
20260820 $6.42 $1.80 19.6% 23%
20260819 $5.03 $1.50 18.0% 5%
20260818 $5.50 $1.67 19.6% 22%
20260817 $5.33 $2.25 17.8% 2%
20260814 $5.45 $2.45 18.1% 6%
20260813 $5.60 $2.17 17.8% 3%
20260812 $5.95 $3.10 19.0% 15%
20260811 $6.80 $3.10 19.7% 23%
20260810 $6.50 $2.92 18.5% 10%
20260807 — — 19.2% 13%
20260806 $6.35 $4.70 20.4% 20%
20260805 $4.12 $4.12 20.6% 22%
20260804 $5.55 $5.55 24.2% 48%
20260803 $4.35 $4.35 20.7% 23%
20260731 $5.65 $5.65 24.1% 47%
20260730 $5.12 $5.12 22.4% 35%
20260729 $6.07 $6.07 25.6% 58%

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.