RETL · Expected Move

Direxion Daily Retail Bull 3X ETF · ETF

The expected move for RETL 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).

RETL straddle price & implied vol

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current RETL Expected Move
30-Day Straddle
$0.70
7-Day Straddle
$0.70
Avg IV
228.3%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to RETL'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.
RETL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $0.70 $0.70 228.3% 76%
20261001 $0.85 $0.85 171.6% 46%
20260930 $0.95 $0.95 261.5% 94%
20260929 $0.85 $0.85 117.8% 17%
20260928 $0.93 $0.93 144.0% 31%
20260925 $0.90 $0.90 141.1% 29%
20260924 $0.80 $0.80 97.8% 6%
20260923 $1.02 $1.02 190.4% 56%
20260922 $1.40 $1.40 99.0% 7%
20260921 $0.90 $0.90 147.5% 33%
20260918 $1.35 $0.35 160.5% 40%
20260917 $1.40 $0.80 152.6% 35%
20260916 $1.18 $0.55 93.2% 3%
20260915 $1.38 $0.95 174.2% 47%
20260914 $1.40 $2.52 100.0% 7%
20260911 $1.17 $0.68 111.7% 13%
20260910 $1.73 $8.05 90.6% 2%
20260909 $1.40 $1.02 151.7% 35%
20260908 $1.48 $0.60 147.6% 33%
20260904 $1.92 $2.15 99.5% 7%
20260903 $2.20 $1.33 108.2% 12%
20260902 $1.50 $1.50 180.5% 50%
20260901 $1.38 $1.38 199.1% 60%
20260831 $1.15 $1.15 221.6% 72%
20260828 $1.45 $1.45 197.3% 59%
20260827 $1.93 $1.93 194.9% 58%
20260826 $1.20 $1.20 171.6% 46%
20260825 $1.02 $1.02 145.5% 32%
20260824 $1.20 $1.20 159.1% 40%
20260821 $1.30 $0.33 133.8% 27%
20260820 $1.23 $0.70 155.9% 39%
20260819 $1.45 $0.45 132.6% 27%
20260818 $2.33 $7.92 186.1% 55%
20260817 $1.45 $0.47 172.8% 48%
20260814 $3.00 $0.60 143.0% 32%
20260813 $1.18 $0.97 120.1% 20%
20260812 $1.52 $0.75 133.2% 27%
20260811 $1.60 $0.80 143.2% 32%
20260810 $1.38 $1.32 130.4% 25%
20260806 $3.20 $1.10 116.7% 18%
20260805 $0.90 $0.90 273.0% 100%
20260804 $1.92 $1.92 117.0% 23%
20260803 $1.52 $1.52 132.4% 34%
20260731 $1.82 $1.82 109.4% 18%
20260730 $1.88 $1.88 111.4% 20%
20260729 $1.48 $1.48 163.7% 54%
20260728 $1.40 $1.40 108.4% 18%
20260727 $1.70 $1.70 125.1% 29%
20260724 $1.50 $1.50 117.0% 23%
20260723 $5.00 $5.00 98.7% 11%
20260722 $2.28 $2.28 87.9% 4%
20260721 $1.65 $1.65 123.1% 27%
20260720 $1.75 $1.75 138.2% 37%
20260716 $1.68 $1.92 93.2% 8%
20260715 $1.93 $1.25 101.6% 13%
20260714 $1.55 $0.78 117.7% 24%
20260713 $1.95 $0.80 129.8% 32%
20260710 $2.05 $1.32 105.7% 16%
20260709 $1.68 $1.05 97.0% 10%

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.