SOFX · Expected Move

Defiance Daily Target 2X Long SOFI ETF · ETF

The expected move for SOFX 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).

SOFX 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 SOFX Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$0.90
Avg IV
215.3%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to SOFX'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.
SOFX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $0.90 $0.90 215.3% 65%
20261001 $0.90 $0.90 163.3% 40%
20260930 $1.05 $1.05 224.0% 69%
20260929 $1.10 $1.10 197.6% 56%
20260928 $1.18 $1.18 129.1% 24%
20260925 $1.32 $1.32 167.5% 42%
20260924 $1.38 $1.38 156.3% 37%
20260923 $1.40 $1.40 120.0% 20%
20260922 $1.57 $1.57 145.5% 32%
20260921 $1.48 $1.48 99.8% 10%
20260918 $1.60 $0.12 77.5% 0%
20260917 $1.70 $0.33 126.9% 21%
20260916 $1.83 $0.62 116.1% 16%
20260915 $1.93 $0.72 104.9% 11%
20260914 $1.93 $0.82 143.2% 29%
20260911 $2.10 $0.90 82.1% 0%
20260910 $2.02 $1.10 116.5% 11%
20260909 $2.17 $1.12 120.0% 13%
20260908 $2.35 $1.35 116.6% 12%
20260904 $2.55 $1.50 104.6% 5%
20260903 $2.62 $1.57 93.9% 0%
20260902 $1.43 $1.43 209.7% 59%
20260901 $1.43 $1.43 268.6% 89%
20260831 $1.52 $1.52 248.7% 79%
20260828 $1.73 $1.73 148.1% 27%
20260827 $2.12 $2.12 134.1% 20%
20260826 $2.15 $2.15 136.5% 21%
20260825 $2.33 $2.33 135.3% 20%
20260824 $2.08 $2.08 224.3% 66%
20260821 $2.38 $0.53 125.6% 16%
20260820 $2.08 $0.65 208.4% 58%
20260819 $2.05 $0.68 117.9% 12%
20260818 $2.08 $0.62 131.0% 18%
20260817 $2.05 $0.90 120.6% 13%
20260814 $2.12 $0.82 186.8% 47%
20260813 $2.48 $1.02 159.0% 33%
20260812 $2.35 $1.12 155.3% 31%
20260811 $2.50 $1.23 116.2% 11%
20260810 $2.60 $1.35 113.2% 9%
20260806 $2.72 $1.57 140.0% 23%
20260805 $1.55 $1.55 123.6% 15%
20260804 $1.77 $1.77 106.3% 6%
20260803 $1.85 $1.85 95.3% 0%
20260731 $1.50 $1.50 134.4% 19%
20260730 $1.70 $1.70 104.1% 4%
20260729 $1.70 $1.70 175.4% 41%
20260728 $2.55 $2.55 123.0% 14%
20260727 $2.50 $2.50 119.6% 12%
20260724 $2.35 $2.35 96.8% 0%
20260723 $2.65 $2.65 112.2% 7%
20260722 $2.73 $2.73 136.5% 19%
20260721 $3.10 $3.10 116.6% 9%
20260720 $2.88 $2.88 116.3% 9%
20260716 $3.38 $0.70 130.2% 16%
20260715 $3.50 $0.88 116.0% 9%
20260714 $3.85 $1.10 128.2% 15%
20260713 $3.70 $1.15 140.6% 21%
20260710 $3.70 $1.43 124.8% 13%
20260709 $4.08 $1.60 124.5% 13%

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.