SPDN · Expected Move
Direxion Daily S&P 500 Bear 1X ETF · ETF
The expected move for SPDN 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).
SPDN straddle price & implied vol
60 sessionsBars: 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 SPDN Expected Move
30-Day Straddle
$0.88
7-Day Straddle
$0.88
30-Day ATM IV
37.5%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to SPDN'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.
SPDN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.88 | $0.88 | 37.5% | 32% |
| 20261020 | $0.78 | $0.78 | 47.1% | 47% |
| 20261019 | $0.68 | $0.68 | 27.5% | 18% |
| 20261016 | $0.80 | $0.50 | 34.2% | 27% |
| 20261015 | $0.68 | $2.95 | 41.4% | 38% |
| 20261014 | $0.55 | $0.78 | 26.3% | 16% |
| 20261013 | $1.10 | $0.78 | 21.7% | 9% |
| 20261012 | $2.15 | $1.25 | 20.8% | 8% |
| 20261009 | $2.90 | $0.72 | 49.0% | 49% |
| 20261008 | $0.45 | $1.62 | 27.6% | 18% |
| 20261007 | $0.78 | $1.93 | 21.0% | 8% |
| 20261006 | $0.80 | $0.62 | 32.5% | 25% |
| 20261005 | $0.62 | $2.95 | — | — |
| 20261002 | $1.10 | $1.10 | 20.7% | 8% |
| 20261001 | $1.25 | $1.25 | 28.8% | 20% |
| 20260930 | $2.95 | $2.95 | 18.3% | 4% |
| 20260929 | $1.10 | $1.10 | 25.9% | 15% |
| 20260928 | $0.47 | $0.47 | 35.6% | 30% |
| 20260925 | $2.38 | $2.38 | 23.9% | 12% |
| 20260924 | $2.88 | $2.88 | 19.5% | 6% |
| 20260923 | $0.75 | $0.75 | 40.0% | 36% |
| 20260922 | $0.38 | $0.38 | 24.5% | 13% |
| 20260921 | $0.68 | $0.68 | 26.4% | 16% |
| 20260918 | $0.45 | $0.53 | 18.6% | 4% |
| 20260917 | $0.55 | $0.45 | — | — |
| 20260916 | $0.53 | $0.40 | 25.9% | 15% |
| 20260915 | $0.53 | $0.47 | 25.6% | 15% |
| 20260914 | $3.10 | $0.75 | 29.4% | 20% |
| 20260911 | $0.97 | $0.80 | 32.7% | 25% |
| 20260910 | $0.53 | $2.77 | 24.3% | 13% |
| 20260909 | $0.75 | $1.73 | 70.6% | 82% |
| 20260908 | $0.70 | $1.15 | 33.6% | 27% |
| 20260904 | $0.68 | $3.02 | — | — |
| 20260903 | $0.60 | $0.62 | 35.8% | 30% |
| 20260902 | $2.92 | $2.92 | 41.9% | 39% |
| 20260901 | $0.50 | $0.50 | 26.7% | 16% |
| 20260831 | $0.85 | $0.85 | — | — |
| 20260828 | $0.62 | $0.62 | 44.0% | 42% |
| 20260827 | $0.62 | $0.62 | — | — |
| 20260826 | $2.98 | $2.98 | — | — |
| 20260825 | $0.55 | $0.55 | — | — |
| 20260824 | $3.08 | $3.08 | 21.5% | 9% |
| 20260821 | $1.20 | $0.50 | 21.0% | 8% |
| 20260820 | $0.68 | $0.68 | 45.3% | 44% |
| 20260819 | $0.57 | $0.45 | 48.8% | 49% |
| 20260818 | $1.00 | $0.60 | 53.2% | 56% |
| 20260817 | $2.92 | $0.60 | — | — |
| 20260814 | $0.62 | $1.93 | 40.8% | 37% |
| 20260813 | $2.98 | $2.38 | 56.9% | 61% |
| 20260812 | $0.60 | $0.65 | 44.5% | 43% |
| 20260811 | $0.53 | $0.62 | 48.5% | 49% |
| 20260810 | $0.72 | $0.65 | 66.7% | 76% |
| 20260807 | — | — | 36.4% | 31% |
| 20260806 | $1.85 | $2.98 | 32.4% | 25% |
| 20260805 | $0.53 | $0.53 | 83.1% | 100% |
| 20260804 | $0.57 | $0.57 | 56.7% | 72% |
| 20260803 | $0.53 | $0.53 | — | — |
| 20260731 | $0.85 | $0.85 | 31.1% | 27% |
| 20260730 | $1.60 | $1.60 | 29.9% | 25% |
| 20260729 | $0.35 | $0.35 | 23.1% | 13% |
More on SPDN
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.