SPUU · Expected Move
Direxion Daily S&P 500 Bull 2X ETF · ETF
The expected move for SPUU 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).
SPUU 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 SPUU Expected Move
30-Day Straddle
$15.00
7-Day Straddle
$15.00
30-Day ATM IV
29.8%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to SPUU'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.
SPUU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $15.00 | $15.00 | 29.8% | 74% |
| 20261021 | $13.85 | $13.85 | 25.3% | 27% |
| 20261020 | $13.70 | $13.70 | 26.2% | 36% |
| 20261019 | $13.85 | $13.85 | 27.0% | 45% |
| 20261016 | $16.10 | $2.12 | 28.7% | 62% |
| 20261015 | $14.85 | $3.55 | 25.3% | 28% |
| 20261014 | $15.20 | $4.28 | 26.4% | 39% |
| 20261013 | $14.60 | $4.15 | 24.5% | 19% |
| 20261012 | $15.00 | $4.30 | 24.7% | 21% |
| 20261009 | $15.50 | $5.55 | 24.1% | 15% |
| 20261008 | $15.70 | $6.17 | 25.2% | 26% |
| 20261007 | $16.40 | $6.57 | 25.5% | 29% |
| 20261006 | $17.20 | $7.25 | 25.5% | 30% |
| 20261005 | $16.95 | $7.12 | 25.6% | 30% |
| 20261002 | $8.25 | $8.25 | 25.3% | 27% |
| 20261001 | $9.22 | $9.22 | 26.9% | 43% |
| 20260930 | $10.00 | $10.00 | 27.3% | 48% |
| 20260929 | $9.70 | $9.70 | 26.1% | 36% |
| 20260928 | $10.05 | $10.05 | 26.3% | 37% |
| 20260925 | $10.45 | $10.45 | 23.7% | 11% |
| 20260924 | $10.75 | $10.75 | 25.4% | 28% |
| 20260923 | $10.80 | $10.80 | 24.7% | 21% |
| 20260922 | $10.35 | $10.35 | 23.3% | 6% |
| 20260921 | $11.15 | $11.15 | 24.2% | 15% |
| 20260918 | $11.70 | $2.30 | 22.7% | 0% |
| 20260917 | $12.45 | $3.20 | 24.0% | 9% |
| 20260916 | $13.70 | $4.33 | 26.8% | 40% |
| 20260915 | $13.60 | $5.68 | 27.0% | 42% |
| 20260914 | $13.95 | $5.95 | 26.2% | 17% |
| 20260911 | $13.65 | $6.00 | 25.2% | 11% |
| 20260910 | $15.10 | $7.70 | 27.9% | 26% |
| 20260909 | $15.00 | $8.00 | 25.8% | 14% |
| 20260908 | $13.80 | $7.10 | 24.1% | 5% |
| 20260904 | $14.70 | $7.88 | 23.1% | 0% |
| 20260903 | $14.95 | $8.52 | 23.8% | 1% |
| 20260902 | $8.72 | $8.72 | 24.3% | 3% |
| 20260901 | $10.00 | $10.00 | 25.8% | 8% |
| 20260831 | $9.10 | $9.10 | 24.0% | 2% |
| 20260828 | $9.95 | $9.95 | 23.5% | 0% |
| 20260827 | $10.65 | $10.65 | 23.8% | 1% |
| 20260826 | $10.95 | $10.95 | 25.0% | 5% |
| 20260825 | $11.35 | $11.35 | 25.2% | 6% |
| 20260824 | $11.35 | $11.35 | 25.1% | 5% |
| 20260821 | $11.95 | $1.43 | 24.5% | 3% |
| 20260820 | $12.45 | $3.55 | 24.9% | 4% |
| 20260819 | $12.60 | $3.08 | 23.9% | 1% |
| 20260818 | $13.35 | $3.88 | 25.5% | 7% |
| 20260817 | $12.90 | $4.00 | 24.0% | 2% |
| 20260814 | $13.65 | $4.58 | 23.6% | 0% |
| 20260813 | $14.50 | $6.03 | 24.3% | 0% |
| 20260812 | $14.50 | $5.97 | 24.6% | 0% |
| 20260811 | $15.20 | $7.67 | 25.1% | 1% |
| 20260810 | $15.35 | $7.30 | 25.4% | 2% |
| 20260807 | — | — | 24.9% | 0% |
| 20260806 | $16.80 | $9.35 | 26.5% | 6% |
| 20260805 | $10.12 | $10.12 | 26.7% | 7% |
| 20260804 | $10.02 | $10.02 | 26.9% | 7% |
| 20260803 | $9.15 | $9.15 | 25.3% | 2% |
| 20260731 | $10.95 | $10.95 | 27.9% | 11% |
| 20260730 | $11.88 | $11.88 | 27.8% | 11% |
More on SPUU
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.