SPXL · Expected Move
Direxion Daily S&P 500 Bull 3x ETF · ETF
The expected move for SPXL 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).
SPXL 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 SPXL Expected Move
30-Day Straddle
$26.20
7-Day Straddle
$15.15
30-Day ATM IV
39.4%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to SPXL'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.
SPXL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $26.20 | $15.15 | 39.4% | 30% |
| 20261020 | $26.70 | $15.35 | 39.9% | 33% |
| 20261019 | $28.00 | $10.10 | 41.6% | 39% |
| 20261016 | $27.30 | $13.40 | 44.3% | 55% |
| 20261015 | $25.00 | $10.85 | 38.5% | 21% |
| 20261014 | $25.85 | $13.00 | 39.5% | 27% |
| 20261013 | $24.95 | $12.25 | 36.3% | 9% |
| 20261012 | $26.15 | $8.20 | 37.3% | 14% |
| 20261009 | $23.40 | $9.20 | 35.6% | 5% |
| 20261008 | $24.75 | $11.45 | 37.5% | 16% |
| 20261007 | $26.30 | $11.30 | 38.6% | 22% |
| 20261006 | $27.05 | $13.15 | 38.4% | 21% |
| 20261005 | $26.85 | $8.05 | 38.2% | 20% |
| 20261002 | $24.30 | $9.90 | 38.4% | 21% |
| 20261001 | $25.95 | $12.60 | 41.0% | 36% |
| 20260930 | $26.00 | $14.05 | 40.1% | 31% |
| 20260929 | $26.20 | $14.15 | 39.3% | 26% |
| 20260928 | $26.00 | $10.70 | 38.7% | 22% |
| 20260925 | $22.10 | $10.90 | 36.5% | 10% |
| 20260924 | $24.25 | $12.20 | 38.2% | 19% |
| 20260923 | $23.65 | $12.40 | 36.1% | 8% |
| 20260922 | $23.55 | $12.10 | 34.8% | 0% |
| 20260921 | $25.90 | $7.62 | 36.7% | 11% |
| 20260918 | $22.80 | $9.60 | 36.0% | 7% |
| 20260917 | $23.80 | $11.60 | 37.5% | 15% |
| 20260916 | $26.55 | $15.30 | 42.2% | 43% |
| 20260915 | $26.55 | $15.40 | 41.5% | 38% |
| 20260914 | $26.35 | $10.35 | 40.1% | 30% |
| 20260911 | $24.50 | $11.10 | 38.7% | 23% |
| 20260910 | $26.95 | $15.15 | 42.6% | 45% |
| 20260909 | $24.85 | $13.80 | 38.8% | 23% |
| 20260908 | $25.20 | $13.80 | 37.8% | 18% |
| 20260904 | $21.90 | $8.90 | 34.8% | 0% |
| 20260903 | $23.80 | $10.70 | 35.9% | 6% |
| 20260902 | $24.75 | $11.10 | 38.1% | 19% |
| 20260901 | $25.80 | $14.30 | 38.9% | 24% |
| 20260831 | $24.85 | $8.18 | 36.9% | 12% |
| 20260828 | $22.25 | $9.50 | 35.4% | 2% |
| 20260827 | $23.05 | $11.00 | 35.4% | 2% |
| 20260826 | $25.20 | $13.60 | 38.3% | 13% |
| 20260825 | $25.55 | $14.60 | 38.5% | 14% |
| 20260824 | $25.55 | $10.00 | 38.3% | 12% |
| 20260821 | $23.60 | $11.45 | 36.9% | 5% |
| 20260820 | $24.10 | $13.15 | 38.2% | 8% |
| 20260819 | $24.70 | $12.95 | 37.0% | 5% |
| 20260818 | $25.80 | $12.60 | 38.3% | 8% |
| 20260817 | $26.30 | $7.55 | 37.6% | 7% |
| 20260814 | $22.20 | $8.65 | 34.8% | 0% |
| 20260813 | $23.75 | $11.35 | 35.7% | 0% |
| 20260812 | $24.05 | $11.30 | 35.6% | 0% |
| 20260811 | $25.35 | $13.05 | 37.2% | 3% |
| 20260810 | $26.45 | $8.80 | 37.7% | 4% |
| 20260807 | — | — | 37.6% | 4% |
| 20260806 | $26.45 | $13.45 | 39.9% | 9% |
| 20260805 | $26.90 | $14.70 | 40.3% | 10% |
| 20260804 | $28.75 | $15.20 | 42.0% | 14% |
| 20260803 | $24.85 | $7.25 | 37.9% | 4% |
| 20260731 | $23.20 | $9.30 | 39.2% | 7% |
| 20260730 | $25.60 | $13.65 | 43.5% | 18% |
| 20260729 | $28.45 | $17.75 | 50.3% | 34% |
More on SPXL
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.