SPXS · Expected Move
Direxion Daily S&P 500 Bear 3x ETF · ETF
The expected move for SPXS 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).
SPXS 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 SPXS Expected Move
30-Day Straddle
$2.63
7-Day Straddle
$1.50
30-Day ATM IV
46.4%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to SPXS'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.
SPXS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.63 | $1.50 | 46.4% | 41% |
| 20261021 | $2.20 | $1.27 | 40.1% | 23% |
| 20261020 | $2.34 | $1.34 | 41.9% | 28% |
| 20261019 | $2.47 | $0.94 | 43.8% | 34% |
| 20261016 | $2.62 | $1.23 | 45.8% | 40% |
| 20261015 | $2.02 | $0.85 | 38.0% | 17% |
| 20261014 | $2.08 | $1.10 | 36.2% | 11% |
| 20261013 | $2.00 | $1.04 | 37.1% | 14% |
| 20261012 | $2.18 | $0.69 | 38.4% | 18% |
| 20261009 | $1.94 | $0.74 | 35.5% | 9% |
| 20261008 | $2.08 | $0.94 | 37.4% | 15% |
| 20261007 | $2.41 | $0.95 | 44.4% | 36% |
| 20261006 | $1.96 | $0.96 | 35.9% | 11% |
| 20261005 | $1.75 | $0.58 | 32.2% | 0% |
| 20261002 | $2.03 | $0.83 | 38.5% | 16% |
| 20261001 | $2.19 | $0.92 | 40.8% | 23% |
| 20260930 | $2.29 | $1.27 | 39.8% | 20% |
| 20260929 | $2.75 | $1.44 | 47.2% | 42% |
| 20260928 | $2.27 | $0.89 | 38.8% | 17% |
| 20260925 | $2.01 | $0.93 | 38.8% | 17% |
| 20260924 | $2.14 | $0.86 | 40.0% | 21% |
| 20260923 | $2.06 | $1.06 | 40.6% | 23% |
| 20260922 | $1.97 | $0.99 | 35.5% | 7% |
| 20260921 | $2.51 | $0.75 | 42.9% | 30% |
| 20260918 | $1.96 | $0.83 | 36.4% | 10% |
| 20260917 | $2.14 | $1.07 | 39.2% | 19% |
| 20260916 | $2.52 | $1.58 | 42.9% | 30% |
| 20260915 | $2.62 | $1.55 | 43.0% | 30% |
| 20260914 | $2.37 | $1.00 | 41.3% | 25% |
| 20260911 | $2.21 | $1.04 | 39.9% | 21% |
| 20260910 | $2.65 | $1.28 | 45.9% | 39% |
| 20260909 | $2.25 | $1.29 | 40.3% | 22% |
| 20260908 | $2.28 | $1.33 | 39.9% | 21% |
| 20260904 | $1.97 | $0.81 | 36.9% | 12% |
| 20260903 | $2.05 | $0.84 | 36.5% | 11% |
| 20260902 | $2.34 | $1.02 | 39.5% | 19% |
| 20260901 | $2.37 | $1.15 | 41.5% | 25% |
| 20260831 | $2.81 | $0.78 | 44.2% | 33% |
| 20260828 | $2.05 | $0.81 | 38.9% | 18% |
| 20260827 | $2.46 | $0.82 | 41.1% | 24% |
| 20260826 | $2.37 | $1.14 | 39.7% | 20% |
| 20260825 | $2.18 | $1.32 | 40.7% | 23% |
| 20260824 | $2.37 | $0.97 | 40.0% | 21% |
| 20260821 | $2.08 | $0.97 | 37.6% | 10% |
| 20260820 | $2.15 | $1.12 | 39.0% | 13% |
| 20260819 | $1.96 | $1.14 | 36.3% | 7% |
| 20260818 | $2.32 | $1.22 | 37.8% | 10% |
| 20260817 | $2.17 | $0.60 | 38.4% | 12% |
| 20260814 | $2.33 | $0.68 | 37.2% | 9% |
| 20260813 | $2.39 | $0.92 | 43.3% | 22% |
| 20260812 | $1.77 | $0.81 | 33.0% | 0% |
| 20260811 | $2.13 | $1.25 | 38.7% | 12% |
| 20260810 | $2.16 | $0.69 | 37.8% | 10% |
| 20260807 | — | — | 37.1% | 8% |
| 20260806 | $2.31 | $1.27 | 42.6% | 20% |
| 20260805 | $2.25 | $1.22 | 40.6% | 16% |
| 20260804 | $2.65 | $1.29 | 47.8% | 32% |
| 20260803 | $2.74 | $0.65 | 42.3% | 20% |
| 20260731 | $2.85 | $0.99 | 48.3% | 33% |
| 20260730 | $2.53 | $1.34 | 44.1% | 24% |
More on SPXS
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.