TMF · Expected Move
Direxion Daily 20+ Year Treasury Bull 3X ETF · ETF
The expected move for TMF 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).
TMF straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current TMF Expected Move
30-Day Straddle
$2.79
7-Day Straddle
$1.23
Avg IV
58.2%
IV Rank
96%
Implied one-standard-deviation move through the next 30 days. Compare to TMF'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.
TMF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.79 | $1.23 | 58.2% | 96% |
| 20261001 | $2.67 | $1.57 | 59.4% | 100% |
| 20260930 | $3.09 | $1.71 | 45.4% | 65% |
| 20260929 | $2.86 | $1.78 | 54.0% | 98% |
| 20260928 | $2.92 | $1.23 | 52.0% | 90% |
| 20260925 | $2.54 | $1.52 | 54.4% | 100% |
| 20260924 | $2.63 | $1.56 | 51.2% | 87% |
| 20260923 | $2.34 | $1.39 | 45.4% | 64% |
| 20260922 | $2.33 | $1.23 | 37.3% | 33% |
| 20260921 | $2.38 | $1.09 | 47.1% | 71% |
| 20260918 | $2.04 | $0.97 | 51.7% | 89% |
| 20260917 | $2.02 | $1.04 | 50.1% | 83% |
| 20260916 | $2.40 | $1.46 | 54.5% | 100% |
| 20260915 | $2.37 | $1.59 | 51.0% | 100% |
| 20260914 | $2.43 | $1.08 | 50.1% | 100% |
| 20260911 | $2.25 | $0.97 | 44.7% | 91% |
| 20260910 | $2.38 | $1.43 | 46.3% | 100% |
| 20260909 | $2.14 | $1.29 | 42.6% | 89% |
| 20260908 | $2.09 | $1.30 | 40.3% | 74% |
| 20260904 | $2.10 | $0.90 | 44.0% | 98% |
| 20260903 | $2.19 | $1.04 | 41.2% | 80% |
| 20260902 | $2.30 | $1.24 | 44.2% | 99% |
| 20260901 | $2.24 | $1.17 | 43.0% | 91% |
| 20260831 | $2.38 | $0.91 | 42.5% | 89% |
| 20260828 | $2.09 | $0.97 | 42.7% | 90% |
| 20260827 | $2.17 | $1.13 | 42.4% | 88% |
| 20260826 | $2.51 | $1.25 | 42.4% | 88% |
| 20260825 | $2.37 | $1.40 | 44.3% | 99% |
| 20260824 | $2.38 | $0.89 | 41.8% | 74% |
| 20260821 | $2.10 | $1.02 | 38.6% | 56% |
| 20260820 | $2.21 | $1.15 | 39.9% | 63% |
| 20260819 | $2.21 | $1.23 | 38.3% | 54% |
| 20260818 | $2.17 | $1.22 | 38.5% | 55% |
| 20260817 | $2.32 | $0.85 | 35.8% | 40% |
| 20260814 | $2.10 | $0.91 | 36.9% | 46% |
| 20260813 | $1.96 | $0.99 | 34.0% | 29% |
| 20260812 | $2.16 | $1.11 | 34.7% | 34% |
| 20260811 | $2.33 | $1.32 | 36.6% | 44% |
| 20260810 | $2.36 | $0.89 | 35.1% | 36% |
| 20260806 | $2.26 | $1.22 | 36.1% | 41% |
| 20260805 | $2.39 | $1.28 | 36.4% | 43% |
| 20260804 | $2.33 | $1.33 | 36.3% | 37% |
| 20260803 | $2.59 | $0.97 | 37.8% | 44% |
| 20260731 | $2.44 | $1.22 | 42.2% | 66% |
| 20260730 | $2.41 | $1.29 | 37.6% | 43% |
| 20260729 | $2.57 | $1.54 | 38.4% | 47% |
| 20260728 | $2.18 | $1.27 | 33.7% | 19% |
| 20260727 | $2.16 | $0.84 | 33.2% | 17% |
| 20260724 | $1.98 | $0.99 | 35.3% | 26% |
| 20260723 | $2.16 | $1.15 | 41.6% | 50% |
| 20260722 | $2.12 | $1.23 | 42.0% | 52% |
| 20260721 | $2.15 | $1.19 | 41.5% | 50% |
| 20260720 | $2.12 | $0.78 | 37.3% | 33% |
| 20260716 | $1.95 | $0.91 | 31.8% | 12% |
| 20260715 | $1.95 | $1.02 | 33.0% | 16% |
| 20260714 | $2.16 | $1.25 | 33.8% | 20% |
| 20260713 | $2.32 | $0.99 | 35.0% | 24% |
| 20260710 | $1.90 | $0.89 | 33.1% | 17% |
| 20260709 | $2.04 | $1.02 | 34.3% | 22% |
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.