TMV · Expected Move
Direxion Daily 20+ Year Treasury Bear 3X ETF · ETF
The expected move for TMV 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).
TMV 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 TMV Expected Move
30-Day Straddle
$3.80
7-Day Straddle
$1.77
30-Day ATM IV
34.5%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to TMV'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.
TMV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.80 | $1.77 | 34.5% | 36% |
| 20261106 | $4.25 | $2.35 | 37.4% | 48% |
| 20261105 | $4.35 | $2.45 | 37.7% | 49% |
| 20261104 | $2.60 | $2.60 | 35.4% | 40% |
| 20261103 | $3.17 | $3.17 | 42.3% | 68% |
| 20261102 | $3.10 | $3.10 | 39.7% | 58% |
| 20261030 | $3.25 | $3.25 | 38.9% | 54% |
| 20261029 | $3.25 | $3.25 | 37.5% | 48% |
| 20261028 | $3.60 | $3.60 | 40.2% | 63% |
| 20261027 | $3.17 | $3.17 | 39.1% | 59% |
| 20261026 | $3.50 | $3.50 | 39.8% | 61% |
| 20261023 | $4.35 | $4.35 | 42.2% | 70% |
| 20261022 | $4.12 | $4.12 | 42.3% | 71% |
| 20261021 | $4.10 | $4.10 | 39.7% | 61% |
| 20261020 | $4.17 | $4.17 | 39.5% | 60% |
| 20261019 | $4.62 | $4.62 | 42.3% | 71% |
| 20261016 | $4.62 | $0.22 | 40.8% | 65% |
| 20261015 | $4.35 | $1.35 | 38.5% | 57% |
| 20261014 | $4.72 | $1.65 | 38.9% | 58% |
| 20261013 | $4.72 | $1.82 | 37.9% | 54% |
| 20261012 | $5.30 | $2.08 | 41.4% | 67% |
| 20261009 | $5.45 | $2.15 | 40.1% | 62% |
| 20261008 | $5.75 | $2.78 | 42.6% | 72% |
| 20261007 | $6.20 | $2.65 | 43.2% | 74% |
| 20261006 | $6.25 | $2.75 | 43.9% | 77% |
| 20261005 | $6.47 | $3.52 | 45.9% | 84% |
| 20261002 | $3.42 | $3.42 | 46.9% | 88% |
| 20261001 | $3.75 | $3.75 | 48.3% | 93% |
| 20260930 | $4.33 | $4.33 | 50.2% | 100% |
| 20260929 | $4.38 | $4.38 | 48.2% | 100% |
| 20260928 | $3.75 | $3.75 | 42.7% | 100% |
| 20260925 | $3.72 | $3.72 | 41.9% | 100% |
| 20260924 | $3.85 | $3.85 | 41.1% | 100% |
| 20260923 | $3.40 | $3.40 | 37.4% | 100% |
| 20260922 | $2.77 | $2.77 | 32.0% | 65% |
| 20260921 | $2.27 | $2.27 | 29.1% | 43% |
| 20260918 | $3.23 | $0.25 | 33.0% | 73% |
| 20260917 | $3.02 | $0.85 | 30.8% | 57% |
| 20260916 | $3.82 | $1.45 | 36.6% | 100% |
| 20260915 | $3.73 | $1.48 | 35.7% | 95% |
| 20260914 | $3.55 | $1.62 | 33.2% | 76% |
| 20260911 | $3.75 | $1.75 | 32.4% | 70% |
| 20260910 | $4.18 | $2.17 | 36.2% | 99% |
| 20260909 | $3.50 | $1.77 | 32.3% | 68% |
| 20260908 | $3.20 | $1.90 | 29.5% | 47% |
| 20260904 | $3.38 | $1.78 | 27.0% | 28% |
| 20260903 | $3.80 | $2.22 | 31.1% | 60% |
| 20260902 | $2.40 | $2.40 | 32.1% | 67% |
| 20260901 | $2.45 | $2.45 | 32.7% | 72% |
| 20260831 | $2.33 | $2.33 | 31.7% | 64% |
| 20260828 | $2.35 | $2.35 | 28.9% | 43% |
| 20260827 | $2.58 | $2.58 | — | — |
| 20260826 | $2.70 | $2.70 | 32.9% | 73% |
| 20260825 | $2.55 | $2.55 | 31.5% | 63% |
| 20260824 | $2.77 | $2.77 | 31.7% | 64% |
| 20260821 | $2.78 | $0.17 | 30.1% | 52% |
| 20260820 | $3.02 | $0.83 | 32.1% | 67% |
| 20260819 | $2.90 | $0.92 | 30.3% | 53% |
| 20260818 | $3.17 | $0.97 | 30.6% | 56% |
| 20260817 | $3.35 | $1.25 | 32.5% | 70% |
More on TMV
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.