TNA · Expected Move
Direxion Daily Small Cap Bull 3x ETF · ETF
The expected move for TNA 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).
TNA 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 TNA Expected Move
30-Day Straddle
$7.96
7-Day Straddle
$3.27
30-Day ATM IV
63.0%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to TNA'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.
TNA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $7.96 | $3.27 | 63.0% | 46% |
| 20261015 | $6.93 | $3.12 | 55.1% | 22% |
| 20261014 | $7.15 | $3.56 | 58.2% | 32% |
| 20261013 | $7.08 | $3.65 | 54.9% | 22% |
| 20261012 | $7.55 | $2.58 | 55.4% | 23% |
| 20261009 | $7.00 | $3.02 | 55.1% | 22% |
| 20261008 | $7.15 | $3.62 | 55.1% | 22% |
| 20261007 | $7.17 | $3.65 | 55.1% | 22% |
| 20261006 | $8.10 | $4.12 | 56.6% | 27% |
| 20261005 | $7.70 | $2.51 | 53.9% | 19% |
| 20261002 | $7.32 | $3.00 | 55.7% | 24% |
| 20261001 | $7.44 | $3.82 | 57.8% | 31% |
| 20260930 | $7.95 | $4.46 | 60.1% | 38% |
| 20260929 | $7.78 | $4.50 | 57.6% | 30% |
| 20260928 | $8.05 | $3.25 | 57.3% | 29% |
| 20260925 | $6.48 | $3.62 | 50.4% | 8% |
| 20260924 | $7.23 | $3.98 | 54.1% | 19% |
| 20260923 | $7.30 | $4.01 | 51.8% | 12% |
| 20260922 | $7.88 | $3.91 | 52.5% | 14% |
| 20260921 | $7.53 | $2.53 | 50.5% | 8% |
| 20260918 | $6.61 | $2.86 | 48.2% | 1% |
| 20260917 | $7.47 | $3.31 | 52.0% | 13% |
| 20260916 | $7.63 | $4.54 | 54.1% | 19% |
| 20260915 | $7.93 | $4.57 | 54.7% | 21% |
| 20260914 | $8.04 | $3.53 | 53.2% | 17% |
| 20260911 | $8.00 | $3.90 | 54.8% | 21% |
| 20260910 | $9.07 | $5.09 | 61.6% | 42% |
| 20260909 | $8.53 | $4.80 | 56.2% | 26% |
| 20260908 | $8.40 | $4.90 | 52.2% | 14% |
| 20260904 | $7.68 | $3.04 | 50.2% | 7% |
| 20260903 | $7.83 | $3.63 | 50.4% | 8% |
| 20260902 | $7.70 | $4.37 | 49.1% | 4% |
| 20260901 | $8.20 | $4.66 | 53.0% | 16% |
| 20260831 | $7.83 | $2.84 | 48.7% | 3% |
| 20260828 | $7.78 | $3.50 | 49.3% | 5% |
| 20260827 | $7.90 | $3.83 | 48.3% | 2% |
| 20260826 | $8.32 | $4.14 | 50.7% | 9% |
| 20260825 | $8.95 | $4.23 | 53.0% | 16% |
| 20260824 | $8.68 | $3.15 | 52.8% | 15% |
| 20260821 | $7.97 | $3.50 | 49.8% | 6% |
| 20260820 | $8.35 | $4.09 | 53.3% | 17% |
| 20260819 | $8.04 | $3.95 | 48.4% | 2% |
| 20260818 | $8.43 | $4.46 | 49.9% | 7% |
| 20260817 | $8.98 | $2.59 | 48.9% | 3% |
| 20260814 | $8.38 | $2.94 | 48.3% | 2% |
| 20260813 | $8.07 | $3.57 | 47.9% | 0% |
| 20260812 | $8.02 | $3.75 | 47.7% | 0% |
| 20260811 | $8.95 | $4.64 | 51.7% | 0% |
| 20260810 | $9.15 | $2.98 | 52.7% | 1% |
| 20260807 | — | — | 52.4% | 0% |
| 20260806 | $8.90 | $4.51 | 53.9% | 1% |
| 20260805 | $9.80 | $4.53 | 58.7% | 11% |
| 20260804 | $10.57 | $5.55 | 60.3% | 14% |
| 20260803 | $9.82 | $2.92 | 57.7% | 9% |
| 20260731 | $8.90 | $3.87 | 59.1% | 12% |
| 20260730 | $8.97 | $4.67 | 59.0% | 12% |
| 20260729 | $9.12 | $6.54 | 63.3% | 21% |
| 20260728 | $9.18 | $5.97 | 58.9% | 11% |
| 20260727 | $10.03 | $4.13 | 61.5% | 17% |
| 20260724 | $9.28 | $4.64 | 62.5% | 19% |
More on TNA
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.