TSLL · Expected Move

Direxion Shares ETF Trust Direxion Daily TSLA Bull 2X ETF · ETF

The expected move for TSLL 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).

TSLL straddle price & implied vol

60 sessions

Bars: 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 TSLL Expected Move
30-Day Straddle
$1.83
7-Day Straddle
$0.80
30-Day ATM IV
73.7%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to TSLL'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.
TSLL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $1.83 $0.80 73.7% 11%
20261023 $1.67 $0.86 75.8% 19%
20261022 $1.75 $1.01 78.7% 31%
20261021 $2.05 $1.43 86.3% 60%
20261020 $2.06 $1.49 88.7% 70%
20261019 $2.02 $1.18 89.8% 65%
20261016 $1.79 $1.29 91.4% 71%
20261015 $1.80 $1.37 84.5% 47%
20261014 $1.77 $1.30 81.4% 34%
20261013 $1.84 $1.38 82.2% 36%
20261012 $1.90 $0.72 81.8% 35%
20261009 $1.89 $0.82 82.6% 38%
20261008 $1.90 $0.91 84.9% 45%
20261007 $1.92 $0.96 83.9% 42%
20261006 $2.00 $1.02 83.0% 39%
20261005 $2.15 $0.66 88.1% 55%
20261002 $1.87 $0.77 83.7% 41%
20261001 $1.81 $0.84 89.8% 60%
20260930 $1.73 $0.90 84.7% 44%
20260929 $1.75 $0.92 85.0% 45%
20260928 $1.88 $0.69 87.9% 55%
20260925 $1.89 $0.92 86.0% 48%
20260924 $2.05 $1.03 86.1% 49%
20260923 $2.15 $1.17 88.5% 56%
20260922 $2.08 $1.19 84.9% 45%
20260921 $2.06 $0.70 84.6% 44%
20260918 $1.76 $0.78 80.0% 29%
20260917 $1.75 $0.88 80.0% 29%
20260916 $1.71 $0.99 81.6% 34%
20260915 $1.75 $1.05 82.4% 37%
20260914 $1.75 $0.69 77.5% 21%
20260911 $1.56 $0.79 75.5% 15%
20260910 $1.65 $0.95 77.7% 22%
20260909 $1.87 $1.07 82.4% 37%
20260908 $1.88 $1.11 80.7% 31%
20260904 $1.54 $0.73 77.1% 20%
20260903 $1.91 $1.12 83.2% 39%
20260902 $1.76 $1.00 82.4% 37%
20260901 $1.68 $0.98 75.5% 15%
20260831 $1.86 $0.80 79.7% 28%
20260828 $1.49 $0.71 75.3% 14%
20260827 $1.71 $0.90 77.3% 20%
20260826 $1.60 $0.93 78.3% 24%
20260825 $1.62 $0.99 77.6% 21%
20260824 $1.70 $0.67 80.7% 31%
20260821 $1.75 $0.91 79.5% 28%
20260820 $1.65 $0.86 81.5% 34%
20260819 $1.73 $0.97 82.4% 37%
20260818 $1.63 $0.91 82.9% 38%
20260817 $1.57 $0.58 73.8% 9%
20260814 $1.47 $0.75 72.6% 5%
20260813 $1.45 $0.74 75.5% 15%
20260812 $1.35 $0.71 73.5% 8%
20260811 $1.41 $0.83 70.9% 0%
20260810 $1.50 $0.57 78.4% 17%
20260807 — — 80.5% 25%
20260806 $1.50 $0.80 86.7% 46%
20260805 $1.52 $0.88 78.7% 19%
20260804 $1.67 $1.00 89.6% 57%
20260803 $1.65 $0.70 86.6% 46%

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.