TSLS · Expected Move

Direxion Shares ETF Trust Direxion Daily TSLA Bear 1X ETF · ETF

The expected move for TSLS 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).

TSLS 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 TSLS Expected Move
30-Day Straddle
$5.85
7-Day Straddle
$2.85
30-Day ATM IV
46.9%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to TSLS'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.
TSLS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261113 $5.85 $2.85 46.9% 49%
20261112 $5.47 $3.00 44.2% 35%
20261111 $5.47 $2.92 42.6% 26%
20261110 $5.82 $3.25 45.7% 43%
20261109 $7.00 $3.73 48.1% 56%
20261106 $7.85 $4.93 52.6% 80%
20261105 $8.45 $5.97 56.4% 100%
20261104 $3.80 $3.80 44.4% 55%
20261103 $4.47 $4.47 47.5% 80%
20261102 $4.15 $4.15 45.4% 63%
20261030 $4.30 $4.30 43.6% 49%
20261029 $3.70 $3.70 38.5% 7%
20261028 $3.72 $3.72 38.2% 4%
20261027 $4.15 $4.15 40.9% 26%
20261026 $4.40 $4.40 40.5% 23%
20261023 $4.85 $4.85 40.6% 24%
20261022 $5.15 $5.15 42.6% 40%
20261021 $5.22 $5.22 43.9% 51%
20261020 $5.70 $5.70 45.5% 64%
20261019 $5.68 $5.68 44.0% 52%
20261016 $6.50 $2.23 46.3% 71%
20261015 $6.12 $1.42 43.9% 51%
20261014 $6.00 $1.62 43.0% 43%
20261013 $5.85 $1.93 42.1% 36%
20261012 $5.80 $2.12 41.3% 29%
20261009 $5.93 $2.48 41.7% 33%
20261008 $5.90 $2.28 39.7% 17%
20261007 $6.40 $2.62 42.1% 36%
20261006 $6.20 $2.78 41.4% 31%
20261005 $6.20 $3.15 40.5% 23%
20261002 $3.38 $3.38 40.8% 26%
20261001 $3.78 $3.78 41.9% 34%
20260930 $4.00 $4.00 42.6% 40%
20260929 $4.05 $4.05 41.5% 31%
20260928 $4.03 $4.03 41.6% 32%
20260925 $4.17 $4.17 41.4% 30%
20260924 $4.08 $4.08 40.1% 20%
20260923 $4.28 $4.28 40.8% 26%
20260922 $4.53 $4.53 41.1% 28%
20260921 $4.60 $4.60 41.4% 30%
20260918 $5.10 $2.00 40.9% 26%
20260917 $5.28 $1.32 42.0% 35%
20260916 $5.45 $1.80 41.9% 35%
20260915 $5.42 $2.15 40.5% 23%
20260914 $5.35 $2.23 40.0% 19%
20260911 $5.47 $2.52 39.9% 18%
20260910 $5.88 $2.83 41.5% 32%
20260909 $6.00 $2.95 42.0% 36%
20260908 $5.92 $3.20 41.2% 28%
20260904 $6.28 $3.58 40.1% 20%
20260903 $6.55 $3.83 43.7% 49%
20260902 $3.98 $3.98 41.2% 29%
20260901 $4.10 $4.10 40.1% 19%
20260831 $4.07 $4.07 41.3% 29%
20260828 $4.30 $4.30 38.2% 4%
20260827 $4.47 $4.47 39.6% 16%
20260826 $4.80 $4.80 40.2% 20%
20260825 $4.92 $4.92 40.4% 23%
20260824 $4.85 $4.85 39.6% 16%
20260821 $5.10 $1.50 40.9% 26%

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.