TYD · Expected Move
Direxion Daily 7-10 Year Treasury Bull 3X ETF · ETF
The expected move for TYD 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).
TYD 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 TYD Expected Move
30-Day Straddle
$0.80
7-Day Straddle
$0.80
Avg IV
59.1%
IV Rank
86%
Implied one-standard-deviation move through the next 30 days. Compare to TYD'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.
TYD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261001 | $0.80 | $0.80 | 59.1% | 86% |
| 20260930 | $0.82 | $0.82 | 45.7% | 46% |
| 20260929 | $0.82 | $0.82 | 56.1% | 77% |
| 20260928 | $0.85 | $0.85 | 48.6% | 55% |
| 20260925 | $0.93 | $0.93 | 44.2% | 41% |
| 20260924 | $0.97 | $0.97 | 48.5% | 54% |
| 20260923 | $0.85 | $0.85 | 51.0% | 62% |
| 20260922 | $0.72 | $0.72 | 41.5% | 33% |
| 20260921 | $0.78 | $0.78 | 55.9% | 77% |
| 20260918 | $0.80 | $0.25 | 58.5% | 85% |
| 20260917 | $1.03 | $0.55 | 46.4% | 48% |
| 20260916 | $0.90 | $0.43 | 63.0% | 98% |
| 20260915 | $0.97 | $0.50 | 51.6% | 65% |
| 20260914 | $0.92 | $0.53 | 48.2% | 55% |
| 20260911 | $0.95 | $0.57 | 49.7% | 59% |
| 20260910 | $1.15 | $0.70 | 46.8% | 47% |
| 20260909 | $0.90 | $0.50 | 45.0% | 42% |
| 20260908 | $0.88 | $0.72 | 45.4% | 43% |
| 20260904 | $0.95 | $0.70 | 41.1% | 32% |
| 20260903 | $1.00 | $0.75 | 40.5% | 30% |
| 20260902 | $0.80 | $0.80 | 53.0% | 64% |
| 20260901 | $0.55 | $0.55 | 53.5% | 65% |
| 20260831 | $0.82 | $0.82 | 50.2% | 56% |
| 20260828 | $0.70 | $0.70 | 51.0% | 58% |
| 20260827 | $0.72 | $0.72 | 49.5% | 54% |
| 20260826 | $0.75 | $0.75 | 43.5% | 38% |
| 20260825 | $0.72 | $0.72 | 33.0% | 10% |
| 20260824 | $0.72 | $0.72 | 47.5% | 49% |
| 20260821 | $0.75 | $1.73 | 49.1% | 53% |
| 20260820 | $0.85 | $0.58 | 44.6% | 41% |
| 20260819 | $0.72 | $0.22 | 34.9% | 15% |
| 20260818 | $0.90 | $0.35 | 45.1% | 42% |
| 20260817 | $0.90 | $0.68 | 44.2% | 40% |
| 20260814 | $0.82 | $0.42 | 44.2% | 40% |
| 20260813 | $0.85 | $0.32 | 41.0% | 32% |
| 20260812 | $0.93 | $0.43 | 41.1% | 32% |
| 20260811 | $0.95 | $0.47 | 38.8% | 26% |
| 20260810 | $1.00 | $0.60 | 37.3% | 21% |
| 20260806 | $1.05 | $0.57 | 38.0% | 21% |
| 20260805 | $0.60 | $0.60 | 50.9% | 51% |
| 20260804 | $0.57 | $0.57 | 52.5% | 55% |
| 20260803 | $0.72 | $0.72 | 42.4% | 31% |
| 20260731 | $0.80 | $0.80 | 53.0% | 56% |
| 20260730 | $0.77 | $0.77 | 45.8% | 39% |
| 20260729 | $0.82 | $0.82 | 36.0% | 16% |
| 20260728 | $0.80 | $0.80 | 36.6% | 17% |
| 20260727 | $0.80 | $0.80 | 37.4% | 19% |
| 20260724 | $0.88 | $0.88 | 43.6% | 34% |
| 20260723 | $1.07 | $1.07 | 33.9% | 11% |
| 20260722 | $0.82 | $0.82 | 40.9% | 28% |
| 20260721 | $0.85 | $0.85 | 34.3% | 12% |
| 20260720 | $0.85 | $0.85 | 37.2% | 19% |
| 20260716 | $0.88 | $0.23 | 30.7% | 3% |
| 20260715 | $0.97 | $0.40 | 33.6% | 10% |
| 20260714 | $0.82 | $0.33 | 32.7% | 8% |
| 20260713 | $1.00 | $0.38 | 34.1% | 11% |
| 20260710 | $1.00 | $0.43 | 30.4% | 3% |
| 20260709 | $1.05 | $0.53 | 31.3% | 5% |
| 20260708 | $1.05 | $0.50 | 39.2% | 23% |
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.