TYO · Expected Move
Direxion Daily 7-10 Year Treasury Bear 3X ETF · ETF
The expected move for TYO 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).
TYO 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 TYO Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$4.90
Avg IV
98.2%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to TYO'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.
TYO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261001 | $4.90 | $4.90 | 98.2% | 53% |
| 20260930 | $0.70 | $0.70 | 35.6% | 15% |
| 20260929 | $0.78 | $0.78 | 48.5% | 23% |
| 20260928 | $0.77 | $0.77 | 78.4% | 41% |
| 20260925 | $0.70 | $0.70 | 56.5% | 28% |
| 20260924 | $0.82 | $0.82 | 27.8% | 11% |
| 20260923 | $0.68 | $0.68 | 45.3% | 21% |
| 20260922 | $0.57 | $0.57 | 52.1% | 25% |
| 20260921 | $0.78 | $0.78 | 55.5% | 27% |
| 20260918 | $0.70 | $0.30 | 47.2% | 22% |
| 20260917 | $0.83 | $0.53 | 45.2% | 21% |
| 20260916 | $0.75 | $0.30 | 57.8% | 29% |
| 20260915 | $0.80 | $0.38 | 42.8% | 20% |
| 20260914 | $0.82 | $0.42 | 31.9% | 13% |
| 20260911 | $0.85 | $0.50 | 56.0% | 28% |
| 20260910 | $0.88 | $0.62 | 55.1% | 27% |
| 20260909 | $0.65 | $0.38 | 43.9% | 20% |
| 20260908 | $0.60 | $0.32 | 46.6% | 22% |
| 20260904 | $0.65 | $0.38 | 54.8% | 27% |
| 20260903 | $0.70 | $0.40 | 39.1% | 17% |
| 20260902 | $0.40 | $0.40 | 93.0% | 50% |
| 20260901 | $0.43 | $0.43 | 44.4% | 21% |
| 20260831 | $0.43 | $0.43 | 55.4% | 27% |
| 20260828 | $0.47 | $0.47 | 71.3% | 37% |
| 20260827 | $0.55 | $0.55 | 78.1% | 41% |
| 20260826 | $0.62 | $0.62 | 33.6% | 14% |
| 20260825 | $0.62 | $0.62 | 66.2% | 34% |
| 20260824 | $0.57 | $0.57 | 61.9% | 31% |
| 20260821 | $0.57 | $0.28 | 68.3% | 35% |
| 20260820 | $0.62 | $0.40 | 59.4% | 30% |
| 20260819 | $0.67 | $0.62 | 10.2% | 0% |
| 20260818 | $0.70 | $0.90 | 58.3% | 28% |
| 20260817 | $0.62 | $0.35 | 39.4% | 16% |
| 20260814 | $0.70 | $0.45 | 62.8% | 30% |
| 20260813 | $0.72 | $0.98 | 54.1% | 25% |
| 20260812 | $0.73 | $0.42 | 52.4% | 24% |
| 20260811 | $0.72 | $0.42 | 77.4% | 39% |
| 20260810 | $0.72 | $0.42 | 13.3% | 0% |
| 20260806 | $0.82 | $0.58 | 34.7% | 13% |
| 20260805 | $0.55 | $0.55 | 35.3% | 13% |
| 20260804 | $0.38 | $0.38 | 51.0% | 23% |
| 20260803 | $0.53 | $0.53 | 39.3% | 16% |
| 20260731 | $1.18 | $1.18 | 32.4% | 11% |
| 20260730 | $0.68 | $0.68 | 31.2% | 11% |
| 20260729 | $0.65 | $0.65 | 39.2% | 16% |
| 20260728 | $0.62 | $0.62 | 44.0% | 19% |
| 20260727 | $0.45 | $0.45 | 74.9% | 38% |
| 20260724 | $0.65 | $0.65 | 30.2% | 10% |
| 20260723 | $0.70 | $0.70 | 56.5% | 26% |
| 20260722 | $0.70 | $0.70 | 37.3% | 14% |
| 20260721 | $0.72 | $0.72 | 34.2% | 13% |
| 20260720 | $0.62 | $0.62 | 63.4% | 30% |
| 20260716 | $0.57 | $0.90 | 29.8% | 10% |
| 20260715 | $1.32 | $0.35 | 37.9% | 15% |
| 20260714 | $0.68 | $0.93 | 30.5% | 10% |
| 20260713 | $0.75 | $0.98 | 33.2% | 12% |
| 20260710 | $0.65 | $0.35 | 35.3% | 13% |
| 20260709 | $0.65 | $0.95 | 28.5% | 9% |
| 20260708 | $0.50 | $1.20 | 34.4% | 13% |
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.