UDN · Expected Move

Invesco DB US Dollar Index Bearish Fund · ETF

The expected move for UDN 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).

UDN 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 UDN Expected Move
30-Day Straddle
$7.92
7-Day Straddle
$7.92
30-Day ATM IV
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IV Rank
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Implied one-standard-deviation move through the next 30 days. Compare to UDN'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.
UDN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260302 $7.92 $7.92 — —
20260227 $7.92 $7.92 — —
20260226 $10.50 $10.50 33.6% 51%
20260225 $0.53 $0.53 — —
20260224 $2.75 $2.75 35.3% 55%
20260223 $7.97 $7.97 — —
20260221 $0.50 $0.50 — —
20260220 $0.50 $7.90 21.2% 28%
20260219 $0.57 $0.55 18.4% 22%
20260218 $0.55 $0.57 28.2% 41%
20260217 $0.78 $1.38 31.7% 48%
20260213 $0.75 $0.45 16.7% 19%
20260212 $0.58 $0.38 17.9% 21%
20260211 $0.67 $0.30 15.2% 16%
20260210 $0.60 $0.38 14.4% 15%
20260209 $0.60 $0.88 17.3% 20%
20260206 $0.62 $0.93 17.2% 20%
20260205 $0.60 $0.50 20.6% 27%
20260204 $0.40 $0.40 26.3% 37%
20260203 $7.95 $7.95 — —
20260202 $0.57 $0.57 15.6% 17%
20260130 $0.58 $0.58 16.4% 19%
20260129 $0.48 $0.48 19.8% 25%
20260128 $0.60 $0.60 15.0% 16%
20260127 $0.45 $0.45 18.7% 23%
20260126 $0.55 $0.55 17.1% 20%
20260123 $0.40 $0.40 13.7% 13%
20260122 $0.43 $0.43 11.9% 10%
20260121 $0.40 $0.40 11.5% 9%
20260120 $0.65 $0.65 16.1% 18%
20260116 $0.33 $0.95 7.4% 1%
20260115 $0.50 $0.10 12.8% 12%
20260114 $0.47 $0.15 12.2% 11%
20260113 $0.50 $0.12 11.8% 10%
20260112 $0.43 $0.20 13.7% 13%
20260109 $0.55 $0.12 13.6% 13%
20260108 $0.60 $0.17 29.1% 43%
20260107 $7.95 $0.25 16.0% 18%
20260106 $0.62 $0.25 14.3% 15%
20260105 $2.00 $0.33 18.2% 22%
20260102 $7.53 $7.53 17.2% 20%
20251231 $7.53 $7.53 — —
20251230 $0.35 $0.35 — —
20251229 $7.70 $7.70 9.0% 4%
20251226 $8.00 $8.00 — —
20251224 $7.90 $7.90 — —
20251223 $0.40 $0.40 13.4% 13%
20251222 $0.47 $0.47 — —
20251219 $8.28 $0.50 — —
20251218 $0.78 $0.20 — —
20251217 $0.73 $0.28 — —
20251216 $0.68 $7.70 — —
20251215 $0.83 $0.38 — —
20251212 $0.88 $0.38 — —
20251211 $0.85 $0.38 — —
20251210 $0.97 $0.43 59.2% 100%
20251209 $0.97 $0.43 16.0% 37%
20251208 $1.00 $0.43 — —
20251205 $0.75 $0.42 — —
20251204 $0.83 $0.43 — —

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.