USOY · Expected Move
Defiance Oil Enhanced Options Income ETF · ETF
The expected move for USOY 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).
USOY straddle price & implied vol
60 sessionsBars: 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 USOY Expected Move
30-Day Straddle
$0.95
7-Day Straddle
$0.40
30-Day ATM IV
50.5%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to USOY'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.
USOY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $0.95 | $0.40 | 50.5% | 29% |
| 20261008 | $1.12 | $0.47 | 44.8% | 21% |
| 20261007 | $0.70 | $0.45 | 41.1% | 15% |
| 20261006 | $1.35 | $1.48 | 44.3% | 20% |
| 20261005 | $1.30 | $0.50 | 55.2% | 36% |
| 20261002 | $0.65 | $0.65 | 62.1% | 46% |
| 20261001 | $0.53 | $0.53 | 51.0% | 30% |
| 20260930 | $0.60 | $0.60 | 43.3% | 19% |
| 20260929 | $0.47 | $0.47 | 45.0% | 21% |
| 20260928 | $0.60 | $0.60 | 48.7% | 27% |
| 20260925 | $1.03 | $1.03 | 55.1% | 36% |
| 20260924 | $0.78 | $0.78 | 64.9% | 51% |
| 20260923 | $0.90 | $0.90 | 48.0% | 26% |
| 20260922 | $0.50 | $0.50 | 40.0% | 14% |
| 20260921 | $1.02 | $1.02 | 52.4% | 32% |
| 20260918 | $0.90 | $1.77 | 50.0% | 29% |
| 20260917 | $1.07 | $0.38 | — | — |
| 20260916 | $0.85 | $0.65 | 48.9% | 27% |
| 20260915 | $1.12 | $0.38 | 60.3% | 44% |
| 20260914 | $0.78 | $2.70 | — | — |
| 20260911 | $3.45 | $2.90 | 54.7% | 36% |
| 20260910 | $1.23 | $0.47 | — | — |
| 20260909 | $3.48 | $1.80 | 69.0% | 57% |
| 20260908 | $0.72 | $0.55 | 43.6% | 19% |
| 20260904 | $0.75 | $0.38 | 37.7% | 11% |
| 20260903 | $0.70 | $0.55 | 50.8% | 30% |
| 20260902 | $0.45 | $0.45 | 43.9% | 20% |
| 20260901 | $0.65 | $0.65 | 38.4% | 12% |
| 20260831 | $1.70 | $1.70 | 38.2% | 11% |
| 20260828 | $0.68 | $0.68 | 55.2% | 36% |
| 20260827 | $0.57 | $0.57 | 46.1% | 23% |
| 20260826 | $0.72 | $0.72 | 51.8% | 31% |
| 20260825 | $0.65 | $0.65 | 47.9% | 26% |
| 20260824 | $0.62 | $0.62 | 39.0% | 12% |
| 20260821 | $0.62 | $0.70 | 42.7% | 18% |
| 20260820 | $0.68 | $0.70 | 41.7% | 16% |
| 20260819 | $0.68 | $0.35 | 44.7% | 21% |
| 20260818 | $0.80 | $0.38 | 47.0% | 24% |
| 20260817 | $1.02 | $1.47 | 64.3% | 43% |
| 20260814 | $0.88 | $0.47 | 65.6% | 45% |
| 20260813 | $0.88 | $0.68 | 63.0% | 41% |
| 20260812 | $0.90 | $0.75 | 64.2% | 43% |
| 20260811 | $1.00 | $0.90 | 60.2% | 38% |
| 20260810 | $1.02 | $0.40 | 56.7% | 33% |
| 20260807 | — | — | 71.7% | 52% |
| 20260806 | $0.85 | $0.95 | — | — |
| 20260805 | $0.62 | $0.62 | 64.6% | 43% |
| 20260804 | $0.95 | $0.95 | 60.7% | 38% |
| 20260803 | $0.72 | $0.72 | 56.4% | 33% |
| 20260731 | $0.62 | $0.62 | 58.9% | 36% |
| 20260730 | $0.70 | $0.70 | 51.7% | 27% |
| 20260729 | $0.75 | $0.75 | 56.2% | 33% |
| 20260728 | $0.70 | $0.70 | 55.9% | 32% |
| 20260727 | $1.20 | $1.20 | 56.9% | 34% |
| 20260724 | $2.05 | $2.05 | 57.7% | 35% |
| 20260723 | $1.27 | $1.27 | 68.8% | 49% |
| 20260722 | $1.22 | $1.22 | 67.9% | 48% |
| 20260721 | $0.75 | $0.75 | 49.2% | 24% |
| 20260720 | $0.85 | $0.85 | 48.6% | 41% |
| 20260716 | $0.80 | $0.70 | 54.1% | 46% |
More on USOY
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.