UTSL · Expected Move

Direxion Daily Utilities Bull 3X ETF · ETF

The expected move for UTSL 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).

UTSL straddle price & implied vol

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current UTSL Expected Move
30-Day Straddle
$2.92
7-Day Straddle
$2.92
Avg IV
119.7%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to UTSL'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.
UTSL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $2.92 $2.92 119.7% 100%
20261001 $3.12 $3.12 115.0% 100%
20260930 $2.85 $2.85 103.7% 100%
20260929 $3.28 $3.28 95.7% 100%
20260928 $3.17 $3.17 95.1% 100%
20260925 $3.30 $3.30 88.4% 88%
20260924 $2.85 $2.85 86.5% 84%
20260923 $3.10 $3.10 81.6% 73%
20260922 $2.92 $2.92 74.0% 56%
20260921 $3.25 $3.25 66.9% 40%
20260918 $3.40 $0.80 65.0% 36%
20260917 $3.47 $1.12 62.4% 30%
20260916 $3.67 $1.30 65.9% 38%
20260915 $4.15 $2.02 64.4% 34%
20260914 $3.75 $1.60 59.0% 22%
20260911 $4.30 $1.90 52.5% 8%
20260910 $4.50 $2.20 52.3% 6%
20260909 $4.53 $2.12 49.9% 2%
20260908 $4.75 $2.65 50.7% 3%
20260904 $4.78 $2.50 49.0% 0%
20260903 $4.75 $2.92 49.9% 0%
20260902 $2.60 $2.60 80.9% 59%
20260901 $3.05 $3.05 86.1% 70%
20260831 $2.92 $2.92 82.3% 62%
20260828 $3.15 $3.15 72.3% 41%
20260827 $3.42 $3.42 69.1% 35%
20260826 $3.50 $3.50 61.5% 19%
20260825 $3.78 $3.78 62.7% 21%
20260824 $3.78 $3.78 67.6% 31%
20260821 $4.10 $2.33 66.0% 28%
20260820 $4.12 $1.38 57.2% 10%
20260819 $4.10 $1.60 55.7% 7%
20260818 $3.92 $1.65 55.5% 6%
20260817 $4.45 $1.90 53.5% 2%
20260814 $4.55 $2.28 52.4% 0%
20260813 $5.10 $2.12 53.2% 0%
20260812 $5.10 $2.52 56.7% 5%
20260811 $5.33 $2.75 58.7% 10%
20260810 $5.58 $2.83 60.0% 12%
20260806 $6.08 $3.58 55.6% 3%
20260805 $3.38 $3.38 77.2% 49%
20260804 $3.95 $3.95 75.0% 45%
20260803 $3.50 $3.50 72.1% 38%
20260731 $4.05 $4.05 82.6% 61%
20260730 $4.15 $4.15 71.7% 37%
20260729 $4.22 $4.22 75.9% 47%
20260728 $5.03 $5.03 83.1% 62%
20260727 $5.67 $5.67 67.6% 29%
20260724 $5.10 $5.10 76.0% 47%
20260723 $5.70 $5.70 72.7% 40%
20260722 $5.55 $5.55 71.4% 37%
20260721 $5.47 $5.47 66.3% 26%
20260720 $4.68 $4.68 63.5% 20%
20260716 $5.80 $2.05 67.6% 29%
20260715 $5.70 $1.93 64.2% 21%
20260714 $5.97 $2.35 64.1% 21%
20260713 $5.78 $2.65 62.1% 17%
20260710 $6.00 $2.72 61.0% 15%
20260709 $6.18 $2.95 69.0% 32%

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.