WEBS · Expected Move
Direxion Daily Dow Jones Internet Bear 3X ETF · ETF
The expected move for WEBS 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).
WEBS 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 WEBS Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
Avg IV
119.4%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to WEBS'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.
WEBS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261001 | $5.00 | $5.00 | 119.4% | 31% |
| 20260930 | $1.20 | $1.20 | 115.1% | 29% |
| 20260929 | $1.35 | $1.35 | 109.0% | 26% |
| 20260928 | $1.48 | $1.48 | 104.8% | 24% |
| 20260925 | $1.30 | $1.30 | 105.5% | 24% |
| 20260924 | $1.30 | $1.30 | 98.8% | 21% |
| 20260923 | $1.35 | $1.35 | 74.0% | 9% |
| 20260922 | $1.32 | $1.32 | 78.3% | 11% |
| 20260921 | $1.27 | $1.27 | 115.1% | 29% |
| 20260918 | $1.52 | $2.98 | 85.8% | 15% |
| 20260917 | $1.40 | $0.98 | 94.9% | 19% |
| 20260916 | $1.62 | $0.93 | 75.9% | 10% |
| 20260915 | $1.62 | $1.15 | 78.4% | 11% |
| 20260914 | $1.52 | $1.27 | 91.6% | 17% |
| 20260911 | $1.83 | $1.12 | 73.9% | 9% |
| 20260910 | $1.85 | $1.15 | 73.3% | 8% |
| 20260909 | $1.70 | $1.20 | 63.0% | 3% |
| 20260908 | $1.90 | $1.35 | 59.2% | 1% |
| 20260904 | $1.77 | $1.70 | 59.1% | 1% |
| 20260903 | $1.85 | $1.88 | 56.3% | 0% |
| 20260902 | $1.75 | $1.75 | 258.5% | 100% |
| 20260901 | $1.73 | $1.73 | 242.5% | 93% |
| 20260831 | $1.90 | $1.90 | 254.9% | 100% |
| 20260828 | $1.60 | $1.60 | 248.8% | 100% |
| 20260827 | $1.62 | $1.62 | 249.5% | 100% |
| 20260826 | $1.55 | $1.55 | 211.6% | 90% |
| 20260825 | $1.55 | $1.55 | 205.6% | 86% |
| 20260824 | $1.55 | $1.55 | 199.8% | 83% |
| 20260821 | $1.45 | $2.92 | 188.3% | 75% |
| 20260820 | $1.65 | $0.82 | 178.8% | 69% |
| 20260819 | $1.55 | $0.93 | 181.5% | 71% |
| 20260818 | $1.70 | $0.98 | 167.3% | 62% |
| 20260817 | $1.73 | $1.00 | 177.3% | 68% |
| 20260814 | $1.83 | $0.97 | 180.6% | 70% |
| 20260813 | $1.93 | $0.95 | 192.2% | 78% |
| 20260812 | $1.78 | $1.05 | 178.8% | 69% |
| 20260811 | $1.80 | $1.10 | 170.9% | 64% |
| 20260810 | $2.17 | $1.43 | 185.3% | 73% |
| 20260806 | $2.40 | $1.83 | 148.5% | 50% |
| 20260805 | $1.85 | $1.85 | 146.5% | 48% |
| 20260804 | $1.65 | $1.65 | 147.7% | 49% |
| 20260803 | $1.88 | $1.88 | 131.2% | 39% |
| 20260731 | $1.92 | $1.92 | 92.4% | 15% |
| 20260730 | $2.12 | $2.12 | 85.8% | 10% |
| 20260729 | $2.15 | $2.15 | 90.0% | 13% |
| 20260728 | $2.08 | $2.08 | 90.1% | 14% |
| 20260727 | $2.20 | $2.20 | 80.5% | 8% |
| 20260724 | $2.52 | $2.52 | 79.4% | 9% |
| 20260723 | $2.62 | $2.62 | 82.8% | 11% |
| 20260722 | $2.45 | $2.45 | 77.9% | 8% |
| 20260721 | $2.27 | $2.27 | 79.3% | 8% |
| 20260720 | $2.30 | $2.30 | 80.3% | 9% |
| 20260716 | $2.45 | $1.12 | 79.2% | 8% |
| 20260715 | $2.62 | $1.23 | 83.1% | 11% |
| 20260714 | $2.42 | $1.27 | 77.8% | 8% |
| 20260713 | $2.42 | $1.30 | 85.6% | 12% |
| 20260710 | $2.65 | $1.62 | 83.4% | 11% |
| 20260709 | $2.45 | $1.38 | 85.7% | 12% |
| 20260708 | $2.83 | $1.62 | 72.6% | 4% |
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.