WFH · Expected Move
Direxion Work From Home ETF · ETF
The expected move for WFH 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).
WFH 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 WFH Expected Move
30-Day Straddle
$3.05
7-Day Straddle
$3.05
30-Day ATM IV
26.4%
IV Rank
81%
Implied one-standard-deviation move through the next 30 days. Compare to WFH'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.
WFH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251023 | $3.05 | $3.05 | 26.4% | 81% |
| 20251022 | $2.90 | $2.90 | 28.7% | 100% |
| 20251021 | $3.00 | $3.00 | 25.1% | 77% |
| 20251020 | $3.30 | $3.30 | 25.9% | 86% |
| 20251017 | $3.65 | $2.23 | 27.0% | 96% |
| 20251016 | $3.35 | $2.30 | 26.1% | 87% |
| 20251015 | $3.50 | $2.60 | 20.6% | 34% |
| 20251014 | $4.20 | $2.38 | 21.0% | 38% |
| 20251013 | $3.60 | $2.75 | 24.3% | 70% |
| 20251010 | $3.90 | $3.12 | 27.4% | 100% |
| 20251009 | $3.45 | $2.55 | 21.3% | 51% |
| 20251008 | $3.50 | $2.83 | 23.4% | 77% |
| 20251007 | $3.35 | $2.58 | 25.3% | 100% |
| 20251006 | $3.85 | $3.45 | 20.8% | 51% |
| 20251003 | $2.15 | $2.15 | 21.0% | 54% |
| 20251002 | $2.15 | $2.15 | 20.6% | 48% |
| 20251001 | $2.25 | $2.25 | 20.6% | 34% |
| 20250930 | $2.33 | $2.33 | 20.0% | 29% |
| 20250929 | $2.58 | $2.58 | 21.2% | 41% |
| 20250926 | $2.80 | $2.80 | 21.2% | 40% |
| 20250925 | $2.88 | $2.88 | 21.3% | 41% |
| 20250924 | $3.08 | $3.08 | 21.5% | 43% |
| 20250923 | $2.98 | $2.98 | 20.9% | 37% |
| 20250922 | $3.10 | $3.10 | 20.6% | 34% |
| 20250919 | $3.00 | $1.00 | 17.9% | 7% |
| 20250918 | $2.83 | $1.23 | 17.7% | 6% |
| 20250917 | $2.92 | $1.45 | 17.8% | 6% |
| 20250916 | $3.10 | $1.45 | 18.8% | 13% |
| 20250915 | $3.08 | $1.48 | 18.4% | 10% |
| 20250912 | $3.30 | $1.55 | 18.2% | 9% |
| 20250911 | $3.12 | $1.52 | 17.7% | 4% |
| 20250910 | $3.23 | $1.85 | 18.5% | 11% |
| 20250909 | $3.28 | $1.67 | 17.6% | 4% |
| 20250908 | $3.35 | $1.70 | 18.0% | 7% |
| 20250905 | $3.40 | $2.05 | 18.8% | 13% |
| 20250904 | $3.55 | $2.00 | 19.3% | 14% |
| 20250903 | $2.25 | $2.25 | 20.4% | 21% |
| 20250902 | $2.70 | $2.70 | 21.8% | 28% |
| 20250829 | $2.45 | $2.45 | 19.6% | 13% |
| 20250828 | $2.25 | $2.25 | 18.0% | 4% |
| 20250827 | $2.50 | $2.50 | 18.8% | 7% |
| 20250826 | $2.62 | $2.62 | 19.8% | 11% |
| 20250825 | $2.65 | $2.65 | 19.0% | 7% |
| 20250822 | $2.88 | $2.88 | 18.8% | 7% |
| 20250821 | $2.95 | $2.95 | 20.4% | 11% |
| 20250820 | $3.05 | $3.05 | 20.3% | 10% |
| 20250819 | $2.83 | $2.83 | 18.3% | 4% |
| 20250818 | $2.73 | $2.73 | 17.3% | 0% |
| 20250815 | $2.80 | $1.17 | 17.2% | 0% |
| 20250814 | $3.00 | $1.70 | 17.2% | 0% |
| 20250813 | $2.95 | $1.20 | 17.3% | 0% |
| 20250812 | $3.02 | $1.25 | 17.8% | 0% |
| 20250811 | $3.20 | $1.40 | 18.9% | 2% |
| 20250808 | $3.33 | $1.50 | 19.4% | 3% |
| 20250807 | $3.58 | $1.68 | 20.4% | 5% |
| 20250806 | $3.73 | $1.75 | 20.2% | 5% |
| 20250805 | $4.08 | $2.12 | 21.2% | 7% |
| 20250804 | $3.75 | $1.85 | 21.3% | 7% |
| 20250801 | $2.38 | $2.38 | 23.2% | 11% |
| 20250731 | $2.25 | $2.25 | 23.3% | 12% |
More on WFH
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.