XMAG · Expected Move
Defiance Large Cap ex-Mag 7 ETF · ETF
The expected move for XMAG 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).
XMAG 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 XMAG Expected Move
30-Day Straddle
$1.07
7-Day Straddle
$1.07
30-Day ATM IV
27.1%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to XMAG'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.
XMAG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.07 | $1.07 | 27.1% | 57% |
| 20261021 | $1.10 | $1.10 | 19.3% | 23% |
| 20261020 | $2.05 | $2.05 | 18.8% | 20% |
| 20261019 | $1.30 | $1.30 | 18.9% | 21% |
| 20261016 | $1.35 | $3.12 | 21.3% | 31% |
| 20261015 | $1.07 | $0.90 | 20.4% | 28% |
| 20261014 | $1.15 | $0.95 | 20.0% | 26% |
| 20261013 | $1.10 | $0.88 | 20.6% | 28% |
| 20261012 | $1.17 | $0.88 | 23.1% | 39% |
| 20261009 | $3.08 | $0.82 | 23.3% | 40% |
| 20261008 | $1.18 | $0.90 | 22.0% | 35% |
| 20261007 | $1.18 | $0.90 | 22.5% | 36% |
| 20261006 | $1.17 | $0.88 | 22.4% | 36% |
| 20261005 | $1.15 | $0.90 | 21.2% | 31% |
| 20261002 | $0.95 | $0.95 | 21.0% | 30% |
| 20261001 | $0.97 | $0.97 | 20.8% | 29% |
| 20260930 | $1.05 | $1.05 | 20.9% | 30% |
| 20260929 | $1.00 | $1.00 | 21.0% | 30% |
| 20260928 | $0.97 | $0.97 | 20.3% | 27% |
| 20260925 | $1.00 | $1.00 | 19.9% | 25% |
| 20260924 | $1.00 | $1.00 | 19.3% | 23% |
| 20260923 | $0.98 | $0.98 | 19.6% | 24% |
| 20260922 | $1.05 | $1.05 | 19.7% | 24% |
| 20260921 | $1.00 | $1.00 | 20.7% | 29% |
| 20260918 | $1.20 | $2.38 | 17.8% | 16% |
| 20260917 | $1.12 | $0.88 | 17.4% | 14% |
| 20260916 | $1.10 | $0.93 | 18.7% | 20% |
| 20260915 | $1.25 | $1.05 | 17.0% | 13% |
| 20260914 | $1.12 | $0.85 | 16.5% | 10% |
| 20260911 | $1.10 | $0.95 | 16.6% | 6% |
| 20260910 | $1.18 | $1.02 | 16.8% | 6% |
| 20260909 | $1.18 | $0.95 | 16.1% | 5% |
| 20260908 | $1.17 | $0.97 | 16.1% | 5% |
| 20260904 | $1.15 | $0.93 | 15.1% | 2% |
| 20260903 | $1.15 | $0.93 | 16.9% | 6% |
| 20260902 | $0.98 | $0.98 | 16.6% | 6% |
| 20260901 | $0.98 | $0.98 | 20.9% | 15% |
| 20260831 | $0.70 | $0.70 | 23.5% | 21% |
| 20260828 | $2.85 | $2.85 | 18.5% | 10% |
| 20260827 | $0.82 | $0.82 | 18.3% | 9% |
| 20260826 | $1.07 | $1.07 | 17.8% | 8% |
| 20260825 | $1.12 | $1.12 | 17.9% | 8% |
| 20260824 | $5.53 | $5.53 | 17.5% | 7% |
| 20260821 | $1.12 | $3.02 | 16.7% | 5% |
| 20260820 | $1.10 | $0.57 | 17.8% | 8% |
| 20260819 | $1.12 | $0.93 | 16.1% | 4% |
| 20260818 | $1.20 | $0.90 | 16.7% | 5% |
| 20260817 | $1.23 | $1.02 | 14.5% | 1% |
| 20260814 | $0.82 | $1.18 | 14.2% | 0% |
| 20260813 | $0.85 | $0.68 | 15.3% | 2% |
| 20260812 | $1.23 | $0.97 | 15.3% | 2% |
| 20260811 | $1.23 | $0.95 | 15.5% | 3% |
| 20260810 | $1.88 | $1.30 | 22.9% | 19% |
| 20260806 | $5.00 | $5.00 | 18.7% | 10% |
| 20260805 | $1.38 | $1.38 | 19.2% | 11% |
| 20260804 | $1.30 | $1.30 | 25.3% | 24% |
| 20260803 | $1.12 | $1.12 | 25.3% | 24% |
| 20260731 | $1.48 | $1.48 | 23.0% | 19% |
| 20260730 | $1.50 | $1.50 | 26.9% | 27% |
| 20260729 | $1.50 | $1.50 | 32.3% | 39% |
More on XMAG
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.