XXCH · Expected Move

Direxion Daily MSCI Emerging Markets ex China Bull 2X Shares · ETF

The expected move for XXCH 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).

XXCH straddle price & implied vol

60 sessions

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

Current XXCH Expected Move
30-Day Straddle
$2.62
7-Day Straddle
$2.62
Avg IV
68.8%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to XXCH'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.
XXCH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20251023 $2.62 $2.62 68.8% 33%
20251022 $2.70 $2.70 59.9% 27%
20251021 $2.67 $2.67 60.3% 27%
20251020 $2.78 $2.78 67.3% 32%
20251017 $2.88 $2.25 58.4% 25%
20251016 $3.10 $2.40 52.3% 21%
20251015 $3.08 $2.62 58.6% 26%
20251014 $2.95 $2.40 42.7% 14%
20251013 $2.98 $2.45 52.8% 21%
20251010 $3.10 $2.67 45.0% 15%
20251009 $2.98 $2.52 52.8% 21%
20251008 $3.00 $2.53 42.7% 14%
20251007 $3.00 $2.62 53.1% 21%
20251006 $2.98 $2.62 42.8% 14%
20251003 $3.70 $3.70 102.3% 58%
20251002 $3.60 $3.60 130.6% 79%
20251001 $3.70 $3.70 89.5% 49%
20250930 $3.75 $3.75 79.3% 41%
20250929 $3.80 $3.80 104.3% 60%
20250926 $3.80 $3.80 66.9% 32%
20250925 $3.85 $3.85 62.1% 28%
20250924 $3.95 $3.95 100.7% 57%
20250923 $3.95 $3.95 72.1% 36%
20250922 $4.00 $4.00 76.4% 39%
20250919 $3.95 $3.20 75.9% 38%
20250918 $4.00 $3.35 63.2% 29%
20250917 $4.10 $3.50 91.2% 50%
20250916 $4.05 $3.50 80.9% 42%
20250915 $4.00 $3.45 55.5% 23%
20250912 $4.05 $3.50 64.3% 30%
20250911 $4.00 $3.50 47.6% 17%
20250910 $4.10 $3.50 42.4% 13%
20250909 $4.15 $3.65 36.6% 9%
20250908 $4.10 $3.60 37.5% 10%
20250905 $4.15 $3.70 56.9% 24%
20250904 $4.20 $3.75 35.5% 8%
20250903 $3.75 $3.75 50.3% 19%
20250902 $3.85 $3.85 54.6% 23%
20250829 $3.80 $3.80 43.9% 15%
20250828 $3.95 $3.95 32.9% 6%
20250827 $3.95 $3.95 36.8% 9%
20250826 $3.90 $3.90 36.5% 9%
20250825 $3.90 $3.90 39.8% 12%
20250822 $3.80 $3.80 25.2% 1%
20250821 $4.00 $4.00 41.3% 13%
20250820 $3.95 $3.95 37.2% 10%
20250819 $4.00 $4.00 40.0% 12%
20250818 $4.05 $4.05 28.0% 3%
20250815 $4.05 $3.30 32.7% 6%
20250814 $4.00 $3.35 31.6% 5%
20250813 $4.10 $3.35 32.4% 5%
20250812 $4.10 $3.55 29.7% 4%
20250811 $4.15 $3.50 33.0% 6%
20250808 $4.20 $3.50 30.9% 4%
20250807 $4.10 $3.45 46.0% 14%
20250806 $4.10 $3.45 26.1% 1%
20250805 $4.40 $3.80 35.3% 7%
20250804 $4.35 $3.70 24.3% 0%
20250801 $3.70 $3.70 94.3% 40%
20250731 $0.00 $0.00 98.8% 43%

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.