YANG · Expected Move
Direxion Daily FTSE China Bear 3X ETF · ETF
The expected move for YANG 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).
YANG 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 YANG Expected Move
30-Day Straddle
$3.08
7-Day Straddle
$3.08
Avg IV
112.4%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to YANG'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.
YANG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $3.08 | $3.08 | 112.4% | 58% |
| 20261001 | $3.10 | $3.10 | 108.6% | 54% |
| 20260930 | $3.08 | $3.08 | 104.1% | 49% |
| 20260929 | $3.25 | $3.25 | 111.5% | 58% |
| 20260928 | $3.42 | $3.42 | 100.0% | 44% |
| 20260925 | $3.50 | $3.50 | 93.3% | 36% |
| 20260924 | $3.70 | $3.70 | 88.6% | 31% |
| 20260923 | $3.85 | $3.85 | 93.0% | 36% |
| 20260922 | $3.67 | $3.67 | 92.9% | 36% |
| 20260921 | $3.75 | $3.75 | 97.1% | 41% |
| 20260918 | $4.08 | $0.55 | 91.2% | 34% |
| 20260917 | $4.20 | $1.02 | 91.4% | 34% |
| 20260916 | $4.55 | $1.38 | 89.6% | 32% |
| 20260915 | $4.25 | $1.57 | 89.1% | 31% |
| 20260914 | $4.08 | $1.65 | 87.9% | 30% |
| 20260911 | $4.33 | $1.92 | 85.5% | 27% |
| 20260910 | $4.50 | $1.75 | 84.4% | 26% |
| 20260909 | $4.80 | $2.38 | 84.9% | 26% |
| 20260908 | $4.58 | $2.33 | 82.3% | 23% |
| 20260904 | $4.35 | $2.08 | 81.7% | 23% |
| 20260903 | $4.20 | $2.12 | 78.8% | 19% |
| 20260902 | $2.60 | $2.60 | 75.5% | 16% |
| 20260901 | $2.45 | $2.45 | 82.9% | 24% |
| 20260831 | $2.90 | $2.90 | 87.3% | 29% |
| 20260828 | $3.03 | $3.03 | 74.0% | 14% |
| 20260827 | $3.03 | $3.03 | 75.0% | 15% |
| 20260826 | $3.47 | $3.47 | 78.9% | 19% |
| 20260825 | $3.30 | $3.30 | 73.6% | 13% |
| 20260824 | $3.45 | $3.45 | 70.5% | 10% |
| 20260821 | $3.70 | $0.48 | 77.7% | 18% |
| 20260820 | $3.77 | $0.70 | 68.1% | 7% |
| 20260819 | $3.65 | $0.85 | 68.4% | 7% |
| 20260818 | $4.38 | $1.45 | 71.6% | 11% |
| 20260817 | $4.00 | $1.67 | 69.2% | 8% |
| 20260814 | $4.12 | $1.75 | 62.2% | 0% |
| 20260813 | $4.35 | $2.10 | 69.9% | 4% |
| 20260812 | $4.22 | $1.97 | 69.3% | 3% |
| 20260811 | $4.07 | $2.22 | 72.5% | 7% |
| 20260810 | $4.15 | $2.48 | 71.1% | 5% |
| 20260806 | $4.78 | $2.90 | 73.1% | 8% |
| 20260805 | $2.80 | $2.80 | 107.5% | 50% |
| 20260804 | $2.83 | $2.83 | 88.7% | 27% |
| 20260803 | $3.12 | $3.12 | 94.1% | 34% |
| 20260731 | $3.20 | $3.20 | 82.8% | 20% |
| 20260730 | $3.40 | $3.40 | 90.0% | 29% |
| 20260729 | $3.75 | $3.75 | 97.1% | 37% |
| 20260728 | $3.95 | $3.95 | 83.7% | 21% |
| 20260727 | $4.53 | $4.53 | 84.8% | 22% |
| 20260724 | $4.95 | $4.95 | 81.6% | 18% |
| 20260723 | $5.85 | $5.85 | 84.3% | 22% |
| 20260722 | $5.20 | $5.20 | 80.8% | 17% |
| 20260721 | $5.03 | $5.03 | 83.5% | 21% |
| 20260720 | $4.60 | $4.60 | 78.6% | 15% |
| 20260716 | $5.72 | $1.08 | 77.0% | 13% |
| 20260715 | $5.40 | $2.05 | 75.3% | 11% |
| 20260714 | $6.12 | $1.62 | 78.1% | 14% |
| 20260713 | $6.17 | $2.25 | 80.1% | 16% |
| 20260710 | $6.42 | $2.83 | 76.3% | 12% |
| 20260709 | $6.72 | $3.27 | 78.0% | 14% |
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.