Direxion Daily NYSE FANG+ Bull 2X ETF (FNGG) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Direxion Daily NYSE FANG+ Bull 2X ETF (FNGG) operates in the Financial Services sector, specifically the Asset Management - Leveraged industry, with a market capitalization near $108.7M, listed on AMEX, carrying a beta of 2.72 to the broader market. The Direxion Daily NYSE FANG+ Bull 2X ETF seeks daily investment results, before fees and expenses, of 200% of the performance of the NYSE FANG+ Index. public since 2021-09-30.

Snapshot as of May 15, 2026.

Spot Price
$235.76
Expected Move
14.0%
Implied High
$268.88
Implied Low
$202.64
Front DTE
34 days

As of May 15, 2026, Direxion Daily NYSE FANG+ Bull 2X ETF (FNGG) has an expected move of 14.05%, a one-standard-deviation implied price range of roughly $202.64 to $268.88 from the current $235.76. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

FNGG Strategy Sizing to the Expected Move

With Direxion Daily NYSE FANG+ Bull 2X ETF pricing an expected move of 14.05% from $235.76, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

Learn how expected move is reported and how to read the data →

Per-expiration expected move for FNGG derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $235.76 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263449.0%15.0%$271.02$200.50
Jul 17, 20266347.6%19.8%$282.38$189.14
Oct 16, 202615449.4%32.1%$311.41$160.11
Jan 15, 202724548.8%40.0%$330.02$141.50

Frequently asked FNGG expected move questions

What is the current FNGG expected move?
As of May 15, 2026, Direxion Daily NYSE FANG+ Bull 2X ETF (FNGG) has an expected move of 14.05% over the next 34 days, implying a one-standard-deviation price range of $202.64 to $268.88 from the current $235.76. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the FNGG expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is FNGG expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.