T-REX 2X Long NFLX Daily Target ETF (NFLU) 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.

T-REX 2X Long NFLX Daily Target ETF (NFLU) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $10.9M, listed on CBOE, carrying a beta of 0.64 to the broader market. The fund, under normal circumstances, invests in swap agreements that provide 200% daily exposure to NFLX equal to at least 80% of its net assets (plus any borrowings for investment purposes). public since 2024-09-27.

Snapshot as of May 15, 2026.

Spot Price
$25.09
Expected Move
17.1%
Implied High
$29.38
Implied Low
$20.80
Front DTE
34 days

As of May 15, 2026, T-REX 2X Long NFLX Daily Target ETF (NFLU) has an expected move of 17.09%, a one-standard-deviation implied price range of roughly $20.80 to $29.38 from the current $25.09. 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.

NFLU Strategy Sizing to the Expected Move

With T-REX 2X Long NFLX Daily Target ETF pricing an expected move of 17.09% from $25.09, 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 NFLU derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $25.09 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263459.6%18.2%$29.65$20.53
Jul 17, 20266370.3%29.2%$32.42$17.76
Sep 18, 202612668.4%40.2%$35.17$15.01
Dec 18, 202621770.5%54.4%$38.73$11.45

Frequently asked NFLU expected move questions

What is the current NFLU expected move?
As of May 15, 2026, T-REX 2X Long NFLX Daily Target ETF (NFLU) has an expected move of 17.09% over the next 34 days, implying a one-standard-deviation price range of $20.80 to $29.38 from the current $25.09. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the NFLU 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 NFLU 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.