AVEM · Expected Move

Avantis Emerging Markets Equity ETF · ETF

The expected move for AVEM 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).

AVEM straddle price & implied vol

60 sessions

Bars: 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 AVEM Expected Move
30-Day Straddle
$5.70
7-Day Straddle
$5.70
30-Day ATM IV
28.2%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to AVEM'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.
AVEM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $5.70 $5.70 28.2% 46%
20261021 $5.58 $5.58 27.0% 40%
20261020 $5.38 $5.38 25.7% 31%
20261019 $5.95 $5.95 27.3% 39%
20261016 $5.83 $4.20 26.8% 37%
20261015 $5.17 $1.30 23.8% 21%
20261014 $6.50 $2.50 28.2% 44%
20261013 $5.22 $2.50 22.5% 15%
20261012 $6.65 $2.62 27.3% 39%
20261009 $6.38 $2.85 25.7% 31%
20261008 $6.22 $2.75 32.0% 63%
20261007 $6.75 $2.90 25.7% 31%
20261006 $7.02 $3.62 25.6% 31%
20261005 $7.30 $2.98 25.5% 30%
20261002 $4.00 $4.00 25.5% 30%
20261001 $4.25 $4.25 26.2% 33%
20260930 $4.15 $4.15 27.2% 38%
20260929 $4.25 $4.25 26.1% 33%
20260928 $4.70 $4.70 26.7% 36%
20260925 $4.28 $4.28 25.1% 28%
20260924 $4.95 $4.95 26.6% 36%
20260923 $4.58 $4.58 25.3% 29%
20260922 $4.78 $4.78 24.3% 24%
20260921 $4.97 $4.97 24.7% 26%
20260918 $4.58 $3.90 22.5% 15%
20260917 $5.45 $2.33 25.6% 31%
20260916 $5.38 $2.20 24.7% 26%
20260915 $5.20 $2.33 24.0% 22%
20260914 $5.53 $2.60 24.7% 26%
20260911 $6.33 $2.75 25.7% 31%
20260910 $5.12 $2.75 22.3% 14%
20260909 $5.12 $2.90 21.5% 10%
20260908 $6.42 $2.98 25.6% 30%
20260904 $5.80 $3.40 21.7% 11%
20260903 $5.15 $3.15 19.6% 0%
20260902 $4.35 $4.35 22.4% 13%
20260901 $3.45 $3.45 20.9% 5%
20260831 $3.02 $3.02 19.9% 0%
20260828 $3.55 $3.55 20.6% 0%
20260827 $3.72 $3.72 21.9% 0%
20260826 $4.28 $4.28 23.8% 11%
20260825 $4.25 $4.25 22.1% 1%
20260824 $4.33 $4.33 23.4% 8%
20260821 $4.32 $2.98 21.9% 0%
20260820 $5.15 $1.93 24.1% 11%
20260819 $4.90 $2.58 23.1% 5%
20260818 $5.15 $3.80 24.2% 12%
20260817 $5.78 $2.42 25.6% 20%
20260814 $5.43 $2.70 24.7% 14%
20260813 $6.78 $3.30 29.2% 41%
20260812 $6.33 $3.43 26.4% 24%
20260811 $5.70 $4.65 25.1% 17%
20260810 $6.50 $4.62 27.6% 31%
20260807 — — 29.3% 41%
20260806 $8.50 $5.53 33.7% 67%
20260805 $5.55 $5.55 31.2% 53%
20260804 $5.72 $5.72 31.3% 53%
20260803 $4.83 $4.83 30.6% 49%
20260731 $5.90 $5.90 32.7% 62%
20260730 $5.47 $5.47 31.0% 51%

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.