AVLC · Expected Move

Avantis U.S. Large Cap Equity ETF · ETF

The expected move for AVLC 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).

AVLC 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 AVLC Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
20.1%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to AVLC'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.
AVLC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 20.1% 39%
20261020 $0.00 $0.00 32.9% 100%
20261019 $0.00 $0.00 23.3% 67%
20261016 $4.50 $10.00 20.2% 49%
20261015 $4.00 $2.23 18.3% 38%
20261014 $4.28 $2.30 21.5% 57%
20261013 $4.15 $2.45 18.7% 40%
20261012 $4.25 $2.50 18.4% 39%
20261009 $4.32 $2.58 19.0% 42%
20261008 $4.40 $2.70 19.7% 46%
20261007 $4.45 $2.75 19.2% 43%
20261006 $4.80 $2.95 19.2% 43%
20261005 $4.60 $2.80 19.3% 44%
20261002 $3.05 $3.05 19.5% 45%
20261001 $3.10 $3.10 18.6% 40%
20260930 $3.33 $3.33 17.0% 30%
20260929 $3.30 $3.30 16.9% 29%
20260928 $2.92 $2.92 15.1% 19%
20260925 $3.12 $3.12 14.8% 17%
20260924 $2.58 $2.58 14.9% 18%
20260923 $2.38 $2.38 15.0% 19%
20260922 $5.47 $5.47 28.9% 100%
20260921 $2.15 $2.15 12.5% 4%
20260918 $2.30 $5.90 11.9% 0%
20260917 $2.70 $1.35 12.4% 2%
20260916 $3.10 $1.25 14.6% 17%
20260915 $2.95 $1.60 13.9% 12%
20260914 $3.02 $1.55 13.4% 9%
20260911 $3.00 $1.60 13.8% 11%
20260910 $3.40 $1.85 15.5% 22%
20260909 $3.17 $1.75 14.5% 16%
20260908 $3.17 $1.80 13.4% 9%
20260904 $2.95 $1.83 12.0% 0%
20260903 $3.05 $1.75 12.2% 0%
20260902 $1.90 $1.90 13.0% 5%
20260901 $1.98 $1.98 14.0% 12%
20260831 $2.03 $2.03 12.8% 4%
20260828 $1.92 $1.92 12.4% 1%
20260827 $2.05 $2.05 12.2% 0%
20260826 $2.23 $2.23 13.0% 4%
20260825 $2.48 $2.48 13.1% 5%
20260824 $2.42 $2.42 12.9% 4%
20260821 $2.48 $5.83 12.3% 0%
20260820 $2.73 $1.05 13.0% 4%
20260819 $2.60 $1.20 12.5% 0%
20260818 $2.70 $1.35 12.8% 2%
20260817 $2.72 $1.30 12.4% 0%
20260814 $2.85 $1.42 12.9% 0%
20260813 $2.98 $1.48 13.3% 0%
20260812 $3.08 $1.55 14.0% 0%
20260811 $3.17 $1.62 15.3% 2%
20260810 $3.70 $2.52 20.2% 42%
20260807 — — 20.2% 41%
20260806 $3.85 $2.80 19.9% 39%
20260805 $2.77 $2.77 20.2% 41%
20260804 $2.48 $2.48 19.2% 33%
20260803 $2.67 $2.67 18.7% 29%
20260731 $2.83 $2.83 18.4% 27%
20260730 $2.92 $2.92 19.6% 36%
20260729 $3.47 $3.47 21.8% 54%

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.