AVLV · Expected Move

Avantis U.S. Large Cap Value ETF · ETF

The expected move for AVLV 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).

AVLV 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 AVLV Expected Move
30-Day Straddle
$3.50
7-Day Straddle
$3.50
30-Day ATM IV
19.2%
IV Rank
88%
Implied one-standard-deviation move through the next 30 days. Compare to AVLV'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.
AVLV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $3.50 $3.50 19.2% 88%
20261021 $3.50 $3.50 18.9% 85%
20261020 $2.58 $2.58 17.8% 71%
20261019 $2.70 $2.70 13.3% 17%
20261016 $2.80 $4.10 16.8% 59%
20261015 $2.92 $2.27 16.1% 51%
20261014 $3.30 $2.52 16.3% 53%
20261013 $3.35 $2.48 15.0% 38%
20261012 $3.85 $2.53 17.8% 71%
20261009 $4.05 $2.73 19.6% 93%
20261008 $4.00 $2.80 18.6% 81%
20261007 $4.15 $1.90 19.0% 86%
20261006 $4.20 $2.10 18.7% 82%
20261005 $4.00 $1.80 18.0% 74%
20261002 $2.07 $2.07 19.1% 87%
20261001 $2.85 $2.85 17.6% 69%
20260930 $2.80 $2.80 16.6% 57%
20260929 $3.10 $3.10 16.6% 57%
20260928 $3.25 $3.25 15.3% 42%
20260925 $3.12 $3.12 15.6% 45%
20260924 $4.10 $4.10 15.9% 49%
20260923 $2.25 $2.25 15.9% 49%
20260922 $3.30 $3.30 20.2% 100%
20260921 $3.30 $3.30 18.6% 84%
20260918 $2.73 $2.67 13.5% 21%
20260917 $3.85 $2.92 17.1% 65%
20260916 $3.75 $2.85 18.2% 80%
20260915 $4.10 $3.05 19.9% 100%
20260914 $4.05 $3.17 19.6% 100%
20260911 $4.20 $3.23 17.5% 78%
20260910 $4.45 $3.40 14.0% 30%
20260909 $4.45 $2.50 18.7% 94%
20260908 $4.30 $3.35 17.8% 81%
20260904 $4.40 $3.55 18.7% 93%
20260903 $4.55 $3.50 19.1% 100%
20260902 $3.55 $3.55 17.7% 85%
20260901 $3.70 $3.70 17.6% 85%
20260831 $3.70 $3.70 17.2% 79%
20260828 $3.65 $3.65 15.9% 59%
20260827 $2.62 $2.62 15.0% 46%
20260826 $3.85 $3.85 14.4% 38%
20260825 $2.92 $2.92 13.9% 31%
20260824 $4.05 $4.05 17.6% 85%
20260821 $3.90 $2.95 16.8% 72%
20260820 $2.82 $2.75 17.2% 78%
20260819 $2.92 $3.08 18.2% 92%
20260818 $4.05 $3.05 17.4% 81%
20260817 $3.85 $2.85 17.8% 88%
20260814 $4.15 $2.10 18.7% 77%
20260813 $4.05 $3.08 17.8% 67%
20260812 $3.30 $3.17 15.6% 43%
20260811 $3.00 $1.77 13.2% 16%
20260810 $2.92 $1.73 12.3% 5%
20260807 — — 12.3% 4%
20260806 $3.50 $2.08 13.5% 13%
20260805 $2.10 $2.10 13.6% 14%
20260804 $2.00 $2.00 12.8% 7%
20260803 $2.05 $2.05 11.8% 0%
20260731 $2.53 $2.53 14.3% 15%
20260730 $2.60 $2.60 14.2% 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.