AVMA · Expected Move

Avantis Moderate Allocation ETF · ETF

The expected move for AVMA 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).

AVMA 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 AVMA Expected Move
30-Day Straddle
$1.90
7-Day Straddle
$1.90
30-Day ATM IV
10.7%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to AVMA'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.
AVMA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.90 $1.90 10.7% 11%
20261021 $1.88 $1.88 9.7% 5%
20261020 $1.93 $1.93 9.9% 6%
20261019 $1.88 $1.88 11.4% 13%
20261016 $2.05 $5.00 10.6% 9%
20261015 $1.92 $1.17 9.2% 2%
20261014 $1.48 $1.27 9.2% 3%
20261013 $1.90 $1.00 8.7% 0%
20261012 $2.15 $1.42 10.2% 6%
20261009 $2.17 $1.40 10.9% 10%
20261008 $2.15 $1.32 10.2% 6%
20261007 $2.12 $1.38 10.2% 6%
20261006 $2.10 $1.48 13.5% 22%
20261005 $2.10 $1.62 13.1% 20%
20261002 $1.52 $1.52 13.3% 21%
20261001 $1.50 $1.50 12.7% 18%
20260930 $1.52 $1.52 12.6% 18%
20260929 $1.62 $1.62 13.0% 19%
20260928 $1.60 $1.60 12.9% 19%
20260925 $1.62 $1.62 11.1% 10%
20260924 $1.62 $1.62 10.8% 9%
20260923 $1.65 $1.65 10.8% 9%
20260922 $1.73 $1.73 11.2% 11%
20260921 $2.00 $2.00 11.0% 10%
20260918 $1.48 $5.00 9.7% 4%
20260917 $2.05 $1.57 17.5% 40%
20260916 $2.02 $1.33 13.1% 20%
20260915 $2.17 $1.73 15.4% 30%
20260914 $2.10 $1.65 16.7% 36%
20260911 $2.23 $1.70 17.7% 41%
20260910 $2.30 $1.77 15.6% 31%
20260909 $2.33 $1.88 12.8% 18%
20260908 $2.30 $1.80 10.5% 8%
20260904 $2.38 $1.85 9.6% 4%
20260903 $2.35 $1.82 9.4% 3%
20260902 $1.95 $1.95 8.8% 0%
20260901 $2.02 $2.02 11.0% 10%
20260831 $1.92 $1.92 9.6% 3%
20260828 $1.38 $1.38 8.9% 0%
20260827 $2.02 $2.02 11.1% 2%
20260826 $2.10 $2.10 10.8% 1%
20260825 $1.95 $1.95 10.6% 0%
20260824 $2.08 $2.08 17.4% 2%
20260821 $2.10 $5.00 17.1% 0%
20260820 $2.12 $1.48 18.3% 9%
20260819 $2.12 $1.50 17.2% 1%
20260818 $2.15 $1.50 17.1% 0%
20260817 $2.25 $1.62 17.6% 0%
20260814 $2.33 $1.70 18.8% 1%
20260813 $2.30 $1.75 19.0% 3%
20260812 $2.33 $1.67 18.7% 0%
20260811 $2.35 $1.73 23.5% 39%
20260810 $3.03 $2.27 23.4% 38%
20260807 — — 23.1% 35%
20260806 $3.15 $2.40 23.1% 35%
20260805 $2.40 $2.40 23.1% 35%
20260804 $2.30 $2.30 20.1% 9%
20260803 $2.38 $2.38 20.6% 14%
20260731 $2.35 $2.35 22.2% 28%
20260730 $2.52 $2.52 23.7% 49%

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.