AVMC · Expected Move

Avantis U.S. Mid Cap Equity ETF · ETF

The expected move for AVMC 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).

AVMC 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 AVMC Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
13.4%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to AVMC'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.
AVMC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 13.4% 3%
20261020 $1.12 $1.12 14.2% 6%
20261019 $2.80 $2.80 13.9% 5%
20261016 $2.75 $5.88 14.8% 9%
20261015 $2.58 $1.20 13.5% 3%
20261014 $2.72 $1.30 13.8% 4%
20261013 $2.55 $1.30 12.7% 0%
20261012 $2.62 $1.40 13.1% 0%
20261009 $2.73 $1.45 16.1% 10%
20261008 $2.75 $1.52 15.7% 8%
20261007 $3.00 $1.57 15.9% 9%
20261006 $3.00 $1.68 17.1% 14%
20261005 $2.90 $1.52 16.9% 13%
20261002 $1.80 $1.80 15.8% 9%
20261001 $1.83 $1.83 14.9% 5%
20260930 $2.02 $2.02 14.5% 3%
20260929 $1.77 $1.77 14.6% 3%
20260928 $1.85 $1.85 15.2% 5%
20260925 $2.00 $2.00 14.9% 4%
20260924 $2.05 $2.05 14.4% 3%
20260923 $2.15 $2.15 14.9% 4%
20260922 $2.12 $2.12 16.3% 10%
20260921 $2.12 $2.12 16.2% 9%
20260918 $2.38 $10.00 15.8% 8%
20260917 $2.42 $1.62 15.8% 8%
20260916 $2.58 $1.40 14.7% 4%
20260915 $2.55 $1.77 14.3% 2%
20260914 $2.67 $1.82 13.7% 0%
20260911 $2.58 $1.83 17.7% 9%
20260910 $2.90 $1.95 16.8% 5%
20260909 $3.08 $1.98 17.6% 9%
20260908 $3.02 $2.00 16.9% 6%
20260904 $2.77 $1.98 19.0% 14%
20260903 $2.75 $2.00 19.1% 15%
20260902 $2.05 $2.05 18.5% 12%
20260901 $2.15 $2.15 17.8% 9%
20260831 $2.27 $2.27 18.7% 13%
20260828 $2.20 $2.20 18.9% 14%
20260827 $2.38 $2.38 20.9% 22%
20260826 $2.42 $2.42 19.8% 16%
20260825 $2.55 $2.55 21.3% 22%
20260824 $2.60 $2.60 21.5% 22%
20260821 $2.65 $10.00 20.1% 17%
20260820 $2.50 $1.58 21.5% 22%
20260819 $2.75 $1.85 18.3% 10%
20260818 $2.78 $1.57 21.1% 21%
20260817 $2.83 $1.85 16.2% 3%
20260814 $2.90 $1.95 15.5% 0%
20260813 $2.85 $1.88 15.8% 0%
20260812 $2.72 $1.85 18.0% 3%
20260811 $3.05 $1.98 18.2% 4%
20260810 $3.55 $2.50 20.6% 14%
20260807 — — 19.8% 11%
20260806 $3.80 $2.73 20.7% 14%
20260805 $2.65 $2.65 20.2% 12%
20260804 $2.50 $2.50 17.1% 0%
20260803 $2.67 $2.67 19.2% 6%
20260731 $2.85 $2.85 28.4% 43%
20260730 $2.90 $2.90 26.9% 37%
20260729 $2.95 $2.95 34.1% 66%

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.