AVMV · Expected Move

Avantis U.S. Mid Cap Value ETF · ETF

The expected move for AVMV 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).

AVMV 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 AVMV Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
20.5%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to AVMV'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.
AVMV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.00 $0.00 20.5% 38%
20261021 $0.00 $0.00 17.5% 6%
20261020 $1.43 $1.43 17.4% 5%
20261019 $1.32 $1.32 18.1% 12%
20261016 $3.08 $5.60 17.1% 2%
20261015 $3.00 $1.90 19.2% 15%
20261014 $3.03 $1.88 17.4% 3%
20261013 $3.10 $1.88 17.4% 3%
20261012 $3.15 $2.02 16.9% 0%
20261009 $3.30 $2.00 19.9% 19%
20261008 $3.23 $2.03 19.8% 19%
20261007 $3.48 $2.10 19.4% 16%
20261006 $3.42 $2.20 20.1% 21%
20261005 $3.28 $2.12 20.2% 22%
20261002 $2.38 $2.38 19.9% 19%
20261001 $2.25 $2.25 18.3% 8%
20260930 $2.50 $2.50 23.0% 38%
20260929 $2.45 $2.45 20.1% 17%
20260928 $2.55 $2.55 19.5% 10%
20260925 $2.58 $2.58 18.6% 7%
20260924 $2.67 $2.67 18.8% 7%
20260923 $2.55 $2.55 17.9% 4%
20260922 $2.70 $2.70 18.8% 7%
20260921 $2.75 $2.75 18.8% 7%
20260918 $3.03 $10.00 17.2% 1%
20260917 $3.00 $2.08 18.0% 4%
20260916 $3.38 $1.82 18.0% 4%
20260915 $3.30 $2.38 18.1% 5%
20260914 $3.30 $2.38 21.0% 17%
20260911 $3.35 $2.40 21.8% 20%
20260910 $3.55 $2.58 19.7% 11%
20260909 $3.45 $2.45 19.1% 9%
20260908 $3.45 $2.47 20.7% 15%
20260904 $3.50 $2.53 21.0% 17%
20260903 $3.75 $2.75 21.7% 19%
20260902 $2.90 $2.90 22.1% 21%
20260901 $2.73 $2.73 21.9% 20%
20260831 $2.78 $2.78 21.8% 20%
20260828 $2.90 $2.90 21.6% 19%
20260827 $2.95 $2.95 21.6% 19%
20260826 $3.25 $3.25 21.3% 18%
20260825 $3.30 $3.30 21.8% 20%
20260824 $3.20 $3.20 21.6% 19%
20260821 $3.45 $7.50 21.6% 19%
20260820 $3.50 $2.40 22.9% 24%
20260819 $3.35 $2.30 21.5% 19%
20260818 $3.65 $2.50 21.1% 17%
20260817 $3.60 $2.53 18.3% 5%
20260814 $3.70 $2.58 17.3% 1%
20260813 $3.80 $2.62 17.8% 3%
20260812 $3.85 $2.65 18.7% 7%
20260811 $3.53 $2.50 19.2% 9%
20260810 $3.75 $2.62 19.1% 9%
20260807 — — 19.7% 11%
20260806 $3.85 $2.85 19.8% 11%
20260805 $2.75 $2.75 20.1% 13%
20260804 $2.62 $2.62 17.0% 0%
20260803 $2.77 $2.77 19.6% 5%
20260731 $3.05 $3.05 21.8% 15%
20260730 $3.05 $3.05 21.6% 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.