AVNM · Expected Move

Avantis All International Markets Equity ETF · ETF

The expected move for AVNM 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).

AVNM 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 AVNM Expected Move
30-Day Straddle
$2.88
7-Day Straddle
$2.88
30-Day ATM IV
15.6%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to AVNM'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.
AVNM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.88 $2.88 15.6% 10%
20261020 $2.72 $2.72 14.4% 0%
20261019 $2.80 $2.80 14.4% 0%
20261016 $2.95 $5.00 14.7% 2%
20261015 $2.98 $1.58 14.7% 3%
20261014 $3.05 $1.73 14.7% 2%
20261013 $3.03 $1.88 14.4% 0%
20261012 $3.48 $2.02 15.1% 2%
20261009 $3.25 $2.02 16.7% 15%
20261008 $3.50 $2.02 18.4% 29%
20261007 $3.42 $2.12 18.0% 25%
20261006 $3.58 $2.15 17.2% 18%
20261005 $3.67 $2.17 17.1% 18%
20261002 $2.33 $2.33 16.8% 16%
20261001 $2.35 $2.35 18.0% 25%
20260930 $2.38 $2.38 16.0% 9%
20260929 $2.42 $2.42 16.4% 13%
20260928 $2.45 $2.45 17.0% 17%
20260925 $2.47 $2.47 16.3% 12%
20260924 $2.55 $2.55 16.1% 10%
20260923 $2.50 $2.50 16.4% 12%
20260922 $2.58 $2.58 17.3% 19%
20260921 $2.73 $2.73 18.5% 28%
20260918 $2.85 $5.00 17.7% 23%
20260917 $2.88 $2.00 18.7% 30%
20260916 $2.83 $1.88 14.9% 0%
20260915 $3.10 $2.20 26.2% 88%
20260914 $3.15 $2.12 20.1% 39%
20260911 $3.15 $2.22 18.0% 22%
20260910 $3.52 $2.42 23.1% 64%
20260909 $3.20 $2.30 21.9% 53%
20260908 $3.25 $2.35 18.2% 23%
20260904 $3.15 $2.35 18.0% 21%
20260903 $3.25 $2.35 17.9% 20%
20260902 $2.60 $2.60 20.0% 37%
20260901 $2.50 $2.50 21.6% 50%
20260831 $2.58 $2.58 20.7% 43%
20260828 $2.40 $2.40 20.2% 39%
20260827 $2.58 $2.58 19.6% 34%
20260826 $2.67 $2.67 20.1% 38%
20260825 $2.73 $2.73 23.3% 63%
20260824 $2.83 $2.83 25.0% 76%
20260821 $2.85 $3.58 22.3% 55%
20260820 $2.78 $1.73 22.2% 55%
20260819 $2.88 $1.82 22.1% 54%
20260818 $3.12 $2.05 22.1% 54%
20260817 $2.95 $2.05 20.0% 36%
20260814 $3.05 $2.15 24.3% 69%
20260813 $3.08 $2.12 19.6% 33%
20260812 $3.08 $2.17 20.3% 38%
20260811 $3.30 $2.40 21.7% 49%
20260810 $3.60 $2.62 22.1% 52%
20260807 — — 21.3% 41%
20260806 $3.85 $2.90 20.1% 33%
20260805 $2.77 $2.77 23.7% 57%
20260804 $2.75 $2.75 20.4% 35%
20260803 $2.92 $2.92 23.4% 55%
20260731 $2.95 $2.95 24.1% 60%
20260730 $2.95 $2.95 23.7% 57%
20260729 $3.25 $3.25 25.7% 71%

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.