AVSC · Expected Move
Avantis U.S. Small Cap Equity ETF · ETF
The expected move for AVSC 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).
AVSC straddle price & implied vol
60 sessionsBars: 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 AVSC Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
30-Day ATM IV
42.2%
IV Rank
96%
Implied one-standard-deviation move through the next 30 days. Compare to AVSC'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.
AVSC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.77 | $1.77 | 42.2% | 96% |
| 20261021 | $1.43 | $1.43 | 26.4% | 34% |
| 20261020 | $1.55 | $1.55 | 43.1% | 100% |
| 20261019 | $0.00 | $0.00 | 20.5% | 12% |
| 20261016 | $3.67 | $10.00 | 20.9% | 14% |
| 20261015 | $3.48 | $1.35 | 19.8% | 9% |
| 20261014 | $3.65 | $1.45 | 20.9% | 14% |
| 20261013 | $3.55 | $1.55 | 19.7% | 8% |
| 20261012 | $3.67 | $1.62 | 20.2% | 11% |
| 20261009 | $3.80 | $1.70 | 20.9% | 14% |
| 20261008 | $3.88 | $1.75 | 21.0% | 14% |
| 20261007 | $3.90 | $1.85 | 21.5% | 17% |
| 20261006 | $4.12 | $2.08 | 21.1% | 15% |
| 20261005 | $4.03 | $1.98 | 20.8% | 14% |
| 20261002 | $2.23 | $2.23 | 21.2% | 15% |
| 20261001 | $2.42 | $2.42 | 21.1% | 15% |
| 20260930 | $2.50 | $2.50 | 21.1% | 15% |
| 20260929 | $2.50 | $2.50 | 20.4% | 12% |
| 20260928 | $2.42 | $2.42 | 20.4% | 11% |
| 20260925 | $2.55 | $2.55 | 19.7% | 8% |
| 20260924 | $2.60 | $2.60 | 19.9% | 9% |
| 20260923 | $2.65 | $2.65 | 19.3% | 7% |
| 20260922 | $2.58 | $2.58 | 18.6% | 4% |
| 20260921 | $2.55 | $2.55 | 18.4% | 3% |
| 20260918 | $2.88 | $5.25 | 17.8% | 0% |
| 20260917 | $2.88 | $1.30 | 18.7% | 4% |
| 20260916 | $3.25 | $1.60 | 20.1% | 10% |
| 20260915 | $3.38 | $1.80 | 20.5% | 12% |
| 20260914 | $3.35 | $1.73 | 19.4% | 7% |
| 20260911 | $3.60 | $1.98 | 20.0% | 10% |
| 20260910 | $3.72 | $2.02 | 20.9% | 14% |
| 20260909 | $3.48 | $1.90 | 19.6% | 8% |
| 20260908 | $3.60 | $2.08 | 19.3% | 7% |
| 20260904 | $3.50 | $2.00 | 18.6% | 3% |
| 20260903 | $3.60 | $2.12 | 19.2% | 6% |
| 20260902 | $2.33 | $2.33 | 19.6% | 8% |
| 20260901 | $2.38 | $2.38 | 19.0% | 5% |
| 20260831 | $2.33 | $2.33 | 20.5% | 12% |
| 20260828 | $2.50 | $2.50 | 18.7% | 4% |
| 20260827 | $2.47 | $2.47 | 18.3% | 2% |
| 20260826 | $2.65 | $2.65 | 18.7% | 4% |
| 20260825 | $2.90 | $2.90 | 19.0% | 5% |
| 20260824 | $2.97 | $2.97 | 18.8% | 5% |
| 20260821 | $2.88 | $5.78 | 17.8% | 0% |
| 20260820 | $3.10 | $1.55 | 18.4% | 2% |
| 20260819 | $3.05 | $1.43 | 18.0% | 0% |
| 20260818 | $3.17 | $1.57 | 18.6% | 3% |
| 20260817 | $3.12 | $1.70 | 17.9% | 0% |
| 20260814 | $3.25 | $1.75 | 19.3% | 2% |
| 20260813 | $3.35 | $1.80 | 18.9% | 0% |
| 20260812 | $3.52 | $1.82 | 20.4% | 0% |
| 20260811 | $3.73 | $2.03 | 21.6% | 2% |
| 20260810 | $3.90 | $2.70 | 25.2% | 21% |
| 20260807 | — | — | 23.3% | 11% |
| 20260806 | $7.22 | $6.60 | 23.4% | 11% |
| 20260805 | $2.97 | $2.97 | 24.4% | 17% |
| 20260804 | $2.78 | $2.78 | 21.2% | 0% |
| 20260803 | $3.02 | $3.02 | 25.3% | 19% |
| 20260731 | $3.20 | $3.20 | 24.3% | 14% |
| 20260730 | $3.25 | $3.25 | 24.3% | 13% |
More on AVSC
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.