CDL · Expected Move
VictoryShares US Large Cap High Div Volatility Wtd ETF · ETF
The expected move for CDL 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).
CDL 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 CDL Expected Move
30-Day Straddle
$3.30
7-Day Straddle
$3.30
30-Day ATM IV
19.1%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to CDL'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.
CDL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.30 | $3.30 | 19.1% | 24% |
| 20261021 | $3.40 | $3.40 | 25.0% | 72% |
| 20261020 | $3.25 | $3.25 | 24.7% | 70% |
| 20261019 | $3.25 | $3.25 | 25.4% | 75% |
| 20261016 | $3.40 | $3.80 | 25.3% | 75% |
| 20261015 | $3.45 | $2.33 | 23.8% | 62% |
| 20261014 | $3.40 | $2.40 | 23.7% | 61% |
| 20261013 | $3.40 | $2.45 | 23.8% | 63% |
| 20261012 | $3.50 | $2.58 | 23.3% | 58% |
| 20261009 | $3.70 | $2.58 | 27.1% | 90% |
| 20261008 | $3.60 | $2.45 | 27.1% | 89% |
| 20261007 | $3.80 | $2.72 | 27.9% | 97% |
| 20261006 | $3.80 | $2.78 | 27.3% | 91% |
| 20261005 | $3.65 | $2.62 | 28.2% | 99% |
| 20261002 | $2.77 | $2.77 | 28.3% | 100% |
| 20261001 | $2.90 | $2.90 | 28.2% | 100% |
| 20260930 | $2.77 | $2.77 | 28.1% | 100% |
| 20260929 | $2.90 | $2.90 | 27.7% | 100% |
| 20260928 | $2.98 | $2.98 | 26.6% | 90% |
| 20260925 | $2.88 | $2.88 | 26.0% | 85% |
| 20260924 | $3.02 | $3.02 | 25.9% | 84% |
| 20260923 | $2.88 | $2.88 | 27.3% | 97% |
| 20260922 | $3.12 | $3.12 | 26.2% | 87% |
| 20260921 | $3.10 | $3.10 | 27.2% | 96% |
| 20260918 | $3.35 | $3.85 | 27.3% | 97% |
| 20260917 | $3.40 | $2.47 | 26.6% | 91% |
| 20260916 | $3.38 | $2.60 | 27.4% | 97% |
| 20260915 | $3.65 | $2.85 | 25.2% | 78% |
| 20260914 | $3.55 | $2.62 | 24.6% | 73% |
| 20260911 | $3.50 | $2.77 | 25.2% | 79% |
| 20260910 | $3.75 | $3.02 | 25.6% | 82% |
| 20260909 | $3.55 | $2.77 | 25.6% | 82% |
| 20260908 | $3.70 | $2.92 | 24.5% | 72% |
| 20260904 | $3.85 | $3.00 | 24.3% | 71% |
| 20260903 | $3.80 | $2.95 | 25.1% | 77% |
| 20260902 | $2.90 | $2.90 | 24.7% | 74% |
| 20260901 | $3.00 | $3.00 | 25.1% | 78% |
| 20260831 | $3.05 | $3.05 | 25.1% | 77% |
| 20260828 | $3.03 | $3.03 | 24.7% | 74% |
| 20260827 | $3.12 | $3.12 | 24.7% | 74% |
| 20260826 | $3.12 | $3.12 | 25.4% | 80% |
| 20260825 | $3.28 | $3.28 | 25.2% | 78% |
| 20260824 | $4.15 | $4.15 | 25.2% | 78% |
| 20260821 | $3.35 | $3.77 | 23.8% | 66% |
| 20260820 | $3.35 | $2.50 | 24.1% | 68% |
| 20260819 | $3.45 | $2.62 | 23.4% | 63% |
| 20260818 | $3.55 | $2.67 | 24.2% | 70% |
| 20260817 | $3.45 | $2.55 | 22.9% | 58% |
| 20260814 | $3.50 | $2.62 | 23.3% | 62% |
| 20260813 | $3.45 | $2.58 | 23.8% | 66% |
| 20260812 | $3.55 | $2.58 | 22.6% | 55% |
| 20260811 | $3.05 | $2.33 | 22.5% | 55% |
| 20260810 | $3.30 | $2.38 | 24.1% | 68% |
| 20260807 | — | — | 23.1% | 60% |
| 20260806 | $3.40 | $2.60 | 23.0% | 59% |
| 20260805 | $2.55 | $2.55 | 24.2% | 69% |
| 20260804 | $2.47 | $2.47 | 21.5% | 46% |
| 20260803 | $2.62 | $2.62 | 24.0% | 68% |
| 20260731 | $2.80 | $2.80 | 24.8% | 73% |
| 20260730 | $2.83 | $2.83 | 23.9% | 63% |
More on CDL
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.