CFA · Expected Move
VictoryShares US 500 Volatility Wtd ETF · ETF
The expected move for CFA 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).
CFA 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 CFA Expected Move
30-Day Straddle
$3.25
7-Day Straddle
$2.83
30-Day ATM IV
18.3%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to CFA'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.
CFA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $3.25 | $2.83 | 18.3% | 27% |
| 20261008 | $3.40 | $2.12 | 20.6% | 42% |
| 20261007 | $3.50 | $2.12 | 21.8% | 49% |
| 20261006 | $3.35 | $2.17 | 19.8% | 36% |
| 20261005 | $4.22 | $2.98 | 21.6% | 48% |
| 20261002 | $2.30 | $2.30 | 20.6% | 42% |
| 20261001 | $2.22 | $2.22 | 14.4% | 3% |
| 20260930 | $2.33 | $2.33 | 15.0% | 7% |
| 20260929 | $2.33 | $2.33 | 13.8% | 0% |
| 20260928 | $2.47 | $2.47 | 13.9% | 0% |
| 20260925 | $2.40 | $2.40 | 16.4% | 13% |
| 20260924 | $2.47 | $2.47 | 14.3% | 0% |
| 20260923 | $2.50 | $2.50 | 20.8% | 38% |
| 20260922 | $2.62 | $2.62 | 17.8% | 19% |
| 20260921 | $2.77 | $2.77 | 18.4% | 23% |
| 20260918 | $3.60 | $4.80 | 17.5% | 17% |
| 20260917 | $3.55 | $2.50 | 19.5% | 30% |
| 20260916 | $3.50 | $2.30 | 16.6% | 11% |
| 20260915 | $3.85 | $2.88 | 18.7% | 25% |
| 20260914 | $3.80 | $2.78 | 18.5% | 24% |
| 20260911 | $3.85 | $2.88 | 19.2% | 28% |
| 20260910 | $3.95 | $3.05 | 19.2% | 28% |
| 20260909 | $4.00 | $2.98 | 16.5% | 10% |
| 20260908 | $4.10 | $2.92 | 16.9% | 13% |
| 20260904 | $4.15 | $3.03 | 23.6% | 57% |
| 20260903 | $4.05 | $3.03 | 26.6% | 77% |
| 20260902 | $3.25 | $3.25 | 21.1% | 40% |
| 20260901 | $3.20 | $3.20 | 18.4% | 23% |
| 20260831 | $3.40 | $3.40 | 25.6% | 71% |
| 20260828 | $3.23 | $3.23 | 27.7% | 84% |
| 20260827 | $3.40 | $3.40 | 18.6% | 24% |
| 20260826 | $3.40 | $3.40 | 17.9% | 20% |
| 20260825 | $3.55 | $3.55 | 18.5% | 23% |
| 20260824 | $3.55 | $3.55 | 18.0% | 20% |
| 20260821 | $3.75 | $4.80 | 18.3% | 22% |
| 20260820 | $3.75 | $2.25 | 19.6% | 31% |
| 20260819 | $3.75 | $2.27 | 17.0% | 13% |
| 20260818 | $3.80 | $2.65 | 17.0% | 14% |
| 20260817 | $3.75 | $2.53 | 16.1% | 7% |
| 20260814 | $4.00 | $2.85 | 16.6% | 10% |
| 20260813 | $3.85 | $2.75 | 15.5% | 3% |
| 20260812 | $3.95 | $2.83 | 15.9% | 6% |
| 20260811 | $3.65 | $2.77 | 16.7% | 10% |
| 20260810 | $3.95 | $2.80 | 16.4% | 8% |
| 20260807 | — | — | 16.1% | 7% |
| 20260806 | $4.20 | $3.08 | 17.1% | 13% |
| 20260805 | $3.10 | $3.10 | 17.0% | 12% |
| 20260804 | $2.72 | $2.72 | 19.2% | 25% |
| 20260803 | $3.02 | $3.02 | 17.9% | 17% |
| 20260731 | $3.25 | $3.25 | 19.5% | 27% |
| 20260730 | $3.23 | $3.23 | 19.3% | 26% |
| 20260729 | $3.50 | $3.50 | 19.0% | 24% |
| 20260728 | $3.55 | $3.55 | 16.7% | 11% |
| 20260727 | $3.60 | $3.60 | 17.0% | 12% |
| 20260724 | $3.65 | $3.65 | 18.2% | 19% |
| 20260723 | $3.70 | $3.70 | 19.8% | 28% |
| 20260722 | $3.65 | $3.65 | 19.7% | 28% |
| 20260721 | $3.70 | $3.70 | 19.5% | 27% |
| 20260720 | $3.75 | $3.75 | 19.3% | 26% |
| 20260716 | $3.80 | $2.27 | 17.3% | 14% |
More on CFA
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.