DBMF · Expected Move
iMGP DBi Managed Futures Strategy ETF · ETF
The expected move for DBMF 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).
DBMF 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 DBMF Expected Move
30-Day Straddle
$2.25
7-Day Straddle
$2.25
30-Day ATM IV
44.6%
IV Rank
90%
Implied one-standard-deviation move through the next 30 days. Compare to DBMF'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.
DBMF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.25 | $2.25 | 44.6% | 90% |
| 20261020 | $1.07 | $1.07 | 37.8% | 70% |
| 20261019 | $1.10 | $1.10 | 39.4% | 75% |
| 20261016 | $1.07 | $0.35 | 34.4% | 60% |
| 20261015 | $2.58 | $1.25 | 34.5% | 60% |
| 20261014 | $1.80 | $0.38 | 47.8% | 100% |
| 20261013 | $4.90 | $0.48 | 43.2% | 100% |
| 20261012 | $2.08 | $1.32 | 36.3% | 78% |
| 20261009 | $2.67 | $1.57 | 42.4% | 100% |
| 20261008 | $2.70 | $0.95 | 34.2% | 76% |
| 20261007 | $2.88 | $0.55 | 30.2% | 60% |
| 20261006 | $3.90 | $0.83 | 30.8% | 62% |
| 20261005 | $2.02 | $0.52 | 28.8% | 55% |
| 20261002 | $1.45 | $1.45 | 28.7% | 54% |
| 20261001 | $0.70 | $0.70 | 15.1% | 1% |
| 20260930 | $0.75 | $0.75 | 26.9% | 47% |
| 20260929 | $1.68 | $1.68 | 30.7% | 61% |
| 20260928 | $1.32 | $1.32 | 33.6% | 72% |
| 20260925 | $3.70 | $3.70 | 38.3% | 90% |
| 20260924 | $1.73 | $1.73 | 26.9% | 46% |
| 20260923 | $1.38 | $1.38 | 32.3% | 67% |
| 20260922 | $2.33 | $2.33 | 27.0% | 47% |
| 20260921 | $2.35 | $2.35 | 26.8% | 48% |
| 20260918 | $2.33 | $2.67 | 23.5% | 36% |
| 20260917 | $2.30 | $1.23 | 18.9% | 19% |
| 20260916 | $1.35 | $0.72 | 24.7% | 41% |
| 20260915 | $3.62 | $0.72 | 20.7% | 26% |
| 20260914 | $3.52 | $0.72 | 29.7% | 59% |
| 20260911 | $4.80 | $0.60 | 18.6% | 18% |
| 20260910 | $1.95 | $0.60 | 18.3% | 17% |
| 20260909 | $1.52 | $1.35 | 21.0% | 27% |
| 20260908 | $4.80 | $1.35 | 28.9% | 56% |
| 20260904 | $3.75 | $1.62 | 26.5% | 47% |
| 20260903 | $3.75 | $1.65 | 24.6% | 40% |
| 20260902 | $1.43 | $1.43 | 27.3% | 50% |
| 20260901 | $0.65 | $0.65 | 27.3% | 50% |
| 20260831 | $1.77 | $1.77 | 32.6% | 69% |
| 20260828 | $0.90 | $0.90 | 19.3% | 21% |
| 20260827 | $1.57 | $1.57 | 24.5% | 40% |
| 20260826 | $0.85 | $0.85 | 19.2% | 23% |
| 20260825 | $1.65 | $1.65 | 21.9% | 33% |
| 20260824 | $1.02 | $1.02 | 18.6% | 19% |
| 20260821 | $0.90 | $3.60 | 14.7% | 7% |
| 20260820 | $1.60 | $1.30 | 18.4% | 18% |
| 20260819 | $1.60 | $2.05 | 32.7% | 62% |
| 20260818 | $0.75 | $1.48 | 37.6% | 77% |
| 20260817 | $2.35 | $2.25 | 30.6% | 55% |
| 20260814 | $0.80 | $0.95 | 29.8% | 53% |
| 20260813 | $1.62 | $1.48 | 32.6% | 62% |
| 20260812 | $1.62 | $0.72 | 31.4% | 58% |
| 20260811 | $1.25 | $3.42 | 31.0% | 57% |
| 20260810 | $1.50 | $1.60 | 30.7% | 56% |
| 20260807 | — | — | 29.4% | 52% |
| 20260806 | $2.15 | $4.80 | 28.8% | 50% |
| 20260805 | $1.20 | $1.20 | 29.6% | 52% |
| 20260804 | $3.10 | $3.10 | 25.4% | 39% |
| 20260803 | $3.10 | $3.10 | 25.4% | 39% |
| 20260731 | $1.20 | $1.20 | 26.2% | 31% |
| 20260730 | $1.20 | $1.20 | 25.4% | 29% |
| 20260729 | $1.45 | $1.45 | 18.5% | 13% |
More on DBMF
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.