DDLS · Expected Move
WisdomTree Dynamic International SmallCap Equity Fund · ETF
The expected move for DDLS 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).
DDLS 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 DDLS Expected Move
30-Day Straddle
$2.15
7-Day Straddle
$2.15
30-Day ATM IV
28.5%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to DDLS'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.
DDLS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.15 | $2.15 | 28.5% | 40% |
| 20261021 | $2.05 | $2.05 | 19.9% | 1% |
| 20261020 | $2.00 | $2.00 | 19.8% | 0% |
| 20261019 | $2.17 | $2.17 | 27.9% | 38% |
| 20261016 | $2.05 | $1.48 | 21.2% | 7% |
| 20261015 | $2.17 | $1.75 | 19.7% | 0% |
| 20261014 | $2.17 | $1.60 | 28.9% | 28% |
| 20261013 | $2.25 | $1.62 | 30.7% | 38% |
| 20261012 | $2.30 | $1.70 | 29.7% | 33% |
| 20261009 | $2.33 | $1.75 | 34.1% | 58% |
| 20261008 | $2.40 | $1.80 | 28.2% | 24% |
| 20261007 | $2.40 | $1.82 | 33.9% | 57% |
| 20261006 | $2.40 | $1.82 | 31.6% | 43% |
| 20261005 | $2.40 | $1.83 | 28.1% | 23% |
| 20261002 | $1.90 | $1.90 | 29.2% | 29% |
| 20261001 | $1.88 | $1.88 | 34.0% | 57% |
| 20260930 | $1.92 | $1.92 | 32.0% | 46% |
| 20260929 | $1.92 | $1.92 | 30.0% | 34% |
| 20260928 | $1.90 | $1.90 | 34.7% | 61% |
| 20260925 | $1.88 | $1.88 | 34.8% | 62% |
| 20260924 | $2.02 | $2.02 | 35.8% | 67% |
| 20260923 | $2.05 | $2.05 | 36.9% | 74% |
| 20260922 | $2.05 | $2.05 | 40.7% | 96% |
| 20260921 | $2.27 | $2.27 | 40.9% | 97% |
| 20260918 | $2.25 | $1.65 | 41.3% | 99% |
| 20260917 | $2.33 | $1.77 | 41.4% | 100% |
| 20260916 | $2.42 | $1.77 | 39.8% | 93% |
| 20260915 | $2.40 | $1.90 | 39.2% | 89% |
| 20260914 | $2.35 | $1.83 | 38.5% | 85% |
| 20260911 | $2.42 | $1.83 | 38.8% | 87% |
| 20260910 | $2.52 | $2.05 | 38.9% | 88% |
| 20260909 | $2.50 | $1.88 | 38.4% | 85% |
| 20260908 | $2.50 | $1.95 | 38.7% | 86% |
| 20260904 | $2.50 | $1.93 | 35.9% | 70% |
| 20260903 | $2.50 | $2.02 | 34.6% | 62% |
| 20260902 | $2.02 | $2.02 | 33.3% | 55% |
| 20260901 | $1.98 | $1.98 | 32.9% | 52% |
| 20260831 | $2.03 | $2.03 | 32.6% | 50% |
| 20260828 | $1.98 | $1.98 | 31.5% | 44% |
| 20260827 | $2.00 | $2.00 | 30.1% | 36% |
| 20260826 | $2.05 | $2.05 | 29.8% | 34% |
| 20260825 | $2.05 | $2.05 | 28.8% | 28% |
| 20260824 | $2.02 | $2.02 | 34.9% | 64% |
| 20260821 | $2.08 | $1.50 | 34.3% | 60% |
| 20260820 | $2.10 | $1.70 | 34.1% | 60% |
| 20260819 | $2.08 | $1.65 | 33.9% | 58% |
| 20260818 | $2.10 | $1.65 | 33.3% | 54% |
| 20260817 | $2.12 | $1.73 | 33.0% | 53% |
| 20260814 | $2.22 | $1.75 | 24.8% | 4% |
| 20260813 | $2.20 | $1.77 | 32.5% | 50% |
| 20260812 | $2.08 | $1.68 | 24.6% | 3% |
| 20260811 | $1.98 | $1.62 | 24.7% | 4% |
| 20260810 | $2.17 | $1.68 | 25.1% | 6% |
| 20260807 | — | — | 24.9% | 5% |
| 20260806 | $2.25 | $1.80 | 25.5% | 8% |
| 20260805 | $1.82 | $1.82 | 25.7% | 10% |
| 20260804 | $1.80 | $1.80 | 25.4% | 7% |
| 20260803 | $1.83 | $1.83 | 26.4% | 12% |
| 20260731 | $1.93 | $1.93 | 26.6% | 13% |
| 20260730 | $1.95 | $1.95 | 28.6% | 22% |
More on DDLS
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.