DEEP · Expected Move
Acquirers Small and Micro Deep Value ETF · ETF
The expected move for DEEP 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).
DEEP 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 DEEP Expected Move
30-Day Straddle
$2.45
7-Day Straddle
$1.58
30-Day ATM IV
27.1%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to DEEP'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.
DEEP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.45 | $1.58 | 27.1% | 47% |
| 20261008 | $2.48 | $1.57 | 26.3% | 43% |
| 20261007 | $2.52 | $1.70 | 29.8% | 63% |
| 20261006 | $2.55 | $1.73 | 30.1% | 65% |
| 20261005 | $2.55 | $1.65 | 30.3% | 66% |
| 20261002 | $1.82 | $1.82 | 31.5% | 73% |
| 20261001 | $1.83 | $1.83 | 32.2% | 77% |
| 20260930 | $1.90 | $1.90 | 32.8% | 81% |
| 20260929 | $1.80 | $1.80 | 32.3% | 77% |
| 20260928 | $1.75 | $1.75 | 32.6% | 79% |
| 20260925 | $1.95 | $1.95 | 31.8% | 75% |
| 20260924 | $1.88 | $1.88 | 32.5% | 78% |
| 20260923 | $1.82 | $1.82 | 30.7% | 68% |
| 20260922 | $1.98 | $1.98 | 27.9% | 52% |
| 20260921 | $1.93 | $1.93 | 29.4% | 61% |
| 20260918 | $3.40 | $3.90 | 31.2% | 71% |
| 20260917 | $1.98 | $1.38 | 31.4% | 72% |
| 20260916 | $2.02 | $1.35 | 30.7% | 68% |
| 20260915 | $2.12 | $1.57 | 30.5% | 67% |
| 20260914 | $2.02 | $1.55 | 31.4% | 73% |
| 20260911 | $2.17 | $1.65 | 31.9% | 75% |
| 20260910 | $2.27 | $1.70 | 31.1% | 71% |
| 20260909 | $2.15 | $1.68 | 31.8% | 74% |
| 20260908 | $2.25 | $1.77 | 28.4% | 55% |
| 20260904 | $2.17 | $1.65 | 23.8% | 28% |
| 20260903 | $2.23 | $1.67 | 25.9% | 40% |
| 20260902 | $1.70 | $1.70 | 26.1% | 41% |
| 20260901 | $1.80 | $1.80 | 31.6% | 74% |
| 20260831 | $1.82 | $1.82 | 27.6% | 50% |
| 20260828 | $1.80 | $1.80 | 25.2% | 36% |
| 20260827 | $1.88 | $1.88 | 26.2% | 42% |
| 20260826 | $1.92 | $1.92 | 25.0% | 35% |
| 20260825 | $1.88 | $1.88 | 22.1% | 18% |
| 20260824 | $1.95 | $1.95 | 24.4% | 31% |
| 20260821 | $1.95 | $3.05 | 21.4% | 14% |
| 20260820 | $1.98 | $1.48 | 27.2% | 48% |
| 20260819 | $1.95 | $1.40 | 22.6% | 21% |
| 20260818 | $2.00 | $1.48 | 24.0% | 29% |
| 20260817 | $2.00 | $1.52 | 23.2% | 24% |
| 20260814 | $2.12 | $1.52 | 21.8% | 16% |
| 20260813 | $2.08 | $1.57 | 21.0% | 12% |
| 20260812 | $2.08 | $1.52 | 25.4% | 38% |
| 20260811 | $3.62 | $1.52 | 25.4% | 37% |
| 20260810 | $3.38 | $1.50 | 28.4% | 55% |
| 20260807 | — | — | 25.8% | 40% |
| 20260806 | $3.42 | $1.65 | 26.6% | 44% |
| 20260805 | $1.62 | $1.62 | 27.7% | 36% |
| 20260804 | $1.60 | $1.60 | 22.1% | 11% |
| 20260803 | $1.62 | $1.62 | 23.3% | 15% |
| 20260731 | $1.77 | $1.77 | 23.2% | 9% |
| 20260730 | $1.82 | $1.82 | 22.7% | 5% |
| 20260729 | $1.85 | $1.85 | 25.7% | 10% |
| 20260728 | $1.90 | $1.90 | 22.3% | 5% |
| 20260727 | $1.95 | $1.95 | 23.9% | 7% |
| 20260724 | $2.02 | $2.02 | 23.7% | 7% |
| 20260723 | $1.98 | $1.98 | 27.7% | 13% |
| 20260722 | $1.97 | $1.97 | 24.2% | 8% |
| 20260721 | $1.95 | $1.95 | 23.6% | 7% |
| 20260720 | $2.05 | $2.05 | 23.4% | 6% |
| 20260716 | $2.02 | $1.15 | 19.0% | 0% |
More on DEEP
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.