DFAI · Expected Move
Dimensional International Core Equity Market ETF · ETF
The expected move for DFAI 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).
DFAI 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 DFAI Expected Move
30-Day Straddle
$1.57
7-Day Straddle
$1.57
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to DFAI'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.
DFAI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251017 | $1.57 | $1.57 | — | — |
| 20251016 | $1.52 | $1.52 | — | — |
| 20251015 | $1.52 | $1.52 | — | — |
| 20251014 | $1.35 | $1.35 | — | — |
| 20251013 | $1.43 | $1.43 | — | — |
| 20251010 | $1.52 | $1.52 | 65.4% | 100% |
| 20251009 | $1.65 | $1.65 | 43.2% | 93% |
| 20251008 | $1.57 | $1.57 | 44.5% | 98% |
| 20251007 | $1.65 | $1.65 | 42.5% | 90% |
| 20251006 | $1.55 | $1.55 | 45.1% | 100% |
| 20251003 | $1.55 | $1.55 | 33.6% | 57% |
| 20251002 | $1.62 | $1.62 | 37.3% | 66% |
| 20251001 | $1.70 | $1.70 | 33.8% | 40% |
| 20250930 | $1.77 | $1.77 | 34.9% | 43% |
| 20250929 | $1.65 | $1.65 | 37.2% | 49% |
| 20250926 | $1.65 | $1.65 | 36.3% | 47% |
| 20250925 | $1.73 | $1.73 | 37.5% | 50% |
| 20250924 | $1.70 | $1.70 | 34.8% | 43% |
| 20250923 | $1.83 | $1.83 | 30.6% | 32% |
| 20250922 | $1.90 | $1.90 | 42.4% | 62% |
| 20250919 | $1.77 | $1.77 | 27.0% | 23% |
| 20250918 | $1.92 | $1.92 | 34.3% | 42% |
| 20250917 | $1.85 | $1.85 | 25.8% | 20% |
| 20250916 | $1.95 | $1.95 | 23.8% | 15% |
| 20250915 | $1.88 | $1.88 | 24.2% | 16% |
| 20250912 | $1.82 | $1.82 | 24.5% | 17% |
| 20250911 | $1.98 | $1.98 | 24.1% | 16% |
| 20250910 | $1.90 | $1.90 | 26.4% | 22% |
| 20250909 | $1.90 | $1.90 | 25.9% | 20% |
| 20250908 | $1.88 | $1.88 | 23.3% | 14% |
| 20250905 | $1.88 | $1.88 | 23.7% | 15% |
| 20250904 | $1.92 | $1.92 | 23.1% | 13% |
| 20250903 | $2.10 | $2.10 | 22.3% | 11% |
| 20250902 | $2.00 | $2.00 | 21.3% | 9% |
| 20250829 | $1.95 | $1.95 | 22.6% | 12% |
| 20250828 | $1.98 | $1.98 | 23.4% | 14% |
| 20250827 | $1.95 | $1.95 | 22.8% | 12% |
| 20250826 | $1.98 | $1.98 | 21.9% | 10% |
| 20250825 | $1.97 | $1.97 | 25.0% | 18% |
| 20250822 | $1.98 | $1.98 | 21.6% | 9% |
| 20250821 | $2.03 | $2.03 | 21.6% | 9% |
| 20250820 | $2.02 | $2.02 | 21.4% | 9% |
| 20250819 | $2.05 | $2.05 | 21.1% | 8% |
| 20250818 | $2.05 | $2.05 | 21.5% | 9% |
| 20250815 | $2.02 | $2.02 | — | — |
| 20250814 | $2.02 | $2.02 | — | — |
| 20250813 | $2.05 | $2.05 | — | — |
| 20250812 | $2.20 | $2.20 | — | — |
| 20250811 | $2.12 | $2.12 | — | — |
| 20250808 | $2.12 | $2.12 | — | — |
| 20250807 | $2.10 | $2.10 | — | — |
| 20250806 | $2.10 | $2.10 | — | — |
| 20250805 | $2.08 | $2.08 | — | — |
| 20250804 | $2.30 | $2.30 | — | — |
| 20250801 | $2.20 | $2.20 | — | — |
| 20250731 | $2.20 | $2.20 | — | — |
| 20250730 | $2.28 | $2.28 | — | — |
| 20250729 | $2.20 | $2.20 | — | — |
| 20250728 | $2.23 | $2.23 | — | — |
| 20250725 | $2.27 | $2.27 | — | — |
More on DFAI
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.