DFAR · Expected Move
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The expected move for DFAR 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).
DFAR 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 DFAR Expected Move
30-Day Straddle
$1.40
7-Day Straddle
$1.40
30-Day ATM IV
26.0%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to DFAR'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.
DFAR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.40 | $1.40 | 26.0% | 4% |
| 20261021 | $3.10 | $3.10 | 30.0% | 7% |
| 20261020 | $4.90 | $4.90 | 27.8% | 5% |
| 20261019 | $4.90 | $4.90 | 29.7% | 6% |
| 20261016 | $3.23 | $1.07 | 21.0% | 0% |
| 20261015 | $3.12 | $1.18 | 29.4% | 3% |
| 20261014 | $1.58 | $1.20 | 25.7% | 1% |
| 20261013 | $1.50 | $1.18 | 25.1% | 0% |
| 20261012 | $1.52 | $1.23 | 27.6% | 2% |
| 20261009 | $1.60 | $3.18 | 35.3% | 8% |
| 20261008 | $1.58 | $3.00 | 36.6% | 9% |
| 20261007 | $1.57 | $1.25 | 27.5% | 2% |
| 20261006 | $1.62 | $1.23 | 32.8% | 6% |
| 20261005 | $4.90 | $1.27 | 28.8% | 3% |
| 20261002 | $1.27 | $1.27 | 30.4% | 4% |
| 20261001 | $3.08 | $3.08 | 39.2% | 11% |
| 20260930 | $3.25 | $3.25 | 37.2% | 9% |
| 20260929 | $1.38 | $1.38 | 39.0% | 11% |
| 20260928 | $5.20 | $5.20 | 158.5% | 100% |
| 20260925 | $3.20 | $3.20 | 50.6% | 46% |
| 20260924 | $2.90 | $2.90 | 37.4% | 22% |
| 20260923 | $1.35 | $1.35 | 80.7% | 100% |
| 20260922 | $1.35 | $1.35 | 28.0% | 7% |
| 20260921 | $4.80 | $4.80 | 36.0% | 24% |
| 20260918 | $1.45 | $2.90 | 36.7% | 25% |
| 20260917 | $1.43 | $1.18 | 36.5% | 25% |
| 20260916 | $1.38 | $1.12 | 36.9% | 25% |
| 20260915 | $1.45 | $1.23 | 37.1% | 26% |
| 20260914 | $1.52 | $1.23 | 34.6% | 21% |
| 20260911 | $1.52 | $1.25 | 36.5% | 25% |
| 20260910 | $1.52 | $1.02 | 39.1% | 30% |
| 20260909 | $1.50 | $1.20 | 38.1% | 28% |
| 20260908 | $1.52 | $1.23 | 43.1% | 39% |
| 20260904 | $1.55 | $1.23 | 45.3% | 43% |
| 20260903 | $3.20 | $1.27 | 43.4% | 39% |
| 20260902 | $1.27 | $1.27 | 42.6% | 38% |
| 20260901 | $1.27 | $1.27 | 50.6% | 54% |
| 20260831 | $1.30 | $1.30 | 38.8% | 30% |
| 20260828 | $3.15 | $3.15 | 43.4% | 39% |
| 20260827 | $1.40 | $1.40 | 42.8% | 38% |
| 20260826 | $3.20 | $3.20 | 42.1% | 36% |
| 20260825 | $1.43 | $1.43 | 37.4% | 27% |
| 20260824 | $1.40 | $1.40 | 37.2% | 26% |
| 20260821 | $1.45 | $2.75 | 37.0% | 26% |
| 20260820 | $1.07 | $1.25 | 37.6% | 27% |
| 20260819 | $1.55 | $1.23 | 37.1% | 26% |
| 20260818 | $3.27 | $1.23 | 36.1% | 24% |
| 20260817 | $1.50 | $1.23 | 35.7% | 23% |
| 20260814 | $3.27 | $1.23 | 35.2% | 22% |
| 20260813 | $1.50 | $1.25 | 36.5% | 25% |
| 20260812 | $1.55 | $1.23 | 36.1% | 24% |
| 20260811 | $1.97 | $4.80 | 58.3% | 71% |
| 20260810 | $3.77 | $4.80 | 31.2% | 14% |
| 20260807 | — | — | 37.3% | 26% |
| 20260806 | $3.62 | $4.80 | 37.5% | 27% |
| 20260805 | $2.23 | $2.23 | 30.2% | 11% |
| 20260804 | $3.58 | $3.58 | 37.2% | 26% |
| 20260803 | $3.47 | $3.47 | 34.4% | 20% |
| 20260731 | $2.28 | $2.28 | 40.0% | 32% |
| 20260730 | $2.28 | $2.28 | 40.3% | 33% |
More on DFAR
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.