DFAS · Expected Move
U.S. Small Cap Portfolio ETF Class Shares · ETF
The expected move for DFAS 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).
DFAS 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 DFAS Expected Move
30-Day Straddle
$3.00
7-Day Straddle
$3.00
30-Day ATM IV
16.9%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to DFAS'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.
DFAS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.00 | $3.00 | 16.9% | 30% |
| 20261021 | $2.77 | $2.77 | 15.4% | 5% |
| 20261020 | $3.17 | $3.17 | 17.2% | 27% |
| 20261019 | $3.00 | $3.00 | 16.3% | 15% |
| 20261016 | $3.60 | $1.10 | 18.4% | 40% |
| 20261015 | $3.38 | $0.95 | 16.9% | 22% |
| 20261014 | $3.35 | $1.00 | 16.6% | 18% |
| 20261013 | $3.48 | $1.20 | 16.5% | 18% |
| 20261012 | $3.20 | $1.10 | 15.4% | 5% |
| 20261009 | $3.40 | $1.12 | 15.9% | 11% |
| 20261008 | $3.62 | $1.73 | 17.0% | 23% |
| 20261007 | $3.47 | $1.57 | 16.5% | 18% |
| 20261006 | $3.75 | $2.35 | 17.8% | 33% |
| 20261005 | $3.82 | $1.70 | 16.7% | 20% |
| 20261002 | $1.73 | $1.73 | 15.1% | 1% |
| 20261001 | $2.50 | $2.50 | 19.0% | 47% |
| 20260930 | $2.25 | $2.25 | 18.2% | 38% |
| 20260929 | $2.52 | $2.52 | 18.0% | 35% |
| 20260928 | $2.33 | $2.33 | 17.2% | 25% |
| 20260925 | $2.35 | $2.35 | 15.8% | 9% |
| 20260924 | $2.62 | $2.62 | 17.3% | 27% |
| 20260923 | $2.17 | $2.17 | 15.5% | 5% |
| 20260922 | $2.55 | $2.55 | 15.7% | 8% |
| 20260921 | $2.88 | $2.88 | 17.4% | 28% |
| 20260918 | $2.90 | $0.90 | 16.3% | 16% |
| 20260917 | $3.05 | $1.32 | 15.7% | 8% |
| 20260916 | $3.20 | $1.48 | 17.2% | 26% |
| 20260915 | $3.12 | $1.75 | 16.9% | 22% |
| 20260914 | $3.25 | $1.12 | 17.1% | 25% |
| 20260911 | $3.27 | $1.55 | 16.5% | 17% |
| 20260910 | $3.48 | $1.52 | 17.3% | 26% |
| 20260909 | $3.33 | $1.98 | 16.5% | 18% |
| 20260908 | $3.55 | $1.85 | 17.2% | 26% |
| 20260904 | $3.48 | $1.95 | 15.6% | 7% |
| 20260903 | $3.72 | $2.05 | 16.3% | 15% |
| 20260902 | $2.30 | $2.30 | 16.3% | 15% |
| 20260901 | $2.48 | $2.48 | 17.8% | 33% |
| 20260831 | $2.15 | $2.15 | 16.4% | 16% |
| 20260828 | $2.60 | $2.60 | 16.4% | 17% |
| 20260827 | $2.90 | $2.90 | 17.4% | 28% |
| 20260826 | $2.45 | $2.45 | 16.7% | 19% |
| 20260825 | $2.85 | $2.85 | 15.9% | 10% |
| 20260824 | $2.77 | $2.77 | 17.0% | 23% |
| 20260821 | $3.08 | $4.00 | 16.9% | 22% |
| 20260820 | $3.38 | $1.47 | 17.7% | 32% |
| 20260819 | $2.90 | $1.65 | 15.0% | 0% |
| 20260818 | $3.20 | $1.20 | 16.5% | 16% |
| 20260817 | $3.05 | $1.32 | 15.1% | 0% |
| 20260814 | $3.88 | $1.60 | 16.2% | 10% |
| 20260813 | $3.77 | $1.68 | 17.5% | 21% |
| 20260812 | $3.30 | $2.00 | 15.7% | 5% |
| 20260811 | $3.52 | $2.33 | 16.3% | 10% |
| 20260810 | $4.50 | $2.77 | 20.7% | 46% |
| 20260807 | — | — | 15.1% | 0% |
| 20260806 | $3.88 | $2.77 | 19.8% | 26% |
| 20260805 | $2.95 | $2.95 | 19.0% | 19% |
| 20260804 | $3.30 | $3.30 | 19.8% | 25% |
| 20260803 | $2.30 | $2.30 | 17.3% | 8% |
| 20260731 | $2.90 | $2.90 | 18.2% | 14% |
| 20260730 | $2.98 | $2.98 | 17.8% | 11% |
More on DFAS
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.