DFAU · Expected Move
Dimensional US Core Equity Market ETF · ETF
The expected move for DFAU 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).
DFAU 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 DFAU Expected Move
30-Day Straddle
$2.48
7-Day Straddle
$2.48
30-Day ATM IV
29.7%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to DFAU'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.
DFAU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.48 | $2.48 | 29.7% | 68% |
| 20261021 | $2.50 | $2.50 | 28.1% | 59% |
| 20261020 | $4.90 | $4.90 | 35.0% | 99% |
| 20261019 | $4.90 | $4.90 | 28.8% | 64% |
| 20261016 | $3.68 | $3.05 | 30.9% | 75% |
| 20261015 | $3.68 | $3.33 | 31.9% | 81% |
| 20261014 | $2.47 | $1.85 | 26.5% | 50% |
| 20261013 | $2.62 | $1.40 | 24.9% | 42% |
| 20261012 | $4.90 | $3.55 | 24.6% | 40% |
| 20261009 | $4.90 | $2.00 | 27.1% | 54% |
| 20261008 | $2.75 | $2.00 | 27.6% | 57% |
| 20261007 | $3.70 | $2.00 | 27.2% | 54% |
| 20261006 | $2.95 | $2.15 | 24.4% | 39% |
| 20261005 | $2.85 | $2.00 | 26.5% | 50% |
| 20261002 | $4.90 | $4.90 | 27.2% | 55% |
| 20261001 | $2.12 | $2.12 | 27.6% | 57% |
| 20260930 | $3.73 | $3.73 | 22.9% | 30% |
| 20260929 | $4.90 | $4.90 | 22.1% | 26% |
| 20260928 | $1.67 | $1.67 | 22.1% | 26% |
| 20260925 | $3.52 | $3.52 | 19.2% | 9% |
| 20260924 | $2.20 | $2.20 | 20.1% | 14% |
| 20260923 | $2.22 | $2.22 | 20.4% | 16% |
| 20260922 | $2.28 | $2.28 | 20.2% | 15% |
| 20260921 | $2.27 | $2.27 | 19.5% | 11% |
| 20260918 | $3.42 | $3.47 | 17.9% | 2% |
| 20260917 | $4.80 | $1.90 | 26.3% | 49% |
| 20260916 | $2.35 | $2.02 | 22.2% | 26% |
| 20260915 | $2.55 | $2.00 | 18.0% | 3% |
| 20260914 | $2.55 | $1.98 | 17.6% | 0% |
| 20260911 | $2.58 | $2.00 | 20.7% | 0% |
| 20260910 | $2.73 | $2.15 | 20.6% | 0% |
| 20260909 | $2.58 | $2.05 | 21.4% | 0% |
| 20260908 | $2.60 | $2.02 | 23.1% | 11% |
| 20260904 | $3.83 | $3.55 | 24.0% | 18% |
| 20260903 | $2.70 | $3.55 | 23.3% | 13% |
| 20260902 | $2.10 | $2.10 | 25.6% | 29% |
| 20260901 | $3.42 | $3.42 | 21.6% | 0% |
| 20260831 | $2.17 | $2.17 | 26.7% | 24% |
| 20260828 | $3.58 | $3.58 | 27.4% | 52% |
| 20260827 | $3.62 | $3.62 | 26.5% | 46% |
| 20260826 | $4.80 | $4.80 | 28.4% | 58% |
| 20260825 | $2.38 | $2.38 | 29.2% | 63% |
| 20260824 | $4.80 | $4.80 | 29.3% | 64% |
| 20260821 | $3.62 | $3.27 | 30.1% | 68% |
| 20260820 | $2.35 | $1.77 | 30.3% | 69% |
| 20260819 | $2.42 | $1.88 | 28.8% | 61% |
| 20260818 | $2.50 | $3.27 | 29.4% | 45% |
| 20260817 | $2.48 | $1.90 | 26.1% | 28% |
| 20260814 | $6.25 | $1.90 | 24.8% | 23% |
| 20260813 | $2.55 | $2.00 | 24.1% | 20% |
| 20260812 | $2.55 | $2.02 | 25.8% | 27% |
| 20260811 | $2.72 | $3.58 | 26.7% | 30% |
| 20260810 | $3.35 | $2.70 | 28.7% | 38% |
| 20260807 | — | — | 28.1% | 35% |
| 20260806 | $4.80 | $3.88 | 25.1% | 24% |
| 20260805 | $2.80 | $2.80 | 29.6% | 41% |
| 20260804 | $3.72 | $3.72 | 26.4% | 29% |
| 20260803 | $2.72 | $2.72 | 31.5% | 49% |
| 20260731 | $4.80 | $4.80 | 33.4% | 56% |
| 20260730 | $2.92 | $2.92 | 33.0% | 54% |
More on DFAU
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.