DFAX · Expected Move
Dimensional World ex U.S. Core Equity 2 ETF · ETF
The expected move for DFAX 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).
DFAX 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 DFAX Expected Move
30-Day Straddle
$1.82
7-Day Straddle
$1.82
30-Day ATM IV
24.0%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to DFAX'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.
DFAX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.82 | $1.82 | 24.0% | 10% |
| 20261021 | $1.80 | $1.80 | 21.1% | 5% |
| 20261020 | $3.38 | $3.38 | 25.6% | 13% |
| 20261019 | $1.85 | $1.85 | 30.6% | 21% |
| 20261016 | $1.73 | $2.75 | 29.0% | 19% |
| 20261015 | $1.77 | $3.45 | 27.0% | 15% |
| 20261014 | $1.82 | $1.48 | 18.1% | 0% |
| 20261013 | $1.90 | $1.38 | 22.1% | 3% |
| 20261012 | $1.92 | $1.48 | 21.2% | 1% |
| 20261009 | $2.05 | $1.55 | 31.4% | 19% |
| 20261008 | $2.00 | $1.45 | 31.7% | 20% |
| 20261007 | $2.02 | $1.50 | 32.6% | 21% |
| 20261006 | $1.98 | $1.52 | 33.9% | 24% |
| 20261005 | $3.35 | $1.58 | 32.3% | 21% |
| 20261002 | $1.62 | $1.62 | 37.8% | 31% |
| 20261001 | $1.57 | $1.57 | 35.2% | 26% |
| 20260930 | $1.80 | $1.80 | 37.4% | 30% |
| 20260929 | $1.65 | $1.65 | 37.0% | 29% |
| 20260928 | $1.67 | $1.67 | 38.5% | 32% |
| 20260925 | $1.62 | $1.62 | 42.4% | 39% |
| 20260924 | $1.70 | $1.70 | 39.5% | 34% |
| 20260923 | $1.75 | $1.75 | 41.1% | 37% |
| 20260922 | $1.65 | $1.65 | 47.8% | 49% |
| 20260921 | $1.77 | $1.77 | 46.8% | 47% |
| 20260918 | $1.85 | $3.22 | 51.2% | 55% |
| 20260917 | $1.90 | $1.40 | 51.7% | 56% |
| 20260916 | $1.88 | $1.55 | 47.1% | 47% |
| 20260915 | $1.93 | $1.57 | 46.4% | 46% |
| 20260914 | $1.85 | $1.48 | 47.3% | 48% |
| 20260911 | $1.92 | $1.57 | 48.4% | 50% |
| 20260910 | $1.98 | $1.55 | 46.8% | 47% |
| 20260909 | $2.00 | $1.60 | 43.7% | 41% |
| 20260908 | $2.05 | $1.65 | 39.6% | 31% |
| 20260904 | $2.02 | $1.57 | 33.4% | 21% |
| 20260903 | $2.08 | $1.60 | 35.0% | 23% |
| 20260902 | $1.62 | $1.62 | 40.6% | 32% |
| 20260901 | $1.60 | $1.60 | 42.0% | 28% |
| 20260831 | $1.68 | $1.68 | 39.3% | 25% |
| 20260828 | $1.80 | $1.80 | 30.3% | 13% |
| 20260827 | $1.73 | $1.73 | 34.8% | 19% |
| 20260826 | $1.75 | $1.75 | 34.5% | 18% |
| 20260825 | $3.38 | $3.38 | 33.1% | 16% |
| 20260824 | $1.73 | $1.73 | 37.9% | 23% |
| 20260821 | $3.22 | $2.27 | 20.6% | 0% |
| 20260820 | $1.83 | $1.35 | 33.3% | 8% |
| 20260819 | $3.30 | $1.40 | 38.9% | 16% |
| 20260818 | $1.82 | $1.43 | 37.7% | 14% |
| 20260817 | $1.85 | $3.22 | 32.7% | 7% |
| 20260814 | $6.00 | $1.48 | 34.1% | 9% |
| 20260813 | $1.82 | $1.50 | 34.1% | 9% |
| 20260812 | $3.45 | $1.52 | 39.8% | 17% |
| 20260811 | $2.75 | $4.80 | 39.7% | 17% |
| 20260810 | $3.88 | $3.58 | 42.4% | 21% |
| 20260807 | — | — | 40.2% | 18% |
| 20260806 | $3.10 | $3.88 | 39.5% | 17% |
| 20260805 | $2.73 | $2.73 | 42.3% | 21% |
| 20260804 | $3.77 | $3.77 | 41.6% | 20% |
| 20260803 | $2.55 | $2.55 | 39.9% | 17% |
| 20260731 | $2.80 | $2.80 | 42.0% | 20% |
| 20260730 | $2.65 | $2.65 | 42.3% | 21% |
More on DFAX
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.