DFIC · Expected Move
Dimensional International Core Equity 2 ETF · ETF
The expected move for DFIC 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).
DFIC 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 DFIC Expected Move
30-Day Straddle
$2.85
7-Day Straddle
$2.85
30-Day ATM IV
33.7%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to DFIC'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.
DFIC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.85 | $2.85 | 33.7% | 36% |
| 20261021 | $2.85 | $2.85 | 33.8% | 37% |
| 20261020 | $3.93 | $3.93 | 27.2% | 16% |
| 20261019 | $3.95 | $3.95 | 32.3% | 29% |
| 20261016 | $2.90 | $3.58 | 31.3% | 26% |
| 20261015 | $2.92 | $2.48 | 30.7% | 24% |
| 20261014 | $3.05 | $2.47 | 30.4% | 23% |
| 20261013 | $4.05 | $2.53 | 28.5% | 18% |
| 20261012 | $3.17 | $2.60 | 29.8% | 22% |
| 20261009 | $3.88 | $3.60 | 37.5% | 43% |
| 20261008 | $4.10 | $2.50 | 43.7% | 60% |
| 20261007 | $4.25 | $2.65 | 43.9% | 61% |
| 20261006 | $4.90 | $2.53 | 34.2% | 34% |
| 20261005 | $3.20 | $2.58 | 44.6% | 63% |
| 20261002 | $2.67 | $2.67 | 45.4% | 65% |
| 20261001 | $2.70 | $2.70 | 46.6% | 68% |
| 20260930 | $2.60 | $2.60 | 45.9% | 66% |
| 20260929 | $2.65 | $2.65 | 47.4% | 71% |
| 20260928 | $2.65 | $2.65 | 48.1% | 72% |
| 20260925 | $2.72 | $2.72 | 47.5% | 71% |
| 20260924 | $2.85 | $2.85 | 51.3% | 81% |
| 20260923 | $2.70 | $2.70 | 51.4% | 81% |
| 20260922 | $2.72 | $2.72 | 45.2% | 64% |
| 20260921 | $3.00 | $3.00 | 45.5% | 65% |
| 20260918 | $3.03 | $2.55 | 52.1% | 83% |
| 20260917 | $3.00 | $2.48 | 47.5% | 71% |
| 20260916 | $2.95 | $2.60 | 50.6% | 79% |
| 20260915 | $3.10 | $2.70 | 45.4% | 65% |
| 20260914 | $3.08 | $2.60 | 46.0% | 67% |
| 20260911 | $3.10 | $2.58 | 41.5% | 54% |
| 20260910 | $4.80 | $3.65 | 43.5% | 60% |
| 20260909 | $3.15 | $2.62 | 40.6% | 52% |
| 20260908 | $3.20 | $2.73 | 35.9% | 38% |
| 20260904 | $3.30 | $2.77 | 32.2% | 28% |
| 20260903 | $4.00 | $2.80 | 42.0% | 56% |
| 20260902 | $2.73 | $2.73 | 38.0% | 44% |
| 20260901 | $2.77 | $2.77 | 39.1% | 48% |
| 20260831 | $2.75 | $2.75 | 22.0% | 0% |
| 20260828 | $2.80 | $2.80 | 29.8% | 8% |
| 20260827 | $2.88 | $2.88 | 29.0% | 5% |
| 20260826 | $2.97 | $2.97 | 29.2% | 6% |
| 20260825 | $2.92 | $2.92 | 30.1% | 9% |
| 20260824 | $2.73 | $2.73 | 29.6% | 7% |
| 20260821 | $3.02 | $3.40 | 38.4% | 36% |
| 20260820 | $2.92 | $2.42 | 40.0% | 41% |
| 20260819 | $2.98 | $2.55 | 41.2% | 45% |
| 20260818 | $2.90 | $2.50 | 41.7% | 47% |
| 20260817 | $3.05 | $2.60 | 38.0% | 35% |
| 20260814 | $3.12 | $6.40 | 38.9% | 38% |
| 20260813 | $3.10 | $2.67 | 38.5% | 36% |
| 20260812 | $3.10 | $2.62 | 36.9% | 31% |
| 20260811 | $2.88 | $3.60 | 38.7% | 37% |
| 20260810 | $4.05 | $2.53 | 40.0% | 41% |
| 20260807 | — | — | 38.4% | 36% |
| 20260806 | $4.00 | $2.60 | 37.7% | 34% |
| 20260805 | $2.62 | $2.62 | 39.4% | 39% |
| 20260804 | $10.00 | $10.00 | 36.6% | 30% |
| 20260803 | $2.73 | $2.73 | 40.7% | 43% |
| 20260731 | $2.72 | $2.72 | 40.8% | 44% |
| 20260730 | $2.75 | $2.75 | 40.4% | 39% |
More on DFIC
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.