DFIP · Expected Move
Dimensional Inflation-Protected Securities ETF · ETF
The expected move for DFIP 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).
DFIP 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 DFIP Expected Move
30-Day Straddle
$1.40
7-Day Straddle
$1.40
30-Day ATM IV
26.6%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to DFIP'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.
DFIP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.40 | $1.40 | 26.6% | 100% |
| 20261020 | $1.43 | $1.43 | 26.0% | 100% |
| 20261019 | $1.48 | $1.48 | 25.6% | 98% |
| 20261016 | $1.48 | $2.73 | 26.0% | 100% |
| 20261015 | $1.52 | $1.23 | 24.3% | 100% |
| 20261014 | $1.32 | $1.10 | 22.8% | 100% |
| 20261013 | $1.40 | $1.18 | 21.2% | 90% |
| 20261012 | $1.45 | $1.15 | 20.4% | 85% |
| 20261009 | $1.42 | $1.12 | 20.4% | 85% |
| 20261008 | $1.48 | $1.18 | 21.0% | 89% |
| 20261007 | $1.45 | $1.15 | 20.1% | 82% |
| 20261006 | $1.48 | $1.18 | 19.8% | 80% |
| 20261005 | $1.50 | $1.18 | 21.7% | 94% |
| 20261002 | $1.18 | $1.18 | 22.0% | 96% |
| 20261001 | $1.12 | $1.12 | 18.5% | 72% |
| 20260930 | $1.18 | $1.18 | 22.3% | 98% |
| 20260929 | $1.23 | $1.23 | 18.4% | 72% |
| 20260928 | $1.20 | $1.20 | 22.5% | 100% |
| 20260925 | $1.25 | $1.25 | 19.5% | 81% |
| 20260924 | $1.25 | $1.25 | 22.5% | 100% |
| 20260923 | $1.23 | $1.23 | 21.2% | 92% |
| 20260922 | $1.23 | $1.23 | 21.5% | 94% |
| 20260921 | $1.30 | $1.30 | 17.1% | 64% |
| 20260918 | $1.32 | $3.10 | 13.6% | 41% |
| 20260917 | $1.25 | $1.12 | 13.4% | 40% |
| 20260916 | $1.25 | $1.05 | 17.8% | 69% |
| 20260915 | $1.33 | $1.12 | 12.0% | 31% |
| 20260914 | $1.32 | $1.10 | 13.6% | 41% |
| 20260911 | $1.27 | $1.08 | 14.5% | 47% |
| 20260910 | $1.35 | $1.08 | 9.0% | 10% |
| 20260909 | $1.35 | $1.10 | 10.0% | 18% |
| 20260908 | $1.38 | $1.15 | 9.1% | 11% |
| 20260904 | $1.40 | $1.15 | 8.9% | 10% |
| 20260903 | $1.40 | $1.18 | 11.5% | 28% |
| 20260902 | $1.15 | $1.15 | 9.0% | 11% |
| 20260901 | $1.15 | $1.15 | 16.0% | 57% |
| 20260831 | $1.15 | $1.15 | 10.5% | 21% |
| 20260828 | $1.20 | $1.20 | 14.1% | 44% |
| 20260827 | $1.25 | $1.25 | 13.4% | 40% |
| 20260826 | $1.23 | $1.23 | 11.0% | 24% |
| 20260825 | $1.25 | $1.25 | 12.5% | 34% |
| 20260824 | $1.23 | $1.23 | 11.3% | 26% |
| 20260821 | $1.17 | $3.10 | 12.4% | 33% |
| 20260820 | $1.23 | $1.15 | 9.7% | 15% |
| 20260819 | $1.23 | $1.23 | 12.3% | 32% |
| 20260818 | $1.20 | $1.10 | 12.3% | 32% |
| 20260817 | $1.25 | $1.23 | 10.2% | 18% |
| 20260814 | $1.35 | $1.27 | 11.8% | 29% |
| 20260813 | $1.35 | $1.27 | 13.0% | 37% |
| 20260812 | $1.33 | $1.25 | 13.0% | 37% |
| 20260811 | $1.38 | $1.30 | 19.4% | 80% |
| 20260810 | $2.53 | $2.30 | 17.1% | 65% |
| 20260807 | — | — | 17.5% | 67% |
| 20260806 | $3.47 | $3.80 | 17.3% | 66% |
| 20260805 | $2.30 | $2.30 | 17.8% | 55% |
| 20260804 | $2.35 | $2.35 | 17.6% | 54% |
| 20260803 | $2.38 | $2.38 | 17.6% | 54% |
| 20260731 | $2.35 | $2.35 | 18.1% | 57% |
| 20260730 | $2.38 | $2.38 | 18.0% | 56% |
| 20260729 | $2.35 | $2.35 | 18.0% | 56% |
More on DFIP
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.