DFIS · Expected Move
Dimensional International Small Cap ETF · ETF
The expected move for DFIS 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).
DFIS 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 DFIS Expected Move
30-Day Straddle
$1.68
7-Day Straddle
$1.68
30-Day ATM IV
17.6%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to DFIS'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.
DFIS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.68 | $1.68 | 17.6% | 7% |
| 20261021 | $1.67 | $1.67 | 15.7% | 3% |
| 20261020 | $3.33 | $3.33 | 22.2% | 18% |
| 20261019 | $1.67 | $1.67 | 15.5% | 3% |
| 20261016 | $1.70 | $1.12 | 14.7% | 1% |
| 20261015 | $1.73 | $1.25 | 14.4% | 0% |
| 20261014 | $1.75 | $0.75 | 14.5% | 0% |
| 20261013 | $1.77 | $1.32 | 16.0% | 2% |
| 20261012 | $1.85 | $1.30 | 15.8% | 1% |
| 20261009 | $1.85 | $1.33 | 16.6% | 3% |
| 20261008 | $1.85 | $1.40 | 18.0% | 7% |
| 20261007 | $1.88 | $1.40 | 16.6% | 3% |
| 20261006 | $1.98 | $3.15 | 16.6% | 3% |
| 20261005 | $1.95 | $1.12 | 16.3% | 2% |
| 20261002 | $1.23 | $1.23 | 15.9% | 1% |
| 20261001 | $1.50 | $1.50 | 15.8% | 1% |
| 20260930 | $1.52 | $1.52 | 15.3% | 0% |
| 20260929 | $1.48 | $1.48 | 16.5% | 0% |
| 20260928 | $1.50 | $1.50 | 16.5% | 0% |
| 20260925 | $1.35 | $1.35 | 16.8% | 0% |
| 20260924 | $1.62 | $1.62 | 26.3% | 13% |
| 20260923 | $1.57 | $1.57 | 27.7% | 17% |
| 20260922 | $1.62 | $1.62 | 32.6% | 31% |
| 20260921 | $1.65 | $1.65 | 32.4% | 30% |
| 20260918 | $1.70 | $3.17 | 32.3% | 30% |
| 20260917 | $1.70 | $1.30 | 34.5% | 36% |
| 20260916 | $1.68 | $1.27 | 28.8% | 20% |
| 20260915 | $1.80 | $1.43 | 29.9% | 23% |
| 20260914 | $1.75 | $1.35 | 29.4% | 22% |
| 20260911 | $1.77 | $1.38 | 32.4% | 30% |
| 20260910 | $1.85 | $1.42 | 30.4% | 25% |
| 20260909 | $1.88 | $1.48 | 33.4% | 33% |
| 20260908 | $1.85 | $1.50 | 35.0% | 38% |
| 20260904 | $1.85 | $1.43 | 33.9% | 34% |
| 20260903 | $1.88 | $1.50 | 32.9% | 32% |
| 20260902 | $1.57 | $1.57 | 30.4% | 24% |
| 20260901 | $1.52 | $1.52 | 29.9% | 23% |
| 20260831 | $1.55 | $1.55 | 30.7% | 25% |
| 20260828 | $1.38 | $1.38 | 29.2% | 21% |
| 20260827 | $1.55 | $1.55 | 34.3% | 36% |
| 20260826 | $1.32 | $1.32 | 32.2% | 29% |
| 20260825 | $1.40 | $1.40 | 32.7% | 31% |
| 20260824 | $1.70 | $1.70 | 29.6% | 22% |
| 20260821 | $1.67 | $3.33 | 28.9% | 20% |
| 20260820 | $1.70 | $1.32 | 27.1% | 15% |
| 20260819 | $1.75 | $1.32 | 26.9% | 14% |
| 20260818 | $1.73 | $1.35 | 25.5% | 10% |
| 20260817 | $1.77 | $1.40 | 26.5% | 13% |
| 20260814 | $1.82 | $1.45 | 26.4% | 13% |
| 20260813 | $1.85 | $1.48 | 25.7% | 11% |
| 20260812 | $1.80 | $1.43 | 25.1% | 9% |
| 20260811 | $2.77 | $2.35 | 24.6% | 8% |
| 20260810 | $2.98 | $2.42 | 24.4% | 7% |
| 20260807 | — | — | 29.7% | 23% |
| 20260806 | $3.00 | $2.52 | 46.8% | 71% |
| 20260805 | $2.50 | $2.50 | 47.1% | 72% |
| 20260804 | $2.60 | $2.60 | 44.7% | 65% |
| 20260803 | $2.40 | $2.40 | 45.7% | 68% |
| 20260731 | $3.83 | $3.83 | 46.9% | 71% |
| 20260730 | $3.83 | $3.83 | 44.8% | 65% |
More on DFIS
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.