DFJ · Expected Move
WisdomTree Japan SmallCap Dividend Fund · ETF
The expected move for DFJ 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).
DFJ 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 DFJ Expected Move
30-Day Straddle
$2.10
7-Day Straddle
$2.10
30-Day ATM IV
17.5%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to DFJ'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.
DFJ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.10 | $2.10 | 17.5% | 11% |
| 20261020 | $4.92 | $4.92 | 18.8% | 19% |
| 20261019 | $5.17 | $5.17 | 19.1% | 21% |
| 20261016 | $5.12 | $3.02 | 18.2% | 15% |
| 20261015 | $4.93 | $2.23 | 17.4% | 9% |
| 20261014 | $5.05 | $2.38 | 17.3% | 9% |
| 20261013 | $5.15 | $2.45 | 17.1% | 8% |
| 20261012 | $5.33 | $2.67 | 17.6% | 11% |
| 20261009 | $5.18 | $2.78 | 18.2% | 13% |
| 20261008 | $5.38 | $2.72 | 19.1% | 18% |
| 20261007 | $5.62 | $3.00 | 18.9% | 17% |
| 20261006 | $5.62 | $2.90 | 18.5% | 15% |
| 20261005 | $5.55 | $2.97 | 18.1% | 13% |
| 20261002 | $2.88 | $2.88 | 17.5% | 10% |
| 20261001 | $3.27 | $3.27 | 18.7% | 16% |
| 20260930 | $3.35 | $3.35 | 18.8% | 17% |
| 20260929 | $3.30 | $3.30 | 18.4% | 15% |
| 20260928 | $3.72 | $3.72 | 19.0% | 18% |
| 20260925 | $3.85 | $3.85 | 17.8% | 12% |
| 20260924 | $4.03 | $4.03 | 18.2% | 13% |
| 20260923 | $3.82 | $3.82 | 16.8% | 6% |
| 20260922 | $3.78 | $3.78 | 15.6% | 0% |
| 20260921 | $4.20 | $4.20 | 18.3% | 8% |
| 20260918 | $4.45 | $4.25 | 17.6% | 4% |
| 20260917 | $4.68 | $3.45 | 16.9% | 0% |
| 20260916 | $5.35 | $3.17 | 19.4% | 14% |
| 20260915 | $4.82 | $2.92 | 17.9% | 5% |
| 20260914 | $4.82 | $3.30 | 17.8% | 5% |
| 20260911 | $4.97 | $3.27 | 18.1% | 6% |
| 20260910 | $5.25 | $3.50 | 19.7% | 16% |
| 20260909 | $5.32 | $3.30 | 20.5% | 20% |
| 20260908 | $5.32 | $3.50 | 19.7% | 15% |
| 20260904 | $5.20 | $3.65 | 17.6% | 3% |
| 20260903 | $4.90 | $3.50 | 18.5% | 9% |
| 20260902 | $3.57 | $3.57 | 17.3% | 2% |
| 20260901 | $3.48 | $3.48 | 18.5% | 9% |
| 20260831 | $3.40 | $3.40 | 17.0% | 0% |
| 20260828 | $3.62 | $3.62 | 19.1% | 1% |
| 20260827 | $3.98 | $3.98 | 18.9% | 0% |
| 20260826 | $4.15 | $4.15 | 20.0% | 5% |
| 20260825 | $4.55 | $4.55 | 19.9% | 4% |
| 20260824 | $4.90 | $4.90 | 22.5% | 21% |
| 20260821 | $4.85 | $3.88 | 21.8% | 17% |
| 20260820 | $4.92 | $2.45 | 23.6% | 29% |
| 20260819 | $5.22 | $3.25 | 23.3% | 27% |
| 20260818 | $6.10 | $2.55 | 23.8% | 30% |
| 20260817 | $4.80 | $3.85 | 21.8% | 17% |
| 20260814 | $4.80 | $3.90 | 19.3% | 0% |
| 20260813 | $5.50 | $4.00 | 21.5% | 0% |
| 20260812 | $5.80 | $4.05 | 22.1% | 0% |
| 20260811 | $5.97 | $4.80 | 25.2% | 4% |
| 20260810 | $6.07 | $4.80 | 25.6% | 5% |
| 20260807 | — | — | 24.2% | 0% |
| 20260806 | $6.38 | $4.80 | 24.9% | 3% |
| 20260805 | $3.85 | $3.85 | 24.6% | 2% |
| 20260804 | $4.80 | $4.80 | 26.4% | 8% |
| 20260803 | $4.80 | $4.80 | 26.7% | 9% |
| 20260731 | $4.80 | $4.80 | 27.5% | 11% |
| 20260730 | $5.42 | $5.42 | 26.2% | 7% |
| 20260729 | $5.62 | $5.62 | 24.6% | 2% |
More on DFJ
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.