DFLV · Expected Move
Dimensional US Large Cap Value ETF · ETF
The expected move for DFLV 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).
DFLV 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 DFLV Expected Move
30-Day Straddle
$1.57
7-Day Straddle
$1.57
30-Day ATM IV
19.1%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to DFLV'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.
DFLV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.57 | $1.57 | 19.1% | 14% |
| 20261020 | $1.55 | $1.55 | 15.3% | 2% |
| 20261019 | $1.75 | $1.75 | 17.5% | 8% |
| 20261016 | $1.80 | $3.23 | 19.7% | 14% |
| 20261015 | $1.75 | $1.18 | 18.7% | 11% |
| 20261014 | $3.35 | $1.15 | 14.6% | 0% |
| 20261013 | $1.68 | $1.15 | 18.8% | 1% |
| 20261012 | $5.00 | $5.00 | 18.6% | 0% |
| 20261009 | $1.77 | $1.25 | 29.2% | 3% |
| 20261008 | $1.75 | $1.25 | 28.8% | 1% |
| 20261007 | $1.77 | $1.38 | 28.5% | 0% |
| 20261006 | $1.85 | $1.30 | 30.6% | 3% |
| 20261005 | $3.27 | $1.35 | 30.0% | 0% |
| 20261002 | $1.48 | $1.48 | 31.4% | 2% |
| 20261001 | $1.38 | $1.38 | 31.0% | 0% |
| 20260930 | $1.45 | $1.45 | 31.5% | 0% |
| 20260929 | $3.35 | $3.35 | 38.1% | 30% |
| 20260928 | $1.48 | $1.48 | 33.6% | 7% |
| 20260925 | $1.55 | $1.55 | 37.0% | 24% |
| 20260924 | $1.55 | $1.55 | 36.9% | 24% |
| 20260923 | $1.52 | $1.52 | 37.4% | 26% |
| 20260922 | $1.55 | $1.55 | 39.1% | 35% |
| 20260921 | $1.65 | $1.65 | 35.0% | 14% |
| 20260918 | $1.77 | $5.00 | 42.0% | 50% |
| 20260917 | $1.82 | $3.27 | 38.2% | 30% |
| 20260916 | $1.75 | $1.35 | 41.6% | 48% |
| 20260915 | $1.90 | $1.58 | 39.9% | 39% |
| 20260914 | $1.88 | $1.43 | 39.4% | 37% |
| 20260911 | $1.88 | $1.55 | 39.2% | 36% |
| 20260910 | $2.08 | $1.67 | 39.6% | 37% |
| 20260909 | $1.98 | $1.57 | 38.8% | 34% |
| 20260908 | $1.97 | $1.52 | 38.5% | 32% |
| 20260904 | $2.02 | $1.60 | 36.9% | 24% |
| 20260903 | $1.97 | $1.55 | 35.1% | 15% |
| 20260902 | $1.60 | $1.60 | 37.1% | 25% |
| 20260901 | $1.60 | $1.60 | 37.3% | 26% |
| 20260831 | $1.60 | $1.60 | 36.9% | 24% |
| 20260828 | $1.60 | $1.60 | 36.0% | 19% |
| 20260827 | $1.70 | $1.70 | 35.9% | 18% |
| 20260826 | $1.70 | $1.70 | 34.6% | 12% |
| 20260825 | $1.70 | $1.70 | 35.2% | 15% |
| 20260824 | $1.77 | $1.77 | 33.8% | 8% |
| 20260821 | $1.80 | $5.00 | 34.5% | 11% |
| 20260820 | $1.75 | $1.38 | 34.2% | 10% |
| 20260819 | $1.82 | $1.35 | 34.4% | 11% |
| 20260818 | $1.82 | $1.38 | 33.6% | 7% |
| 20260817 | $1.85 | $1.43 | 33.7% | 7% |
| 20260814 | $1.90 | $1.45 | 33.1% | 5% |
| 20260813 | $1.90 | $1.45 | 38.8% | 32% |
| 20260812 | $1.88 | $1.45 | 33.2% | 5% |
| 20260811 | $1.92 | $1.48 | 34.2% | 9% |
| 20260810 | $2.88 | $2.38 | 41.1% | 37% |
| 20260806 | $3.23 | $2.65 | 41.8% | 38% |
| 20260805 | $2.62 | $2.62 | 42.9% | 42% |
| 20260804 | $2.48 | $2.48 | 46.5% | 55% |
| 20260803 | $2.55 | $2.55 | 39.6% | 28% |
| 20260731 | $2.55 | $2.55 | 40.9% | 33% |
| 20260730 | $2.67 | $2.67 | 41.5% | 31% |
| 20260729 | $2.75 | $2.75 | 41.8% | 32% |
| 20260728 | $2.73 | $2.73 | 39.6% | 24% |
More on DFLV
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.