DFNL · Expected Move
Davis Select Financial ETF · ETF
The expected move for DFNL 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).
DFNL 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 DFNL Expected Move
30-Day Straddle
$2.15
7-Day Straddle
$2.15
30-Day ATM IV
24.6%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to DFNL'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.
DFNL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.15 | $2.15 | 24.6% | 18% |
| 20261021 | $2.77 | $2.77 | 24.6% | 18% |
| 20261020 | $2.27 | $2.27 | 25.2% | 20% |
| 20261019 | $2.15 | $2.15 | 26.7% | 25% |
| 20261016 | $2.23 | $2.42 | 24.9% | 19% |
| 20261015 | $2.30 | $1.43 | 33.6% | 48% |
| 20261014 | $2.40 | $0.53 | 22.4% | 11% |
| 20261013 | $2.23 | $1.48 | 28.8% | 32% |
| 20261012 | $2.42 | $1.73 | 33.8% | 48% |
| 20261009 | $2.52 | $1.75 | 28.5% | 31% |
| 20261008 | $2.55 | $1.80 | 28.5% | 31% |
| 20261007 | $2.53 | $1.53 | 23.7% | 16% |
| 20261006 | $2.67 | $1.77 | 25.9% | 23% |
| 20261005 | $2.70 | $1.12 | 23.6% | 15% |
| 20261002 | $1.80 | $1.80 | 23.2% | 14% |
| 20261001 | $1.30 | $1.30 | 18.9% | 0% |
| 20260930 | $2.38 | $2.38 | 24.1% | 9% |
| 20260929 | $1.92 | $1.92 | 24.3% | 10% |
| 20260928 | $1.95 | $1.95 | 25.1% | 12% |
| 20260925 | $1.88 | $1.88 | 25.4% | 14% |
| 20260924 | $1.98 | $1.98 | 25.0% | 12% |
| 20260923 | $1.97 | $1.97 | 25.4% | 14% |
| 20260922 | $2.23 | $2.23 | 30.4% | 31% |
| 20260921 | $2.10 | $2.10 | 34.3% | 45% |
| 20260918 | $2.17 | $3.45 | 39.0% | 62% |
| 20260917 | $2.27 | $1.60 | 34.7% | 47% |
| 20260916 | $2.30 | $1.52 | 32.2% | 38% |
| 20260915 | $2.33 | $1.62 | 27.6% | 22% |
| 20260914 | $2.40 | $1.75 | 25.7% | 15% |
| 20260911 | $2.35 | $1.80 | 26.8% | 18% |
| 20260910 | $2.50 | $1.82 | 28.1% | 23% |
| 20260909 | $2.42 | $3.38 | 49.7% | 100% |
| 20260908 | $2.42 | $1.90 | 26.9% | 33% |
| 20260904 | $2.62 | $1.92 | 23.5% | 12% |
| 20260903 | $2.52 | $2.50 | 22.3% | 5% |
| 20260902 | $2.40 | $2.40 | 27.3% | 35% |
| 20260901 | $1.93 | $1.93 | 29.7% | 49% |
| 20260831 | $2.00 | $2.00 | 28.9% | 44% |
| 20260828 | $2.02 | $2.02 | 29.0% | 45% |
| 20260827 | $2.02 | $2.02 | 29.2% | 46% |
| 20260826 | $2.08 | $2.08 | 29.0% | 45% |
| 20260825 | $2.12 | $2.12 | 29.4% | 47% |
| 20260824 | $2.20 | $2.20 | 29.6% | 49% |
| 20260821 | $2.10 | $2.55 | 29.3% | 47% |
| 20260820 | $2.15 | $1.62 | 29.3% | 47% |
| 20260819 | $2.08 | $1.45 | 30.4% | 54% |
| 20260818 | $2.20 | $1.67 | 25.9% | 26% |
| 20260817 | $2.12 | $1.55 | 25.7% | 25% |
| 20260814 | $2.30 | $1.67 | 25.2% | 22% |
| 20260813 | $2.28 | $1.68 | 23.5% | 12% |
| 20260812 | $2.28 | $1.75 | 26.4% | 29% |
| 20260811 | $2.35 | $1.82 | 23.6% | 11% |
| 20260810 | $3.35 | $2.67 | 30.1% | 47% |
| 20260807 | — | — | 27.7% | 33% |
| 20260806 | $4.15 | $2.78 | 21.6% | 0% |
| 20260805 | $2.92 | $2.92 | 28.2% | 32% |
| 20260804 | $2.67 | $2.67 | 22.4% | 0% |
| 20260803 | $2.73 | $2.73 | 28.3% | 32% |
| 20260731 | $2.83 | $2.83 | 29.0% | 36% |
| 20260730 | $2.88 | $2.88 | 30.3% | 44% |
More on DFNL
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.