DFSU · Expected Move
Dimensional US Sustainability Core 1 ETF · ETF
The expected move for DFSU 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).
DFSU 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 DFSU Expected Move
30-Day Straddle
$2.27
7-Day Straddle
$2.27
30-Day ATM IV
21.3%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to DFSU'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.
DFSU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.27 | $2.27 | 21.3% | 25% |
| 20261020 | $3.33 | $3.33 | 18.9% | 17% |
| 20261019 | $1.65 | $1.65 | 14.9% | 2% |
| 20261016 | $1.67 | $0.95 | 14.7% | 2% |
| 20261015 | $1.73 | $0.97 | 14.3% | 0% |
| 20261014 | $1.73 | $1.07 | 15.3% | 0% |
| 20261013 | $1.85 | $1.12 | 15.7% | 1% |
| 20261012 | $1.85 | $1.15 | 15.3% | 0% |
| 20261009 | $1.88 | $1.18 | 18.0% | 0% |
| 20261008 | $1.90 | $1.18 | 18.4% | 1% |
| 20261007 | $1.90 | $1.20 | 18.1% | 0% |
| 20261006 | $2.08 | $1.27 | 18.8% | 2% |
| 20261005 | $1.95 | $1.25 | 18.3% | 0% |
| 20261002 | $1.30 | $1.30 | 20.6% | 7% |
| 20261001 | $1.40 | $1.40 | 23.0% | 17% |
| 20260930 | $1.50 | $1.50 | 23.5% | 19% |
| 20260929 | $1.45 | $1.45 | 22.8% | 17% |
| 20260928 | $1.60 | $1.60 | 21.9% | 13% |
| 20260925 | $1.40 | $1.40 | 18.9% | 0% |
| 20260924 | $1.43 | $1.43 | 21.0% | 0% |
| 20260923 | $1.40 | $1.40 | 23.6% | 11% |
| 20260922 | $1.45 | $1.45 | 22.1% | 3% |
| 20260921 | $1.48 | $1.48 | 21.7% | 2% |
| 20260918 | $1.73 | $3.30 | 26.0% | 22% |
| 20260917 | $1.65 | $1.20 | 25.5% | 20% |
| 20260916 | $1.68 | $1.10 | 27.3% | 28% |
| 20260915 | $1.90 | $1.38 | 24.8% | 17% |
| 20260914 | $1.75 | $1.23 | 21.8% | 2% |
| 20260911 | $1.82 | $1.32 | 23.4% | 10% |
| 20260910 | $2.02 | $1.42 | 26.2% | 23% |
| 20260909 | $1.82 | $1.35 | 29.7% | 40% |
| 20260908 | $1.82 | $1.35 | 29.9% | 40% |
| 20260904 | $1.93 | $1.45 | 24.0% | 13% |
| 20260903 | $1.85 | $1.38 | 21.4% | 0% |
| 20260902 | $1.40 | $1.40 | 28.5% | 34% |
| 20260901 | $1.42 | $1.42 | 29.5% | 38% |
| 20260831 | $1.48 | $1.48 | 27.8% | 31% |
| 20260828 | $1.50 | $1.50 | 23.4% | 10% |
| 20260827 | $1.52 | $1.52 | 21.3% | 0% |
| 20260826 | $1.70 | $1.70 | 25.2% | 15% |
| 20260825 | $1.68 | $1.68 | 25.7% | 18% |
| 20260824 | $1.65 | $1.65 | 27.0% | 24% |
| 20260821 | $1.73 | $3.17 | 26.5% | 21% |
| 20260820 | $1.70 | $1.10 | 29.5% | 36% |
| 20260819 | $1.85 | $1.30 | 22.1% | 0% |
| 20260818 | $1.80 | $1.27 | 23.6% | 0% |
| 20260817 | $1.70 | $1.23 | 28.4% | 0% |
| 20260814 | $1.83 | $1.25 | 30.1% | 9% |
| 20260813 | $1.80 | $1.25 | 30.2% | 8% |
| 20260812 | $1.88 | $1.32 | 29.4% | 3% |
| 20260811 | $1.88 | $1.32 | 29.9% | 6% |
| 20260810 | $3.25 | $2.47 | 39.2% | 61% |
| 20260807 | — | — | 35.5% | 39% |
| 20260806 | $3.35 | $2.70 | 35.9% | 41% |
| 20260805 | $2.67 | $2.67 | 38.3% | 55% |
| 20260804 | $2.23 | $2.23 | 36.8% | 47% |
| 20260803 | $2.55 | $2.55 | 28.9% | 0% |
| 20260731 | $2.70 | $2.70 | 38.5% | 56% |
| 20260730 | $2.78 | $2.78 | 39.6% | 63% |
| 20260729 | $2.80 | $2.80 | 39.8% | 64% |
More on DFSU
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.