DFSV · Expected Move
U.S. Small Cap Value Portfolio ETF Class Shares · ETF
The expected move for DFSV 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).
DFSV 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 DFSV Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$2.20
30-Day ATM IV
36.5%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to DFSV'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.
DFSV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.20 | $2.20 | 36.5% | 18% |
| 20261021 | $2.33 | $2.33 | 29.2% | 11% |
| 20261020 | $3.48 | $3.48 | 26.6% | 8% |
| 20261019 | $2.40 | $2.40 | 20.0% | 1% |
| 20261016 | $1.77 | $2.12 | 21.7% | 3% |
| 20261015 | $2.35 | $1.62 | 28.9% | 10% |
| 20261014 | $2.38 | $1.68 | 24.6% | 6% |
| 20261013 | $2.40 | $1.75 | 27.9% | 9% |
| 20261012 | $2.47 | $1.80 | 26.4% | 8% |
| 20261009 | $2.58 | $1.90 | 29.3% | 11% |
| 20261008 | $2.45 | $1.83 | 29.9% | 11% |
| 20261007 | $3.75 | $1.85 | 25.7% | 7% |
| 20261006 | $2.62 | $2.02 | 31.4% | 13% |
| 20261005 | $2.55 | $1.88 | 31.0% | 12% |
| 20261002 | $1.98 | $1.98 | 30.0% | 11% |
| 20261001 | $1.90 | $1.90 | 30.1% | 11% |
| 20260930 | $1.60 | $1.60 | 24.5% | 6% |
| 20260929 | $2.02 | $2.02 | 33.2% | 14% |
| 20260928 | $5.03 | $5.03 | 120.4% | 100% |
| 20260925 | $2.05 | $2.05 | 26.6% | 36% |
| 20260924 | $2.05 | $2.05 | 27.5% | 41% |
| 20260923 | $2.08 | $2.08 | 26.1% | 34% |
| 20260922 | $1.55 | $1.55 | 22.5% | 18% |
| 20260921 | $1.95 | $1.95 | 24.3% | 26% |
| 20260918 | $2.77 | $1.57 | 32.0% | 61% |
| 20260917 | $1.92 | $1.75 | 26.0% | 34% |
| 20260916 | $2.65 | $1.62 | 31.0% | 57% |
| 20260915 | $2.35 | $3.22 | 36.4% | 81% |
| 20260914 | $2.33 | $1.45 | 38.4% | 90% |
| 20260911 | $2.38 | $3.25 | 39.2% | 93% |
| 20260910 | $2.45 | $3.22 | 34.3% | 71% |
| 20260909 | $2.42 | $3.30 | 36.2% | 80% |
| 20260908 | $2.42 | $3.40 | 39.6% | 95% |
| 20260904 | $2.48 | $3.42 | 37.2% | 84% |
| 20260903 | $2.55 | $3.47 | 32.1% | 61% |
| 20260902 | $1.57 | $1.57 | 33.1% | 66% |
| 20260901 | $1.90 | $1.90 | 29.0% | 47% |
| 20260831 | $3.38 | $3.38 | 34.2% | 71% |
| 20260828 | $1.48 | $1.48 | 31.0% | 56% |
| 20260827 | $3.35 | $3.35 | 27.2% | 39% |
| 20260826 | $1.45 | $1.45 | 26.7% | 37% |
| 20260825 | $1.55 | $1.55 | 27.5% | 41% |
| 20260824 | $1.73 | $1.73 | 30.3% | 53% |
| 20260821 | $1.80 | $1.32 | 25.9% | 33% |
| 20260820 | $2.92 | $1.32 | 28.2% | 44% |
| 20260819 | $1.83 | $1.48 | 28.1% | 43% |
| 20260818 | $2.22 | $1.52 | 22.5% | 18% |
| 20260817 | $2.28 | $3.40 | 25.7% | 33% |
| 20260814 | $2.30 | $3.40 | 26.7% | 35% |
| 20260813 | $2.33 | $1.85 | 26.7% | 35% |
| 20260812 | $2.25 | $1.55 | 27.5% | 38% |
| 20260811 | $2.22 | $3.40 | 26.5% | 34% |
| 20260810 | $3.35 | $1.50 | 27.9% | 40% |
| 20260807 | — | — | 26.4% | 34% |
| 20260806 | $2.52 | $4.80 | 23.5% | 21% |
| 20260805 | $3.58 | $3.58 | 29.0% | 45% |
| 20260804 | $1.85 | $1.85 | 31.0% | 53% |
| 20260803 | $4.80 | $4.80 | 27.2% | 37% |
| 20260731 | $2.08 | $2.08 | 28.5% | 42% |
| 20260730 | $3.52 | $3.52 | 29.7% | 48% |
More on DFSV
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.