DFUS · Expected Move
Dimensional U.S. Equity Market ETF · ETF
The expected move for DFUS 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).
DFUS 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 DFUS Expected Move
30-Day Straddle
$2.80
7-Day Straddle
$2.80
30-Day ATM IV
14.1%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to DFUS'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.
DFUS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.80 | $2.80 | 14.1% | 38% |
| 20261020 | $2.60 | $2.60 | 13.4% | 30% |
| 20261019 | $3.15 | $3.15 | 14.0% | 37% |
| 20261016 | $2.95 | $0.90 | 14.4% | 41% |
| 20261015 | $2.90 | $0.97 | 13.7% | 34% |
| 20261014 | $2.75 | $1.32 | 13.4% | 30% |
| 20261013 | $2.60 | $1.45 | 12.0% | 17% |
| 20261012 | $2.70 | $0.85 | 11.8% | 14% |
| 20261009 | $3.23 | $1.05 | 13.8% | 34% |
| 20261008 | $3.05 | $1.18 | 12.8% | 25% |
| 20261007 | $2.65 | $1.25 | 11.4% | 10% |
| 20261006 | $3.40 | $1.50 | 14.1% | 37% |
| 20261005 | $3.15 | $1.73 | 12.8% | 25% |
| 20261002 | $1.50 | $1.50 | 13.6% | 33% |
| 20261001 | $1.73 | $1.73 | 14.6% | 43% |
| 20260930 | $2.15 | $2.15 | 15.7% | 54% |
| 20260929 | $1.90 | $1.90 | 13.4% | 30% |
| 20260928 | $1.98 | $1.98 | 13.0% | 27% |
| 20260925 | $1.93 | $1.93 | 11.7% | 14% |
| 20260924 | $2.05 | $2.05 | 12.7% | 23% |
| 20260923 | $1.93 | $1.93 | 12.5% | 22% |
| 20260922 | $1.80 | $1.80 | 12.9% | 26% |
| 20260921 | $1.98 | $1.98 | 16.7% | 65% |
| 20260918 | $2.42 | $2.77 | 13.3% | 30% |
| 20260917 | $2.72 | $0.47 | 14.4% | 41% |
| 20260916 | $2.75 | $1.10 | 14.0% | 37% |
| 20260915 | $2.55 | $1.60 | 13.1% | 28% |
| 20260914 | $2.23 | $1.52 | 11.3% | 10% |
| 20260911 | $2.70 | $1.30 | 13.6% | 33% |
| 20260910 | $2.42 | $1.20 | 13.0% | 26% |
| 20260909 | $3.55 | $1.27 | 16.2% | 59% |
| 20260908 | $3.42 | $1.75 | 14.9% | 46% |
| 20260904 | $3.40 | $1.42 | 14.1% | 38% |
| 20260903 | $2.88 | $1.62 | 12.3% | 19% |
| 20260902 | $1.93 | $1.93 | 12.9% | 25% |
| 20260901 | $2.08 | $2.08 | 15.0% | 48% |
| 20260831 | $2.25 | $2.25 | 12.5% | 22% |
| 20260828 | $2.27 | $2.27 | 14.5% | 41% |
| 20260827 | $2.35 | $2.35 | 13.4% | 31% |
| 20260826 | $2.25 | $2.25 | 13.6% | 33% |
| 20260825 | $2.50 | $2.50 | 13.4% | 31% |
| 20260824 | $2.40 | $2.40 | 19.6% | 94% |
| 20260821 | $2.60 | $2.65 | 13.7% | 34% |
| 20260820 | $2.97 | $1.23 | 14.9% | 46% |
| 20260819 | $2.58 | $1.05 | 13.4% | 30% |
| 20260818 | $2.62 | $5.70 | 20.2% | 100% |
| 20260817 | $2.50 | $0.97 | 12.6% | 24% |
| 20260814 | $2.45 | $1.07 | 11.7% | 15% |
| 20260813 | $2.97 | $1.73 | 13.6% | 36% |
| 20260812 | $2.50 | $1.43 | 11.8% | 14% |
| 20260811 | $2.97 | $2.00 | 14.3% | 37% |
| 20260810 | $3.67 | $2.17 | 14.7% | 42% |
| 20260807 | — | — | 13.8% | 24% |
| 20260806 | $3.25 | $1.95 | 13.7% | 23% |
| 20260805 | $2.65 | $2.65 | 19.4% | 63% |
| 20260804 | $2.15 | $2.15 | 14.3% | 27% |
| 20260803 | $2.28 | $2.28 | 13.5% | 21% |
| 20260731 | $2.45 | $2.45 | 18.2% | 54% |
| 20260730 | $2.27 | $2.27 | 12.6% | 15% |
| 20260729 | $2.73 | $2.73 | 16.6% | 43% |
More on DFUS
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.