DFUV · Expected Move

Dimensional US Marketwide Value ETF · ETF

The expected move for DFUV 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).

DFUV straddle price & implied vol

60 sessions

Bars: 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 DFUV Expected Move
30-Day Straddle
$2.50
7-Day Straddle
$2.50
30-Day ATM IV
9.8%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to DFUV'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.
DFUV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.50 $2.50 9.8% 0%
20261021 $1.55 $1.55 25.2% 43%
20261020 $1.82 $1.82 12.1% 5%
20261019 $1.60 $1.60 12.1% 5%
20261016 $2.88 $1.88 15.3% 14%
20261015 $1.62 $7.88 — —
20261014 $1.70 $7.92 12.2% 5%
20261013 $2.88 $0.85 17.9% 22%
20261012 $1.68 $0.75 11.5% 3%
20261009 $1.90 $0.82 13.8% 10%
20261008 $1.85 $1.10 22.4% 35%
20261007 $2.73 $1.25 14.8% 13%
20261006 $3.15 $0.88 11.2% 2%
20261005 $2.67 $1.38 15.8% 16%
20261002 $1.25 $1.25 38.9% 84%
20261001 $1.52 $1.52 16.7% 18%
20260930 $1.20 $1.20 14.7% 13%
20260929 $1.15 $1.15 31.7% 63%
20260928 $1.10 $1.10 14.3% 11%
20260925 $1.15 $1.15 13.4% 9%
20260924 $1.25 $1.25 13.0% 7%
20260923 $2.05 $2.05 24.2% 41%
20260922 $2.08 $2.08 12.5% 6%
20260921 $2.25 $2.25 15.5% 15%
20260918 $1.98 $0.70 15.5% 15%
20260917 $2.50 $1.32 14.8% 13%
20260916 $3.00 $1.65 29.9% 57%
20260915 $2.50 $1.35 19.6% 27%
20260914 $3.00 $0.88 17.6% 21%
20260911 $2.52 $2.62 14.7% 13%
20260910 $3.27 $2.00 23.0% 37%
20260909 $2.38 $0.88 12.5% 6%
20260908 $3.02 $1.38 27.4% 50%
20260904 $2.23 $1.45 13.1% 8%
20260903 $3.02 $1.95 15.1% 14%
20260902 $2.00 $2.00 15.8% 16%
20260901 $2.48 $2.48 15.6% 15%
20260831 $1.27 $1.27 13.5% 9%
20260828 $2.48 $2.48 10.5% 0%
20260827 $1.32 $1.32 14.9% 5%
20260826 $2.08 $2.08 14.3% 3%
20260825 $1.93 $1.93 25.9% 41%
20260824 $1.40 $1.40 30.9% 57%
20260821 $2.80 $1.38 24.1% 35%
20260820 $2.35 $7.90 37.0% 76%
20260819 $3.03 $1.38 16.2% 9%
20260818 $1.65 $1.90 23.2% 32%
20260817 $1.45 $2.00 16.7% 11%
20260814 $1.52 $1.30 14.5% 4%
20260813 $2.90 $1.77 16.3% 10%
20260812 $2.45 $1.77 26.0% 41%
20260811 $2.45 $1.25 16.2% 9%
20260810 $2.33 $1.40 18.3% 16%
20260807 — — 36.3% 74%
20260806 $2.75 $1.35 16.3% 9%
20260805 $1.60 $1.60 17.7% 14%
20260804 $2.12 $2.12 16.3% 9%
20260803 $1.70 $1.70 17.3% 13%
20260731 $1.95 $1.95 15.0% 5%
20260730 $2.10 $2.10 20.7% 24%

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.