DFVX · Expected Move

Dimensional US Large Cap Vector ETF · ETF

The expected move for DFVX 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).

DFVX 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 DFVX Expected Move
30-Day Straddle
$2.73
7-Day Straddle
$2.73
30-Day ATM IV
12.8%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to DFVX'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.
DFVX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.73 $2.73 12.8% 10%
20261020 $2.58 $2.58 12.5% 8%
20261019 $2.55 $2.55 12.5% 8%
20261016 $2.73 $5.00 13.0% 11%
20261015 $2.60 $1.32 11.2% 0%
20261014 $2.55 $1.35 11.8% 2%
20261013 $2.70 $1.48 12.7% 8%
20261012 $2.67 $1.48 11.8% 3%
20261009 $2.73 $1.50 11.7% 2%
20261008 $2.73 $1.60 11.7% 2%
20261007 $2.73 $1.58 11.4% 0%
20261006 $2.83 $1.65 11.6% 0%
20261005 $2.97 $1.60 13.2% 10%
20261002 $1.77 $1.77 13.6% 13%
20261001 $1.82 $1.82 13.3% 11%
20260930 $2.10 $2.10 13.9% 15%
20260929 $1.82 $1.82 14.0% 15%
20260928 $1.88 $1.88 14.0% 15%
20260925 $2.00 $2.00 13.6% 12%
20260924 $2.05 $2.05 14.0% 15%
20260923 $2.00 $2.00 13.6% 12%
20260922 $2.15 $2.15 14.7% 19%
20260921 $2.00 $2.00 14.7% 19%
20260918 $2.12 $5.00 14.7% 19%
20260917 $2.23 $1.40 14.2% 16%
20260916 $2.30 $1.57 13.5% 12%
20260915 $2.55 $1.70 13.8% 13%
20260914 $2.40 $1.48 13.2% 10%
20260911 $2.40 $1.57 13.1% 9%
20260910 $2.70 $1.77 13.6% 12%
20260909 $2.55 $1.70 13.0% 9%
20260908 $2.48 $1.73 12.4% 5%
20260904 $2.58 $1.77 13.4% 11%
20260903 $2.60 $1.70 13.5% 12%
20260902 $1.88 $1.88 13.0% 8%
20260901 $1.85 $1.85 12.9% 8%
20260831 $1.90 $1.90 13.0% 9%
20260828 $1.82 $1.82 12.9% 8%
20260827 $2.05 $2.05 12.9% 8%
20260826 $2.08 $2.08 12.8% 7%
20260825 $2.08 $2.08 12.6% 6%
20260824 $2.12 $2.12 12.5% 6%
20260821 $2.20 $3.33 12.6% 6%
20260820 $2.38 $1.30 12.9% 8%
20260819 $2.20 $1.25 12.9% 7%
20260818 $2.55 $1.48 12.8% 6%
20260817 $2.28 $1.38 11.6% 0%
20260814 $2.50 $1.55 11.9% 1%
20260813 $2.52 $1.52 11.8% 0%
20260812 $2.47 $1.55 11.8% 0%
20260811 $2.65 $1.62 12.1% 0%
20260810 $3.40 $2.42 16.1% 6%
20260807 — — 15.1% 0%
20260806 $3.50 $2.58 24.4% 50%
20260805 $2.73 $2.73 24.0% 48%
20260804 $2.33 $2.33 17.8% 0%
20260803 $2.52 $2.52 19.8% 12%
20260731 $2.62 $2.62 23.5% 41%
20260730 $2.73 $2.73 26.3% 64%
20260729 $2.88 $2.88 26.2% 63%

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.