DISV · Expected Move

Dimensional International Small Cap Value ETF · ETF

The expected move for DISV 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).

DISV 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 DISV Expected Move
30-Day Straddle
$2.10
7-Day Straddle
$2.10
30-Day ATM IV
21.3%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to DISV'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.
DISV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.10 $2.10 21.3% 12%
20261021 $1.95 $1.95 21.3% 12%
20261020 $3.50 $3.50 29.4% 35%
20261019 $1.97 $1.97 18.1% 4%
20261016 $2.00 $1.30 18.2% 4%
20261015 $1.98 $1.48 19.9% 8%
20261014 $2.17 $1.55 18.9% 6%
20261013 $2.12 $1.45 19.4% 7%
20261012 $3.80 $1.67 18.9% 6%
20261009 $2.23 $1.60 20.2% 9%
20261008 $2.23 $1.62 22.8% 16%
20261007 $2.30 $1.68 20.8% 11%
20261006 $2.30 $1.65 23.3% 18%
20261005 $2.38 $1.62 22.4% 15%
20261002 $1.73 $1.73 21.6% 13%
20261001 $1.70 $1.70 21.1% 12%
20260930 $1.77 $1.77 22.7% 16%
20260929 $1.80 $1.80 21.2% 12%
20260928 $1.73 $1.73 21.2% 12%
20260925 $1.80 $1.80 18.7% 5%
20260924 $1.82 $1.82 19.3% 7%
20260923 $2.20 $2.20 16.8% 0%
20260922 $1.80 $1.80 22.5% 6%
20260921 $3.50 $3.50 22.3% 5%
20260918 $2.02 $5.00 21.6% 3%
20260917 $2.10 $1.52 21.5% 3%
20260916 $2.00 $1.48 20.5% 0%
20260915 $2.12 $1.55 22.2% 5%
20260914 $2.08 $1.60 20.6% 0%
20260911 $2.22 $1.70 31.0% 27%
20260910 $2.20 $1.73 31.1% 27%
20260909 $2.23 $1.77 30.3% 25%
20260908 $2.20 $1.38 29.4% 22%
20260904 $2.20 $1.45 26.2% 11%
20260903 $2.23 $1.48 25.8% 10%
20260902 $1.82 $1.82 27.3% 15%
20260901 $1.77 $1.77 27.3% 15%
20260831 $1.52 $1.52 25.5% 9%
20260828 $1.58 $1.58 24.5% 6%
20260827 $1.75 $1.75 23.6% 3%
20260826 $1.73 $1.73 24.5% 6%
20260825 $1.80 $1.80 22.8% 0%
20260824 $2.00 $2.00 24.1% 4%
20260821 $1.95 $3.40 22.8% 0%
20260820 $2.00 $1.42 23.4% 1%
20260819 $2.05 $1.48 23.6% 2%
20260818 $2.02 $3.25 24.4% 4%
20260817 $2.02 $1.57 23.0% 0%
20260814 $2.17 $1.65 28.0% 13%
20260813 $2.12 $1.62 34.3% 34%
20260812 $2.12 $1.67 27.8% 12%
20260811 $2.10 $1.62 28.6% 14%
20260810 $2.30 $1.77 26.9% 9%
20260807 — — 28.9% 16%
20260806 $2.45 $2.00 36.0% 40%
20260805 $1.90 $1.90 39.8% 54%
20260804 $1.88 $1.88 35.1% 37%
20260803 $1.95 $1.95 32.7% 29%
20260731 $2.05 $2.05 28.0% 13%
20260730 $2.00 $2.00 28.6% 15%

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.