DJP · Expected Move
iPath Bloomberg Commodity Index Total Return ETN due June 12, 2036 · ETF
The expected move for DJP 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).
DJP 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 DJP Expected Move
30-Day Straddle
$2.90
7-Day Straddle
$2.90
30-Day ATM IV
24.9%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to DJP'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.
DJP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.90 | $2.90 | 24.9% | 53% |
| 20261021 | $2.95 | $2.95 | 24.9% | 53% |
| 20261020 | $2.97 | $2.97 | 23.7% | 47% |
| 20261019 | $2.22 | $2.22 | 18.6% | 23% |
| 20261016 | $3.10 | $2.75 | 20.9% | 34% |
| 20261015 | $3.38 | $2.90 | 25.3% | 55% |
| 20261014 | $2.62 | $3.12 | 19.3% | 26% |
| 20261013 | $2.83 | $2.62 | 21.2% | 35% |
| 20261012 | $3.23 | $2.65 | 23.8% | 48% |
| 20260302 | $3.90 | $3.90 | 34.9% | 100% |
| 20260227 | $1.90 | $1.90 | 25.4% | 70% |
| 20260226 | $2.00 | $2.00 | 23.1% | 56% |
| 20260225 | $2.50 | $2.50 | 27.6% | 84% |
| 20260224 | $2.55 | $2.55 | 29.3% | 94% |
| 20260223 | $2.65 | $2.65 | 29.2% | 94% |
| 20260221 | $2.75 | $2.75 | — | — |
| 20260220 | $2.75 | $1.70 | 28.9% | 92% |
| 20260219 | $3.30 | $1.60 | 30.3% | 100% |
| 20260218 | $2.40 | $0.62 | 25.9% | 77% |
| 20260217 | $2.00 | $0.62 | 22.0% | 53% |
| 20260213 | $3.45 | $0.97 | 29.5% | 100% |
| 20260212 | $2.83 | $1.12 | 24.9% | 73% |
| 20260211 | $2.67 | $1.73 | 24.3% | 69% |
| 20260210 | $2.65 | $1.32 | 24.9% | 64% |
| 20260209 | $2.83 | $1.52 | 26.8% | 76% |
| 20260206 | $2.97 | $1.75 | 27.0% | 77% |
| 20260205 | $3.25 | $2.15 | 29.0% | 88% |
| 20260204 | $1.98 | $1.98 | 29.0% | 88% |
| 20260203 | $1.90 | $1.90 | 28.1% | 83% |
| 20260202 | $1.80 | $1.80 | 25.2% | 67% |
| 20260130 | $2.38 | $2.38 | 28.4% | 85% |
| 20260129 | $2.62 | $2.62 | 28.5% | 85% |
| 20260128 | $2.15 | $2.15 | 25.0% | 65% |
| 20260127 | $2.30 | $2.30 | 26.8% | 75% |
| 20260126 | $2.08 | $2.08 | 23.1% | 54% |
| 20260123 | $2.33 | $2.33 | 23.3% | 56% |
| 20260122 | $2.05 | $2.05 | 21.5% | 45% |
| 20260121 | $2.10 | $2.10 | 21.4% | 44% |
| 20260120 | $1.95 | $1.95 | 20.8% | 41% |
| 20260116 | $2.58 | $0.88 | 26.6% | 74% |
| 20260115 | $1.82 | $0.50 | 18.8% | 29% |
| 20260114 | $2.23 | $1.30 | 20.8% | 41% |
| 20260113 | $2.33 | $0.97 | 22.3% | 50% |
| 20260112 | $2.05 | $0.70 | 20.3% | 38% |
| 20260109 | $2.00 | $1.35 | 18.4% | 27% |
| 20260108 | $2.05 | $1.15 | 18.9% | 30% |
| 20260107 | $1.88 | $1.00 | 16.9% | 18% |
| 20260106 | $1.73 | $0.82 | 15.8% | 12% |
| 20260105 | $1.73 | $1.15 | 22.2% | 49% |
| 20260102 | $1.10 | $1.10 | 23.7% | 58% |
| 20251231 | $0.95 | $0.95 | 13.7% | 0% |
| 20251230 | $1.05 | $1.05 | 20.2% | 34% |
| 20251229 | $1.08 | $1.08 | 16.2% | 9% |
| 20251226 | $1.23 | $1.23 | 16.4% | 11% |
| 20251224 | $1.23 | $1.23 | 19.0% | 26% |
| 20251223 | $1.27 | $1.27 | 16.7% | 12% |
| 20251222 | $1.33 | $1.33 | 16.1% | 9% |
| 20251219 | $2.75 | $1.25 | 16.3% | 10% |
| 20251218 | $2.30 | $0.30 | 27.2% | 77% |
| 20251217 | $1.52 | $0.93 | 17.4% | 16% |
More on DJP
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.