DLS · Expected Move
WisdomTree International SmallCap Dividend Fund · ETF
The expected move for DLS 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).
DLS 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 DLS Expected Move
30-Day Straddle
$1.35
7-Day Straddle
$1.35
30-Day ATM IV
16.7%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to DLS'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.
DLS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.35 | $1.35 | 16.7% | 26% |
| 20261020 | $1.27 | $1.27 | 16.4% | 24% |
| 20261019 | $0.00 | $0.00 | 15.6% | 17% |
| 20261016 | $2.85 | $4.45 | 15.6% | 17% |
| 20261015 | $2.95 | $1.65 | 13.8% | 1% |
| 20261014 | $2.90 | $1.75 | 16.3% | 20% |
| 20261013 | $3.15 | $1.93 | 16.0% | 17% |
| 20261012 | $3.03 | $1.95 | 16.0% | 17% |
| 20261009 | $3.17 | $1.98 | 17.7% | 30% |
| 20261008 | $3.30 | $2.00 | 16.5% | 22% |
| 20261007 | $3.35 | $2.20 | 16.8% | 23% |
| 20261006 | $3.28 | $2.17 | 17.1% | 26% |
| 20261005 | $3.42 | $2.17 | 16.8% | 23% |
| 20261002 | $2.27 | $2.27 | 16.4% | 21% |
| 20261001 | $2.35 | $2.35 | 17.2% | 27% |
| 20260930 | $2.30 | $2.30 | 16.6% | 22% |
| 20260929 | $2.30 | $2.30 | 16.2% | 19% |
| 20260928 | $2.33 | $2.33 | 17.1% | 26% |
| 20260925 | $2.42 | $2.42 | 17.9% | 32% |
| 20260924 | $2.58 | $2.58 | 17.5% | 29% |
| 20260923 | $2.62 | $2.62 | 18.0% | 33% |
| 20260922 | $2.70 | $2.70 | 15.0% | 10% |
| 20260921 | $2.67 | $2.67 | 15.6% | 14% |
| 20260918 | $2.80 | $3.52 | 17.3% | 27% |
| 20260917 | $2.78 | $1.70 | 16.7% | 23% |
| 20260916 | $2.83 | $1.80 | 15.9% | 17% |
| 20260915 | $3.00 | $2.05 | 16.9% | 24% |
| 20260914 | $2.83 | $1.92 | 16.3% | 20% |
| 20260911 | $2.92 | $1.95 | 16.9% | 25% |
| 20260910 | $3.03 | $2.10 | 17.5% | 29% |
| 20260909 | $2.95 | $2.05 | 16.3% | 20% |
| 20260908 | $2.98 | $2.15 | 14.7% | 8% |
| 20260904 | $3.10 | $1.82 | 13.7% | 0% |
| 20260903 | $3.10 | $1.98 | 13.9% | 0% |
| 20260902 | $2.35 | $2.35 | 16.3% | 18% |
| 20260901 | $2.45 | $2.45 | 16.3% | 17% |
| 20260831 | $2.33 | $2.33 | 14.7% | 5% |
| 20260828 | $2.30 | $2.30 | 14.1% | 0% |
| 20260827 | $2.40 | $2.40 | 15.4% | 0% |
| 20260826 | $2.50 | $2.50 | 16.1% | 5% |
| 20260825 | $2.25 | $2.25 | 15.5% | 0% |
| 20260824 | $2.58 | $2.58 | 17.2% | 2% |
| 20260821 | $2.67 | $4.80 | 17.0% | 0% |
| 20260820 | $2.70 | $1.68 | 17.8% | 7% |
| 20260819 | $2.83 | $1.88 | 18.1% | 10% |
| 20260818 | $2.70 | $1.82 | 17.8% | 7% |
| 20260817 | $2.65 | $1.88 | 17.5% | 2% |
| 20260814 | $2.83 | $1.95 | 17.3% | 1% |
| 20260813 | $3.02 | $2.17 | 17.7% | 3% |
| 20260812 | $2.83 | $1.97 | 18.1% | 5% |
| 20260811 | $3.30 | $2.52 | 20.4% | 17% |
| 20260810 | $3.65 | $2.65 | 20.8% | 20% |
| 20260807 | — | — | 19.0% | 10% |
| 20260806 | $3.75 | $2.90 | 19.7% | 14% |
| 20260805 | $2.85 | $2.85 | 21.5% | 23% |
| 20260804 | $2.52 | $2.52 | 22.5% | 29% |
| 20260803 | $3.05 | $3.05 | 25.0% | 42% |
| 20260731 | $3.10 | $3.10 | 17.7% | 3% |
| 20260730 | $3.20 | $3.20 | 17.1% | 0% |
| 20260729 | $3.22 | $3.22 | 20.3% | 16% |
More on DLS
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.