DNL · Expected Move

WisdomTree Global ex-U.S. Quality Growth Fund · ETF

The expected move for DNL 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).

DNL 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 DNL Expected Move
30-Day Straddle
$1.57
7-Day Straddle
$1.57
30-Day ATM IV
16.0%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to DNL'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.
DNL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.57 $1.57 16.0% 4%
20261021 $0.00 $0.00 17.2% 14%
20261020 $0.00 $0.00 17.2% 14%
20261019 $0.68 $0.68 17.0% 13%
20261016 $1.75 $1.52 16.2% 6%
20261015 $1.80 $1.00 16.5% 8%
20261014 $2.08 $1.12 17.3% 7%
20261013 $1.77 $1.02 15.5% 0%
20261012 $1.95 $1.05 16.8% 0%
20261009 $2.00 $1.15 18.7% 7%
20261008 $2.03 $1.12 20.2% 14%
20261007 $2.08 $1.23 19.2% 10%
20261006 $1.98 $1.20 18.4% 6%
20261005 $2.15 $1.35 18.6% 7%
20261002 $1.32 $1.32 20.2% 14%
20261001 $1.40 $1.40 21.1% 18%
20260930 $1.27 $1.27 20.9% 17%
20260929 $1.32 $1.32 19.6% 11%
20260928 $1.30 $1.30 19.7% 12%
20260925 $1.38 $1.38 21.0% 17%
20260924 $1.57 $1.57 21.1% 18%
20260923 $1.48 $1.48 21.3% 19%
20260922 $1.52 $1.52 19.3% 10%
20260921 $1.50 $1.50 20.3% 14%
20260918 $1.60 $3.05 21.8% 21%
20260917 $1.62 $1.05 21.4% 19%
20260916 $1.65 $1.02 22.3% 23%
20260915 $1.73 $1.27 21.9% 21%
20260914 $1.75 $1.20 21.3% 19%
20260911 $1.75 $1.23 19.9% 12%
20260910 $1.82 $1.23 21.1% 18%
20260909 $1.90 $1.38 20.7% 16%
20260908 $1.77 $1.25 18.2% 5%
20260904 $1.75 $1.27 19.1% 9%
20260903 $1.82 $1.30 19.6% 11%
20260902 $1.32 $1.32 20.3% 14%
20260901 $1.30 $1.30 20.1% 13%
20260831 $1.48 $1.48 19.0% 9%
20260828 $1.25 $1.25 19.0% 9%
20260827 $1.40 $1.40 18.8% 8%
20260826 $1.38 $1.38 19.5% 11%
20260825 $1.48 $1.48 18.9% 8%
20260824 $1.55 $1.55 19.1% 9%
20260821 $1.60 $2.40 18.6% 7%
20260820 $1.60 $1.07 18.9% 8%
20260819 $1.35 $1.12 18.3% 6%
20260818 $1.88 $1.12 19.4% 10%
20260817 $1.72 $1.15 20.6% 15%
20260814 $1.73 $1.10 21.5% 19%
20260813 $1.73 $1.12 21.5% 19%
20260812 $1.80 $1.12 22.4% 23%
20260811 $1.95 $1.30 22.9% 25%
20260810 $1.97 $1.48 26.6% 42%
20260807 — — 25.7% 38%
20260806 $2.05 $1.57 23.1% 26%
20260805 $1.57 $1.57 23.9% 30%
20260804 $1.50 $1.50 23.2% 27%
20260803 $1.60 $1.60 21.7% 20%
20260731 $1.68 $1.68 20.3% 14%
20260730 $1.60 $1.60 21.6% 20%

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.