DSMC · Expected Move
Distillate Small/Mid Cash Flow ETF · ETF
The expected move for DSMC 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).
DSMC 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 DSMC Expected Move
30-Day Straddle
$2.27
7-Day Straddle
$2.27
30-Day ATM IV
21.3%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to DSMC'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.
DSMC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.27 | $2.27 | 21.3% | 5% |
| 20261021 | $2.15 | $2.15 | 20.9% | 4% |
| 20261020 | $2.12 | $2.12 | 20.5% | 3% |
| 20261019 | $2.17 | $2.17 | 20.6% | 3% |
| 20261016 | $2.15 | $3.27 | 20.3% | 2% |
| 20261015 | $2.25 | $1.35 | 19.5% | 0% |
| 20261014 | $2.25 | $1.40 | 23.7% | 9% |
| 20261013 | $2.27 | $1.45 | 23.7% | 9% |
| 20261012 | $2.23 | $1.48 | 26.9% | 19% |
| 20261009 | $2.35 | $1.52 | 28.2% | 23% |
| 20261008 | $2.38 | $1.52 | 28.0% | 22% |
| 20261007 | $2.45 | $1.60 | 25.4% | 14% |
| 20261006 | $2.42 | $1.65 | 26.9% | 19% |
| 20261005 | $2.58 | $1.65 | 26.6% | 18% |
| 20261002 | $1.70 | $1.70 | 24.7% | 12% |
| 20261001 | $1.73 | $1.73 | 23.7% | 9% |
| 20260930 | $1.77 | $1.77 | 25.1% | 13% |
| 20260929 | $1.80 | $1.80 | 24.9% | 12% |
| 20260928 | $1.80 | $1.80 | 27.2% | 20% |
| 20260925 | $1.90 | $1.90 | 26.6% | 18% |
| 20260924 | $1.90 | $1.90 | 25.7% | 15% |
| 20260923 | $1.95 | $1.95 | 24.3% | 11% |
| 20260922 | $1.98 | $1.98 | 24.9% | 13% |
| 20260921 | $2.00 | $2.00 | 24.5% | 11% |
| 20260918 | $2.12 | $3.30 | 21.2% | 1% |
| 20260917 | $2.12 | $1.50 | 22.5% | 5% |
| 20260916 | $2.17 | $1.52 | 21.1% | 1% |
| 20260915 | $2.28 | $1.65 | 26.1% | 16% |
| 20260914 | $2.20 | $1.65 | 25.5% | 14% |
| 20260911 | $2.27 | $1.73 | 26.3% | 17% |
| 20260910 | $2.45 | $1.85 | 26.3% | 17% |
| 20260909 | $2.42 | $1.82 | 25.1% | 13% |
| 20260908 | $2.25 | $1.67 | 22.6% | 5% |
| 20260904 | $2.38 | $1.77 | 20.9% | 0% |
| 20260903 | $2.40 | $1.82 | 21.1% | 0% |
| 20260902 | $1.85 | $1.85 | 21.6% | 0% |
| 20260901 | $1.88 | $1.88 | 24.9% | 10% |
| 20260831 | $1.95 | $1.95 | 22.1% | 2% |
| 20260828 | $1.98 | $1.98 | 21.9% | 1% |
| 20260827 | $1.95 | $1.95 | 21.6% | 0% |
| 20260826 | $2.00 | $2.00 | 23.1% | 1% |
| 20260825 | $2.05 | $2.05 | 23.6% | 3% |
| 20260824 | $2.02 | $2.02 | 24.1% | 5% |
| 20260821 | $2.08 | $3.25 | 22.7% | 0% |
| 20260820 | $2.08 | $1.38 | 27.3% | 11% |
| 20260819 | $2.08 | $1.43 | 24.0% | 0% |
| 20260818 | $2.25 | $1.40 | 30.3% | 16% |
| 20260817 | $2.15 | $1.55 | 34.6% | 32% |
| 20260814 | $2.27 | $1.62 | 26.0% | 0% |
| 20260813 | $2.20 | $1.57 | 27.2% | 0% |
| 20260812 | $2.25 | $1.65 | 37.5% | 17% |
| 20260811 | $2.52 | $1.77 | 35.7% | 8% |
| 20260810 | $3.12 | $2.38 | 44.5% | 55% |
| 20260807 | — | — | 39.4% | 27% |
| 20260806 | $3.35 | $2.58 | 45.9% | 62% |
| 20260805 | $2.58 | $2.58 | 41.8% | 42% |
| 20260804 | $2.38 | $2.38 | 38.8% | 22% |
| 20260803 | $2.60 | $2.60 | 38.7% | 22% |
| 20260731 | $2.62 | $2.62 | 41.6% | 34% |
| 20260730 | $2.65 | $2.65 | 42.2% | 37% |
More on DSMC
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.