DVOL · Expected Move
First Trust Dorsey Wright Momentum & Low Volatility ETF · ETF
The expected move for DVOL 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).
DVOL 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 DVOL Expected Move
30-Day Straddle
$3.03
7-Day Straddle
$2.62
30-Day ATM IV
19.8%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to DVOL'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.
DVOL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.03 | $2.62 | 19.8% | 18% |
| 20261106 | $3.30 | $2.80 | 15.4% | 9% |
| 20261105 | $3.62 | $3.25 | 22.8% | 24% |
| 20261104 | $2.80 | $2.80 | 14.8% | 8% |
| 20261103 | $3.10 | $3.10 | 15.7% | 10% |
| 20261102 | $2.02 | $2.02 | 15.0% | 8% |
| 20261030 | $3.10 | $3.10 | 16.3% | 11% |
| 20261029 | $2.98 | $2.98 | 30.7% | 41% |
| 20261028 | $2.98 | $2.98 | 20.9% | 20% |
| 20261027 | $3.00 | $3.00 | 22.0% | 23% |
| 20261026 | $3.05 | $3.05 | 12.1% | 2% |
| 20261023 | $1.75 | $1.75 | 11.8% | 2% |
| 20261022 | $1.75 | $1.75 | 11.0% | 0% |
| 20261021 | $2.62 | $2.62 | 23.8% | 25% |
| 20261020 | $2.58 | $2.58 | 33.3% | 45% |
| 20261019 | $2.67 | $2.67 | 26.6% | 31% |
| 20261016 | $1.90 | $0.35 | 12.2% | 0% |
| 20261015 | $2.85 | $2.50 | 32.2% | 29% |
| 20261014 | $2.85 | $2.33 | 29.0% | 21% |
| 20261013 | $2.73 | $2.33 | 30.7% | 26% |
| 20261012 | $2.80 | $2.38 | 30.7% | 26% |
| 20261009 | $2.23 | $1.48 | 20.9% | 0% |
| 20261008 | $2.90 | $2.35 | 51.1% | 65% |
| 20261007 | $2.95 | $2.38 | 50.6% | 63% |
| 20261006 | $2.98 | $2.42 | 52.9% | 73% |
| 20261005 | $2.85 | $2.40 | 52.6% | 72% |
| 20261002 | $2.45 | $2.45 | 53.2% | 74% |
| 20261001 | $2.42 | $2.42 | 51.6% | 67% |
| 20260930 | $2.45 | $2.45 | 50.7% | 64% |
| 20260929 | $2.50 | $2.50 | 53.0% | 73% |
| 20260928 | $2.55 | $2.55 | 52.2% | 70% |
| 20260925 | $2.62 | $2.62 | 54.9% | 81% |
| 20260924 | $2.70 | $2.70 | 53.9% | 77% |
| 20260923 | $2.58 | $2.58 | 55.1% | 83% |
| 20260922 | $2.67 | $2.67 | 56.4% | 88% |
| 20260921 | $2.67 | $2.67 | 57.3% | 92% |
| 20260918 | $3.10 | $4.00 | 57.9% | 94% |
| 20260917 | $3.00 | $2.75 | 57.6% | 93% |
| 20260916 | $3.02 | $2.70 | 55.4% | 84% |
| 20260915 | $3.08 | $2.85 | 56.9% | 90% |
| 20260914 | $3.05 | $2.75 | 58.7% | 98% |
| 20260911 | $3.15 | $2.75 | 59.2% | 100% |
| 20260910 | $3.15 | $2.80 | 58.0% | 95% |
| 20260909 | $3.15 | $2.80 | 58.7% | 99% |
| 20260908 | $3.23 | $2.95 | 57.8% | 95% |
| 20260904 | $3.30 | $2.80 | 56.6% | 89% |
| 20260903 | $3.30 | $2.92 | 56.4% | 88% |
| 20260902 | $2.88 | $2.88 | 55.3% | 84% |
| 20260901 | $2.92 | $2.92 | 54.7% | 81% |
| 20260831 | $2.92 | $2.92 | 54.5% | 80% |
| 20260828 | $2.77 | $2.77 | 49.9% | 60% |
| 20260827 | $3.00 | $3.00 | 50.0% | 61% |
| 20260826 | $2.95 | $2.95 | 48.9% | 56% |
| 20260825 | $2.98 | $2.98 | 48.8% | 56% |
| 20260824 | $2.92 | $2.92 | 48.4% | 54% |
| 20260821 | $2.98 | $3.88 | 47.0% | 48% |
| 20260820 | $3.12 | $2.83 | 46.3% | 45% |
| 20260819 | $3.23 | $3.08 | 40.5% | 20% |
| 20260818 | $3.25 | $2.90 | 40.1% | 18% |
| 20260817 | $3.20 | $2.83 | 39.3% | 15% |
More on DVOL
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.