DVSP · Expected Move
WEBs ETF Trust WEBs SPY Defined Volatility ETF · ETF
The expected move for DVSP 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).
DVSP 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 DVSP Expected Move
30-Day Straddle
$2.55
7-Day Straddle
$2.02
30-Day ATM IV
22.5%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to DVSP'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.
DVSP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.55 | $2.02 | 22.5% | 13% |
| 20261008 | $2.60 | $2.02 | 23.3% | 13% |
| 20261007 | $2.60 | $2.12 | 16.2% | 7% |
| 20261006 | $2.62 | $2.10 | 60.2% | 48% |
| 20261005 | $2.65 | $2.08 | 27.1% | 17% |
| 20261002 | $2.10 | $2.10 | 19.8% | 10% |
| 20261001 | $2.15 | $2.15 | 19.0% | 9% |
| 20260930 | $2.15 | $2.15 | 42.4% | 31% |
| 20260929 | $2.17 | $2.17 | 15.1% | 6% |
| 20260928 | $2.20 | $2.20 | 31.8% | 21% |
| 20260925 | $2.17 | $2.17 | 14.7% | 5% |
| 20260924 | $2.20 | $2.20 | 23.0% | 13% |
| 20260923 | $2.15 | $2.15 | 67.9% | 55% |
| 20260922 | $2.27 | $2.27 | 30.1% | 18% |
| 20260921 | $1.95 | $1.95 | 34.4% | 22% |
| 20260918 | $2.12 | $9.50 | 20.5% | 10% |
| 20260917 | $2.15 | $1.75 | 21.6% | 11% |
| 20260916 | $1.95 | $1.65 | 25.7% | 14% |
| 20260915 | $2.23 | $1.80 | 23.8% | 13% |
| 20260914 | $2.15 | $1.80 | 27.0% | 15% |
| 20260911 | $2.22 | $1.85 | 18.9% | 8% |
| 20260910 | $2.28 | $1.88 | 22.6% | 12% |
| 20260909 | $2.25 | $1.95 | 12.5% | 3% |
| 20260908 | $2.25 | $1.82 | 21.3% | 11% |
| 20260904 | $2.28 | $1.85 | 10.7% | 1% |
| 20260903 | $2.30 | $1.88 | 12.6% | 3% |
| 20260902 | $1.88 | $1.88 | 57.5% | 41% |
| 20260901 | $1.95 | $1.95 | 21.7% | 11% |
| 20260831 | $1.98 | $1.98 | 17.3% | 7% |
| 20260828 | $1.90 | $1.90 | 46.3% | 32% |
| 20260827 | $2.02 | $2.02 | 12.4% | 3% |
| 20260826 | $2.05 | $2.05 | 13.0% | 3% |
| 20260825 | $2.05 | $2.05 | 16.2% | 6% |
| 20260824 | $2.08 | $2.08 | 46.6% | 29% |
| 20260821 | $2.10 | $5.90 | 19.5% | 8% |
| 20260820 | $2.10 | $1.62 | 39.7% | 24% |
| 20260819 | $2.17 | $1.67 | 9.6% | 0% |
| 20260818 | $2.15 | $1.70 | 9.2% | 0% |
| 20260817 | $10.00 | $10.00 | 33.0% | 18% |
| 20260814 | $2.27 | $1.88 | 77.6% | 53% |
| 20260813 | $2.23 | $1.82 | 83.9% | 57% |
| 20260812 | $2.30 | $1.85 | 75.6% | 51% |
| 20260811 | $2.30 | $1.85 | 98.9% | 69% |
| 20260810 | $7.70 | $7.20 | 73.5% | 49% |
| 20260806 | $5.20 | $7.10 | 72.9% | 49% |
| 20260805 | $4.35 | $4.35 | 116.3% | 82% |
| 20260804 | $4.25 | $4.25 | 92.9% | 64% |
| 20260803 | $4.30 | $4.30 | 75.9% | 51% |
| 20260731 | $4.05 | $4.05 | 67.5% | 45% |
| 20260730 | $4.55 | $4.55 | 27.8% | 14% |
| 20260729 | $4.45 | $4.45 | 54.7% | 35% |
| 20260728 | $4.60 | $4.60 | 15.2% | 5% |
| 20260727 | $4.60 | $4.60 | 25.9% | 13% |
| 20260724 | $4.75 | $4.75 | 19.0% | 8% |
| 20260723 | $4.80 | $4.80 | 40.5% | 24% |
| 20260722 | $4.80 | $4.80 | 15.5% | 5% |
| 20260721 | $4.75 | $4.75 | 79.9% | 54% |
| 20260720 | $4.95 | $4.95 | 61.4% | 40% |
| 20260716 | $5.00 | $3.75 | 10.2% | 1% |
| 20260715 | $4.95 | $3.75 | 10.4% | 1% |
More on DVSP
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.