EPS · Expected Move
WisdomTree U.S. LargeCap Fund · ETF
The expected move for EPS 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).
EPS 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 EPS Expected Move
30-Day Straddle
$10.00
7-Day Straddle
$10.00
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to EPS'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.
EPS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251219 | $10.00 | $10.00 | — | — |
| 20251218 | $9.65 | $9.65 | — | — |
| 20251217 | $9.35 | $9.35 | — | — |
| 20251216 | $10.22 | $10.22 | — | — |
| 20251215 | $10.22 | $10.22 | — | — |
| 20251212 | $10.42 | $10.42 | 98.7% | 98% |
| 20251211 | $10.92 | $10.92 | 83.9% | 81% |
| 20251210 | $10.82 | $10.82 | 83.7% | 81% |
| 20251209 | $10.28 | $10.28 | 77.1% | 73% |
| 20251208 | $10.28 | $10.28 | 100.8% | 100% |
| 20251205 | $10.75 | $10.75 | 63.8% | 68% |
| 20251204 | $10.60 | $10.60 | 87.8% | 100% |
| 20251203 | $10.72 | $10.72 | 64.7% | 95% |
| 20251202 | $10.42 | $10.42 | 60.4% | 88% |
| 20251201 | $10.70 | $10.70 | 67.3% | 100% |
| 20251128 | $10.70 | $10.70 | 56.4% | 100% |
| 20251126 | $10.45 | $10.45 | 55.2% | 100% |
| 20251125 | $10.18 | $10.18 | 52.7% | 98% |
| 20251124 | $9.43 | $9.43 | 49.1% | 89% |
| 20251121 | $8.82 | $8.82 | 46.6% | 83% |
| 20251120 | $8.07 | $8.07 | 44.2% | 78% |
| 20251119 | $8.88 | $8.88 | 44.6% | 79% |
| 20251118 | $8.28 | $8.28 | 46.0% | 82% |
| 20251117 | $8.93 | $8.93 | 42.6% | 74% |
| 20251114 | $10.90 | $10.90 | 53.5% | 100% |
| 20251113 | $9.68 | $9.68 | 42.6% | 100% |
| 20251112 | $10.53 | $10.53 | 42.3% | 99% |
| 20251111 | $10.58 | $10.58 | 42.4% | 100% |
| 20251110 | $10.33 | $10.33 | 42.3% | 100% |
| 20251107 | $9.32 | $9.32 | 36.2% | 88% |
| 20251106 | $9.35 | $9.35 | 38.8% | 97% |
| 20251105 | $9.97 | $9.97 | 39.7% | 100% |
| 20251104 | $9.67 | $9.67 | 38.0% | 95% |
| 20251103 | $10.25 | $10.25 | 39.4% | 100% |
| 20251031 | $10.25 | $10.25 | 38.8% | 100% |
| 20251030 | $9.35 | $9.35 | 37.2% | 99% |
| 20251029 | $10.45 | $10.45 | 37.5% | 100% |
| 20251028 | $10.55 | $10.55 | 37.5% | 100% |
| 20251027 | $10.55 | $10.55 | 36.9% | 88% |
| 20251024 | $9.88 | $9.88 | 35.2% | 82% |
| 20251023 | $9.40 | $9.40 | 34.5% | 79% |
| 20251022 | $0.00 | $0.00 | 35.9% | 84% |
| 20251021 | $9.43 | $9.43 | 34.0% | 78% |
| 20251020 | $9.45 | $9.45 | 34.2% | 78% |
| 20251017 | $8.90 | $8.90 | — | — |
| 20251016 | $8.72 | $8.72 | — | — |
| 20251015 | $8.95 | $8.95 | — | — |
| 20251014 | $8.73 | $8.73 | — | — |
| 20251013 | $8.68 | $8.68 | — | — |
| 20251010 | $8.15 | $8.15 | — | — |
| 20251009 | $9.38 | $9.38 | — | — |
| 20251008 | $9.65 | $9.65 | — | — |
| 20251007 | $9.43 | $9.43 | — | — |
| 20251006 | $9.80 | $9.80 | — | — |
| 20251003 | $9.70 | $9.70 | — | — |
| 20251002 | $9.60 | $9.60 | — | — |
| 20251001 | $9.62 | $9.62 | — | — |
| 20250930 | $9.48 | $9.48 | — | — |
| 20250929 | $9.30 | $9.30 | — | — |
| 20250926 | $9.28 | $9.28 | — | — |
More on EPS
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.