IQDF · Expected Move

Northern Trust International Quality Dividend ETF · ETF

The expected move for IQDF 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).

IQDF 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 IQDF Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
24.2%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to IQDF'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.
IQDF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 24.2% 18%
20261020 $0.00 $0.00 25.6% 20%
20261019 $0.00 $0.00 69.8% 100%
20261016 $1.65 $2.10 30.2% 42%
20261015 $1.70 $1.25 21.7% 20%
20261014 $1.75 $1.27 21.2% 18%
20261013 $1.88 $1.42 19.2% 13%
20261012 $1.88 $1.43 19.6% 14%
20261009 $1.92 $1.45 21.1% 18%
20261008 $1.85 $1.40 22.7% 22%
20261007 $1.92 $1.45 23.0% 23%
20261006 $1.88 $1.45 24.4% 27%
20261005 $1.95 $1.45 20.0% 15%
20261002 $1.52 $1.52 22.0% 20%
20261001 $1.50 $1.50 23.3% 24%
20260930 $1.65 $1.65 26.0% 31%
20260929 $1.57 $1.57 21.0% 18%
20260928 $1.45 $1.45 20.5% 16%
20260925 $1.50 $1.50 22.2% 21%
20260924 $1.57 $1.57 21.4% 19%
20260923 $1.52 $1.52 30.0% 42%
20260922 $1.60 $1.60 24.3% 27%
20260921 $1.60 $1.60 24.4% 27%
20260918 $1.60 $3.00 24.5% 27%
20260917 $1.85 $1.70 24.6% 27%
20260916 $1.70 $1.40 24.3% 27%
20260915 $1.85 $1.57 26.4% 32%
20260914 $1.85 $1.73 23.7% 25%
20260911 $1.85 $1.67 21.2% 18%
20260910 $1.95 $1.75 23.6% 25%
20260909 $1.90 $1.65 23.3% 24%
20260908 $1.92 $1.68 23.3% 24%
20260904 $1.93 $1.65 23.1% 23%
20260903 $1.92 $1.70 29.0% 39%
20260902 $1.77 $1.77 26.2% 32%
20260901 $1.70 $1.70 24.3% 27%
20260831 $1.77 $1.77 30.9% 44%
20260828 $1.67 $1.67 24.6% 27%
20260827 $1.80 $1.80 24.7% 28%
20260826 $1.77 $1.77 24.5% 27%
20260825 $1.77 $1.77 23.0% 15%
20260824 $1.83 $1.83 24.8% 19%
20260821 $1.85 $3.00 26.0% 22%
20260820 $1.88 $1.32 23.9% 18%
20260819 $1.85 $1.38 23.8% 18%
20260818 $1.85 $1.38 22.0% 15%
20260817 $1.95 $1.38 23.3% 17%
20260814 $1.98 $1.43 22.4% 15%
20260813 $2.00 $1.45 22.3% 15%
20260812 $1.95 $1.40 21.9% 14%
20260811 $1.98 $1.50 21.2% 13%
20260810 $2.17 $1.58 20.8% 12%
20260807 — — 20.5% 12%
20260806 $2.23 $3.12 19.6% 10%
20260805 $1.67 $1.67 19.6% 10%
20260804 $1.62 $1.62 19.4% 10%
20260803 $1.65 $1.65 19.1% 9%
20260731 $1.70 $1.70 18.4% 8%
20260730 $1.68 $1.68 42.5% 51%
20260729 $1.68 $1.68 16.6% 5%

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.