JOET · Expected Move

Virtus Terranova U.S. Quality Momentum ETF · ETF

The expected move for JOET 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).

JOET 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 JOET Expected Move
30-Day Straddle
$1.65
7-Day Straddle
$1.65
30-Day ATM IV
15.7%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to JOET'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.
JOET Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.65 $1.65 15.7% 17%
20261020 $1.90 $1.90 18.2% 33%
20261019 $1.88 $1.88 17.3% 27%
20261016 $1.93 $0.90 17.3% 27%
20261015 $2.33 $1.52 19.5% 40%
20261014 $2.05 $0.95 18.1% 27%
20261013 $2.00 $0.75 17.1% 22%
20261012 $2.50 $0.75 20.6% 40%
20261009 $2.22 $0.75 18.9% 32%
20261008 $2.17 $0.90 18.0% 27%
20261007 $2.27 $0.75 18.6% 30%
20261006 $2.58 $1.30 19.9% 36%
20261005 $2.27 $0.90 17.7% 25%
20261002 $1.00 $1.00 18.4% 29%
20261001 $1.60 $1.60 20.8% 41%
20260930 $1.15 $1.15 21.7% 46%
20260929 $1.95 $1.95 20.7% 41%
20260928 $2.25 $2.25 23.7% 56%
20260925 $1.73 $1.73 20.2% 38%
20260924 $1.98 $1.98 21.9% 47%
20260923 $1.55 $1.55 17.8% 25%
20260922 $1.97 $1.97 20.8% 41%
20260921 $2.20 $2.20 17.7% 25%
20260918 $2.23 $0.75 22.4% 50%
20260917 $2.00 $0.75 19.4% 34%
20260916 $3.00 $1.15 25.7% 67%
20260915 $2.40 $1.52 15.6% 14%
20260914 $2.17 $0.75 20.5% 40%
20260911 $2.00 $1.50 16.4% 18%
20260910 $2.58 $1.00 22.7% 51%
20260909 $1.82 $1.20 17.4% 24%
20260908 $1.75 $1.18 15.9% 16%
20260904 $2.60 $1.02 20.7% 41%
20260903 $1.60 $0.97 14.2% 7%
20260902 $1.15 $1.15 17.6% 25%
20260901 $1.65 $1.65 20.1% 38%
20260831 $1.10 $1.10 17.2% 23%
20260828 $1.15 $1.15 15.8% 15%
20260827 $1.32 $1.32 17.7% 25%
20260826 $1.27 $1.27 15.7% 15%
20260825 $1.40 $1.40 16.4% 19%
20260824 $1.38 $1.38 16.9% 21%
20260821 $1.73 $2.62 17.2% 22%
20260820 $1.62 $0.75 16.1% 17%
20260819 $1.60 $0.92 14.7% 9%
20260818 $2.08 $0.75 18.2% 28%
20260817 $1.70 $0.90 14.2% 7%
20260814 $2.20 $0.85 17.2% 23%
20260813 $2.22 $1.30 19.6% 35%
20260812 $2.42 $0.82 20.0% 36%
20260811 $2.27 $1.40 17.9% 26%
20260810 $2.25 $1.90 18.9% 31%
20260807 — — 18.2% 27%
20260806 $2.88 $1.62 21.0% 41%
20260805 $1.10 $1.10 16.6% 19%
20260804 $2.20 $2.20 23.7% 55%
20260803 $0.95 $0.95 12.9% 0%
20260731 $1.73 $1.73 17.9% 25%
20260730 $1.20 $1.20 16.3% 17%
20260729 $2.52 $2.52 20.1% 36%

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.