QDEF · Expected Move
Northern Trust Quality Dividend Defensive ETF · ETF
The expected move for QDEF 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).
QDEF 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 QDEF Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
12.1%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to QDEF'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.
QDEF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 12.1% | 2% |
| 20261020 | $1.38 | $1.38 | 12.4% | 3% |
| 20261019 | $0.00 | $0.00 | 14.6% | 12% |
| 20261016 | $2.58 | $10.00 | 13.8% | 9% |
| 20261015 | $2.58 | $1.45 | 11.7% | 0% |
| 20261014 | $2.40 | $1.52 | 13.0% | 2% |
| 20261013 | $2.50 | $1.55 | 13.1% | 3% |
| 20261012 | $2.60 | $1.65 | 12.5% | 0% |
| 20261009 | $2.58 | $1.65 | 14.6% | 3% |
| 20261008 | $2.60 | $1.67 | 14.2% | 1% |
| 20261007 | $2.85 | $1.77 | 15.1% | 5% |
| 20261006 | $3.05 | $1.85 | 15.5% | 7% |
| 20261005 | $2.75 | $1.65 | 15.3% | 6% |
| 20261002 | $1.82 | $1.82 | 16.9% | 13% |
| 20261001 | $1.93 | $1.93 | 16.8% | 13% |
| 20260930 | $2.00 | $2.00 | 19.1% | 23% |
| 20260929 | $2.08 | $2.08 | 17.1% | 14% |
| 20260928 | $1.95 | $1.95 | 16.9% | 13% |
| 20260925 | $2.00 | $2.00 | 17.2% | 15% |
| 20260924 | $2.10 | $2.10 | 17.5% | 16% |
| 20260923 | $1.95 | $1.95 | 17.4% | 15% |
| 20260922 | $2.23 | $2.23 | 16.2% | 10% |
| 20260921 | $2.10 | $2.10 | 16.1% | 10% |
| 20260918 | $2.27 | $9.50 | 20.5% | 30% |
| 20260917 | $2.45 | $1.68 | 18.3% | 16% |
| 20260916 | $2.28 | $1.62 | 19.5% | 20% |
| 20260915 | $2.62 | $2.02 | 18.6% | 17% |
| 20260914 | $2.55 | $1.95 | 17.8% | 14% |
| 20260911 | $2.70 | $2.12 | 18.2% | 16% |
| 20260910 | $2.72 | $2.10 | 19.7% | 21% |
| 20260909 | $2.70 | $2.08 | 20.5% | 24% |
| 20260908 | $2.60 | $1.98 | 26.4% | 46% |
| 20260904 | $2.70 | $2.15 | 20.5% | 24% |
| 20260903 | $2.70 | $2.08 | 14.7% | 3% |
| 20260902 | $2.15 | $2.15 | 23.5% | 35% |
| 20260901 | $2.20 | $2.20 | 23.9% | 37% |
| 20260831 | $2.20 | $2.20 | 25.3% | 42% |
| 20260828 | $2.20 | $2.20 | 23.0% | 33% |
| 20260827 | $2.23 | $2.23 | 20.3% | 23% |
| 20260826 | $2.42 | $2.42 | 23.0% | 33% |
| 20260825 | $2.45 | $2.45 | 21.7% | 29% |
| 20260824 | $2.55 | $2.55 | 21.8% | 29% |
| 20260821 | $2.52 | $10.00 | 22.2% | 30% |
| 20260820 | $2.48 | $1.52 | 21.3% | 27% |
| 20260819 | $2.50 | $1.70 | 20.7% | 25% |
| 20260818 | $2.65 | $1.73 | 21.5% | 28% |
| 20260817 | $2.55 | $1.62 | 21.0% | 26% |
| 20260814 | $2.62 | $1.65 | 18.3% | 16% |
| 20260813 | $2.55 | $1.70 | 16.4% | 9% |
| 20260812 | $2.70 | $1.82 | 18.1% | 15% |
| 20260811 | $2.70 | $1.88 | 20.4% | 23% |
| 20260810 | $3.35 | $6.30 | 18.9% | 18% |
| 20260807 | — | — | 20.1% | 22% |
| 20260806 | $3.55 | $6.33 | 16.6% | 9% |
| 20260805 | $2.48 | $2.48 | 19.6% | 21% |
| 20260804 | $2.05 | $2.05 | 21.8% | 29% |
| 20260803 | $2.55 | $2.55 | 23.9% | 37% |
| 20260731 | $2.50 | $2.50 | 25.7% | 43% |
| 20260730 | $2.73 | $2.73 | 28.3% | 53% |
| 20260729 | $2.80 | $2.80 | 26.4% | 46% |
More on QDEF
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.