QDF · Expected Move
Northern Trust Quality Dividend ETF · ETF
The expected move for QDF 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).
QDF 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 QDF Expected Move
30-Day Straddle
$2.88
7-Day Straddle
$2.88
30-Day ATM IV
14.0%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to QDF'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.
QDF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.88 | $2.88 | 14.0% | 7% |
| 20261020 | $2.75 | $2.75 | 13.7% | 5% |
| 20261019 | $2.73 | $2.73 | 14.8% | 12% |
| 20261016 | $2.90 | $5.00 | 14.1% | 8% |
| 20261015 | $3.00 | $1.67 | 13.3% | 2% |
| 20261014 | $2.98 | $1.73 | 13.5% | 4% |
| 20261013 | $2.90 | $1.83 | 13.1% | 1% |
| 20261012 | $2.95 | $1.82 | 12.9% | 0% |
| 20261009 | $3.00 | $1.88 | 13.8% | 0% |
| 20261008 | $3.43 | $2.00 | 14.3% | 0% |
| 20261007 | $3.45 | $2.02 | 14.5% | 2% |
| 20261006 | $3.17 | $2.03 | 14.3% | 0% |
| 20261005 | $3.60 | $2.12 | 14.5% | 0% |
| 20261002 | $2.17 | $2.17 | 14.8% | 0% |
| 20261001 | $2.25 | $2.25 | 15.1% | 0% |
| 20260930 | $2.35 | $2.35 | 17.4% | 14% |
| 20260929 | $2.40 | $2.40 | 17.1% | 11% |
| 20260928 | $2.28 | $2.28 | 16.8% | 9% |
| 20260925 | $2.38 | $2.38 | 15.7% | 0% |
| 20260924 | $2.53 | $2.53 | 16.6% | 7% |
| 20260923 | $2.35 | $2.35 | 16.3% | 5% |
| 20260922 | $2.58 | $2.58 | 16.4% | 5% |
| 20260921 | $2.45 | $2.45 | 15.8% | 0% |
| 20260918 | $2.88 | $3.73 | 18.5% | 18% |
| 20260917 | $3.10 | $2.23 | 19.3% | 25% |
| 20260916 | $3.25 | $2.40 | 16.9% | 5% |
| 20260915 | $3.25 | $2.48 | 16.4% | 0% |
| 20260914 | $3.25 | $2.47 | 16.7% | 0% |
| 20260911 | $3.35 | $2.58 | 18.0% | 10% |
| 20260910 | $3.45 | $2.65 | 17.2% | 3% |
| 20260909 | $3.40 | $2.67 | 17.1% | 3% |
| 20260908 | $3.45 | $2.65 | 17.0% | 2% |
| 20260904 | $3.40 | $2.70 | 17.3% | 4% |
| 20260903 | $3.45 | $2.72 | 17.3% | 4% |
| 20260902 | $2.77 | $2.77 | 19.1% | 20% |
| 20260901 | $2.80 | $2.80 | 18.5% | 15% |
| 20260831 | $2.77 | $2.77 | 18.8% | 18% |
| 20260828 | $2.83 | $2.83 | 19.4% | 23% |
| 20260827 | $2.92 | $2.92 | 19.3% | 22% |
| 20260826 | $2.95 | $2.95 | 19.9% | 26% |
| 20260825 | $3.05 | $3.05 | 20.2% | 26% |
| 20260824 | $3.10 | $3.10 | 20.6% | 29% |
| 20260821 | $3.08 | $3.65 | 21.2% | 30% |
| 20260820 | $3.20 | $2.08 | 21.6% | 32% |
| 20260819 | $3.17 | $2.22 | 21.0% | 28% |
| 20260818 | $3.30 | $2.20 | 20.5% | 25% |
| 20260817 | $3.25 | $2.20 | 20.0% | 21% |
| 20260814 | $3.30 | $2.30 | 18.8% | 13% |
| 20260813 | $3.40 | $2.40 | 18.4% | 11% |
| 20260812 | $3.45 | $2.33 | 19.8% | 20% |
| 20260811 | $3.20 | $2.15 | 20.1% | 22% |
| 20260810 | $4.80 | $3.80 | 23.6% | 45% |
| 20260807 | — | — | 21.6% | 28% |
| 20260806 | $4.90 | $4.05 | 21.8% | 30% |
| 20260805 | $4.10 | $4.10 | 22.8% | 36% |
| 20260804 | $4.20 | $4.20 | 28.2% | 67% |
| 20260803 | $4.15 | $4.15 | 23.3% | 38% |
| 20260731 | $4.20 | $4.20 | 20.0% | 19% |
| 20260730 | $4.35 | $4.35 | 19.5% | 16% |
| 20260729 | $4.60 | $4.60 | 21.8% | 29% |
More on QDF
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.