QMOM · Expected Move
Alpha Architect U.S. Quantitative Momentum ETF · ETF
The expected move for QMOM 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).
QMOM 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 QMOM Expected Move
30-Day Straddle
$4.25
7-Day Straddle
$4.25
30-Day ATM IV
28.6%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to QMOM'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.
QMOM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.25 | $4.25 | 28.6% | 31% |
| 20261021 | $0.00 | $0.00 | 41.3% | 100% |
| 20261020 | $2.05 | $2.05 | 33.5% | 100% |
| 20261019 | $0.00 | $0.00 | 26.8% | 41% |
| 20261016 | $5.25 | $4.45 | 29.8% | 72% |
| 20261015 | $4.90 | $2.78 | 28.8% | 62% |
| 20261014 | $4.97 | $2.83 | 27.7% | 50% |
| 20261013 | $4.70 | $2.88 | 24.8% | 20% |
| 20261012 | $4.85 | $2.90 | 26.8% | 41% |
| 20261009 | $5.18 | $3.12 | 30.4% | 79% |
| 20261008 | $4.97 | $3.17 | 30.2% | 77% |
| 20261007 | $5.25 | $3.30 | 30.7% | 82% |
| 20261006 | $5.60 | $3.40 | 30.6% | 80% |
| 20261005 | $5.62 | $3.35 | 30.3% | 77% |
| 20261002 | $3.50 | $3.50 | 31.2% | 87% |
| 20261001 | $3.60 | $3.60 | 29.8% | 72% |
| 20260930 | $3.73 | $3.73 | 31.8% | 94% |
| 20260929 | $4.90 | $4.90 | 29.6% | 70% |
| 20260928 | $3.80 | $3.80 | 29.3% | 67% |
| 20260925 | $3.75 | $3.75 | 28.8% | 62% |
| 20260924 | $3.65 | $3.65 | 28.6% | 59% |
| 20260923 | $3.60 | $3.60 | 28.6% | 60% |
| 20260922 | $4.15 | $4.15 | 27.6% | 49% |
| 20260921 | $4.15 | $4.15 | 28.0% | 53% |
| 20260918 | $4.72 | $4.80 | 31.2% | 87% |
| 20260917 | $4.97 | $4.20 | 31.6% | 91% |
| 20260916 | $4.97 | $4.30 | 31.3% | 88% |
| 20260915 | $5.03 | $3.95 | 31.5% | 90% |
| 20260914 | $5.17 | $4.45 | 31.5% | 90% |
| 20260911 | $5.53 | $4.60 | 32.0% | 95% |
| 20260910 | $5.42 | $4.35 | 32.4% | 100% |
| 20260909 | $5.55 | $4.55 | 31.6% | 97% |
| 20260908 | $5.50 | $4.50 | 31.5% | 96% |
| 20260904 | $5.75 | $4.70 | 31.6% | 97% |
| 20260903 | $5.70 | $4.35 | 31.2% | 93% |
| 20260902 | $4.55 | $4.55 | 31.4% | 95% |
| 20260901 | $4.80 | $4.80 | 30.7% | 87% |
| 20260831 | $4.60 | $4.60 | 31.2% | 92% |
| 20260828 | $4.82 | $4.82 | 30.1% | 80% |
| 20260827 | $4.88 | $4.88 | 30.7% | 87% |
| 20260826 | $4.60 | $4.60 | 30.2% | 82% |
| 20260825 | $4.92 | $4.92 | 28.6% | 63% |
| 20260824 | $4.78 | $4.78 | 27.7% | 53% |
| 20260821 | $4.88 | $4.80 | 30.8% | 88% |
| 20260820 | $5.07 | $3.70 | 28.8% | 65% |
| 20260819 | $4.92 | $3.55 | 24.8% | 21% |
| 20260818 | $5.10 | $3.80 | 28.8% | 65% |
| 20260817 | $5.07 | $4.10 | 23.0% | 0% |
| 20260814 | $5.20 | $4.25 | 29.6% | 70% |
| 20260813 | $5.42 | $4.35 | 28.2% | 52% |
| 20260812 | $5.95 | $4.50 | 29.9% | 75% |
| 20260811 | $4.72 | $2.88 | 24.7% | 8% |
| 20260810 | $4.80 | $2.90 | 24.5% | 5% |
| 20260807 | — | — | 24.5% | 4% |
| 20260806 | $5.03 | $3.23 | 25.0% | 10% |
| 20260805 | $3.20 | $3.20 | 25.7% | 19% |
| 20260804 | $3.33 | $3.33 | 24.9% | 10% |
| 20260803 | $3.25 | $3.25 | 24.7% | 6% |
| 20260731 | $3.60 | $3.60 | 25.5% | 16% |
| 20260730 | $3.67 | $3.67 | 25.2% | 13% |
More on QMOM
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.