USFR · Expected Move
WisdomTree Floating Rate Treasury Fund · ETF
The expected move for USFR 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).
USFR 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 USFR Expected Move
30-Day Straddle
$0.65
7-Day Straddle
$0.65
30-Day ATM IV
11.8%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to USFR'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.
USFR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.65 | $0.65 | 11.8% | 29% |
| 20261021 | $0.88 | $0.88 | 7.5% | 11% |
| 20261020 | $0.55 | $0.55 | 8.3% | 14% |
| 20261019 | $1.62 | $1.62 | 4.7% | 0% |
| 20261016 | $0.58 | $0.53 | 5.0% | 1% |
| 20261015 | $1.67 | $0.53 | 4.9% | 1% |
| 20261014 | $1.67 | $0.53 | 4.9% | 1% |
| 20261013 | $0.58 | $0.53 | 13.1% | 34% |
| 20261012 | $1.70 | $0.53 | 4.7% | 0% |
| 20261009 | $1.73 | $0.55 | 6.8% | 4% |
| 20261008 | $0.58 | $0.50 | 11.7% | 25% |
| 20261007 | $0.58 | $0.55 | 9.5% | 15% |
| 20261006 | $0.58 | $0.55 | 12.4% | 28% |
| 20261005 | $0.58 | $0.55 | 5.9% | 0% |
| 20261002 | $0.55 | $0.55 | 14.0% | 18% |
| 20261001 | $0.53 | $0.53 | 11.6% | 5% |
| 20260930 | $0.53 | $0.53 | 14.8% | 22% |
| 20260929 | $0.53 | $0.53 | 12.0% | 7% |
| 20260928 | $0.55 | $0.55 | 11.1% | 3% |
| 20260925 | $0.50 | $0.50 | 16.4% | 31% |
| 20260924 | $0.57 | $0.57 | 17.2% | 35% |
| 20260923 | $0.57 | $0.57 | 16.3% | 30% |
| 20260922 | $0.50 | $0.50 | 11.1% | 2% |
| 20260921 | $1.10 | $1.10 | 10.6% | 0% |
| 20260918 | $1.43 | $1.38 | 21.0% | 55% |
| 20260917 | $1.60 | $0.55 | 20.4% | 52% |
| 20260916 | $2.45 | $2.38 | 20.3% | 51% |
| 20260915 | $2.45 | $1.35 | 20.0% | 49% |
| 20260914 | $2.45 | $2.38 | 20.0% | 49% |
| 20260911 | $2.38 | $2.38 | 18.8% | 43% |
| 20260910 | $1.85 | $2.38 | 19.6% | 47% |
| 20260909 | $2.55 | $2.38 | 19.0% | 44% |
| 20260908 | $2.55 | $2.38 | 19.1% | 45% |
| 20260904 | $2.62 | $2.38 | 18.6% | 42% |
| 20260903 | $2.67 | $2.35 | 24.8% | 76% |
| 20260902 | $1.30 | $1.30 | 27.4% | 89% |
| 20260901 | $2.38 | $2.38 | 19.4% | 46% |
| 20260831 | $2.38 | $2.38 | 18.1% | 39% |
| 20260828 | $2.38 | $2.38 | 22.0% | 60% |
| 20260827 | $1.85 | $1.85 | 29.4% | 100% |
| 20260826 | $1.35 | $1.35 | 22.3% | 77% |
| 20260825 | $1.88 | $1.88 | 19.8% | 60% |
| 20260824 | $3.72 | $3.72 | 22.7% | 79% |
| 20260821 | $2.42 | $0.40 | 25.8% | 100% |
| 20260820 | $2.40 | $0.40 | 23.9% | 98% |
| 20260819 | $2.40 | $1.38 | 24.1% | 100% |
| 20260818 | $2.45 | $6.00 | 23.9% | 100% |
| 20260817 | $2.45 | $1.38 | 23.5% | 97% |
| 20260814 | $2.50 | $0.62 | 23.1% | 94% |
| 20260813 | $2.50 | $5.35 | 22.5% | 90% |
| 20260812 | $2.55 | $2.90 | 21.4% | 81% |
| 20260811 | $2.20 | $2.90 | 21.1% | 78% |
| 20260810 | $2.40 | $1.05 | 21.2% | 80% |
| 20260807 | — | — | 19.7% | 68% |
| 20260806 | $3.75 | $1.55 | 21.4% | 81% |
| 20260805 | $1.55 | $1.55 | 19.5% | 67% |
| 20260804 | $1.67 | $1.67 | 19.5% | 66% |
| 20260803 | $0.65 | $0.65 | 14.4% | 27% |
| 20260731 | $2.20 | $2.20 | 13.9% | 23% |
| 20260730 | $2.20 | $2.20 | 13.9% | 23% |
More on USFR
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.