USMF · Expected Move
WisdomTree U.S. Multifactor Fund · ETF
The expected move for USMF 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).
USMF 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 USMF Expected Move
30-Day Straddle
$2.92
7-Day Straddle
$2.92
30-Day ATM IV
49.8%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to USMF'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.
USMF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260708 | $2.92 | $2.92 | 49.8% | 100% |
| 20260707 | $2.92 | $2.92 | 47.8% | 100% |
| 20260706 | $2.92 | $2.92 | 43.0% | 100% |
| 20260702 | $2.92 | $2.92 | 38.8% | 90% |
| 20260701 | $3.23 | $3.23 | 40.7% | 98% |
| 20260630 | $3.23 | $3.23 | 41.2% | 100% |
| 20260629 | $3.23 | $3.23 | 38.7% | 100% |
| 20260626 | $2.92 | $2.92 | 32.1% | 81% |
| 20260625 | $3.23 | $3.23 | 35.8% | 100% |
| 20260624 | $2.92 | $2.92 | 30.0% | 77% |
| 20260623 | $2.92 | $2.92 | 29.2% | 72% |
| 20260622 | $3.23 | $3.23 | 34.1% | 100% |
| 20260618 | $3.23 | $2.98 | 28.9% | 71% |
| 20260617 | $2.92 | $2.52 | 26.2% | 56% |
| 20260616 | $3.23 | $2.98 | 28.0% | 66% |
| 20260615 | $3.23 | $2.98 | 30.2% | 64% |
| 20260613 | $3.23 | $2.98 | — | — |
| 20260612 | $3.23 | $2.98 | 27.6% | 52% |
| 20260611 | $2.92 | $2.52 | 28.3% | 53% |
| 20260610 | $2.92 | $2.48 | 30.6% | 64% |
| 20260609 | $2.92 | $2.48 | 29.9% | 61% |
| 20260608 | $2.92 | $2.48 | 29.6% | 59% |
| 20260605 | $2.92 | $2.52 | 29.2% | 57% |
| 20260604 | $2.92 | $2.52 | 30.6% | 63% |
| 20260603 | $2.92 | $2.52 | 30.8% | 64% |
| 20260602 | $2.98 | $2.98 | 34.0% | 79% |
| 20260601 | $2.52 | $2.52 | 33.8% | 78% |
| 20260529 | $2.52 | $2.52 | 30.5% | 63% |
| 20260528 | $2.52 | $2.52 | 30.6% | 57% |
| 20260527 | $2.52 | $2.52 | 30.9% | 58% |
| 20260526 | $2.52 | $2.52 | 32.5% | 64% |
| 20260522 | $2.52 | $2.52 | 32.5% | 65% |
| 20260521 | $2.48 | $2.48 | 27.6% | 45% |
| 20260520 | $2.48 | $2.48 | 26.5% | 40% |
| 20260519 | $2.48 | $2.48 | 18.5% | 8% |
| 20260518 | $2.48 | $2.48 | 24.5% | 32% |
| 20260515 | $2.48 | $1.80 | 17.9% | 6% |
| 20260514 | $2.48 | $1.80 | 16.5% | 0% |
| 20260513 | $2.48 | $1.80 | 16.4% | 0% |
| 20260512 | $2.48 | $1.80 | 16.6% | 1% |
| 20260511 | $2.48 | $1.80 | 22.4% | 24% |
| 20260510 | $2.48 | $1.80 | — | — |
| 20260508 | $2.48 | $1.80 | 26.7% | 41% |
| 20260507 | $2.48 | $1.80 | 19.1% | 11% |
| 20260506 | $2.48 | $1.80 | 23.9% | 30% |
| 20260505 | $2.48 | $1.80 | 24.3% | 32% |
| 20260504 | $2.55 | $1.85 | 20.3% | 15% |
| 20260502 | $1.95 | $1.95 | — | — |
| 20260501 | $1.95 | $1.95 | 20.9% | 18% |
| 20260430 | $2.02 | $2.02 | 20.1% | 15% |
| 20260429 | $2.12 | $2.12 | 23.8% | 30% |
| 20260428 | $2.17 | $2.17 | 24.4% | 32% |
| 20260427 | $2.12 | $2.12 | 25.6% | 37% |
| 20260424 | $2.25 | $2.25 | 24.0% | 30% |
| 20260423 | $2.25 | $2.25 | 23.2% | 27% |
| 20260422 | $2.33 | $2.33 | 22.2% | 23% |
| 20260421 | $2.40 | $2.40 | 24.1% | 31% |
| 20260420 | $2.25 | $2.25 | 22.2% | 23% |
| 20260417 | $2.33 | $1.85 | 23.8% | 29% |
| 20260416 | $2.33 | $1.65 | 23.5% | 28% |
More on USMF
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.