WTMF · Expected Move
WisdomTree Managed Futures Strategy Fund · ETF
The expected move for WTMF 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).
WTMF 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 WTMF Expected Move
30-Day Straddle
$4.05
7-Day Straddle
$4.05
30-Day ATM IV
28.7%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to WTMF'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.
WTMF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.05 | $4.05 | 28.7% | 44% |
| 20261020 | $4.05 | $4.05 | 29.7% | 47% |
| 20261019 | $4.15 | $4.15 | 26.4% | 38% |
| 20261016 | $4.10 | $3.95 | 22.1% | 26% |
| 20261015 | $4.10 | $2.70 | 19.6% | 19% |
| 20261014 | $4.62 | $2.75 | 23.8% | 31% |
| 20261013 | $4.62 | $2.67 | 29.9% | 48% |
| 20261012 | $4.70 | $2.75 | 27.3% | 40% |
| 20261009 | $4.50 | $2.80 | 24.6% | 33% |
| 20261008 | $4.58 | $2.80 | 26.2% | 38% |
| 20261007 | $4.55 | $2.80 | 34.1% | 59% |
| 20261006 | $5.40 | $2.83 | 34.0% | 59% |
| 20261005 | $4.55 | $2.77 | 35.5% | 63% |
| 20261002 | $3.80 | $3.80 | 34.2% | 60% |
| 20261001 | $4.10 | $4.10 | 29.7% | 47% |
| 20260930 | $1.83 | $1.83 | 27.0% | 40% |
| 20260929 | $1.90 | $1.90 | 26.9% | 39% |
| 20260928 | $1.90 | $1.90 | 25.1% | 34% |
| 20260925 | $3.98 | $3.98 | 30.9% | 50% |
| 20260924 | $2.95 | $2.95 | 33.3% | 57% |
| 20260923 | $2.52 | $2.52 | 45.1% | 89% |
| 20260922 | $2.52 | $2.52 | 45.0% | 89% |
| 20260921 | $2.42 | $2.42 | 49.0% | 100% |
| 20260918 | $2.73 | $5.00 | 28.7% | 60% |
| 20260917 | $2.65 | $2.40 | 27.7% | 56% |
| 20260916 | $2.73 | $2.45 | 26.3% | 51% |
| 20260915 | $2.75 | $2.50 | 26.8% | 53% |
| 20260914 | $2.80 | $2.55 | 26.4% | 51% |
| 20260911 | $2.85 | $2.55 | 26.2% | 51% |
| 20260910 | $2.88 | $2.58 | 26.0% | 50% |
| 20260909 | $2.88 | $2.58 | 27.3% | 55% |
| 20260908 | $2.98 | $2.58 | 25.5% | 48% |
| 20260904 | $2.95 | $2.53 | 26.8% | 53% |
| 20260903 | $3.00 | $2.58 | 24.6% | 45% |
| 20260902 | $2.58 | $2.58 | 24.4% | 44% |
| 20260901 | $2.60 | $2.60 | 24.8% | 46% |
| 20260831 | $2.60 | $2.60 | 26.8% | 53% |
| 20260828 | $2.65 | $2.65 | 23.6% | 41% |
| 20260827 | $2.55 | $2.55 | 22.9% | 39% |
| 20260826 | $2.55 | $2.55 | 23.5% | 41% |
| 20260825 | $2.58 | $2.58 | 23.1% | 39% |
| 20260824 | $2.62 | $2.62 | 22.8% | 38% |
| 20260821 | $2.62 | $3.80 | 22.0% | 35% |
| 20260820 | $2.65 | $2.50 | 22.6% | 37% |
| 20260819 | $2.62 | $2.50 | 22.6% | 37% |
| 20260818 | $2.62 | $2.45 | 21.9% | 35% |
| 20260817 | $2.65 | $2.40 | 20.9% | 31% |
| 20260814 | $2.75 | $2.45 | 21.4% | 33% |
| 20260813 | $2.73 | $2.47 | 22.1% | 36% |
| 20260812 | $2.80 | $2.52 | 21.4% | 33% |
| 20260811 | $1.85 | $1.12 | 21.4% | 33% |
| 20260810 | $1.95 | $1.67 | 21.5% | 32% |
| 20260807 | — | — | 19.6% | 23% |
| 20260806 | $1.95 | $0.85 | 19.2% | 21% |
| 20260805 | $0.80 | $0.80 | 20.2% | 24% |
| 20260804 | $0.80 | $0.80 | 20.1% | 23% |
| 20260803 | $0.80 | $0.80 | 17.6% | 15% |
| 20260731 | $0.82 | $0.82 | 17.4% | 14% |
| 20260730 | $0.88 | $0.88 | 21.4% | 26% |
| 20260729 | $1.55 | $1.55 | 30.3% | 51% |
More on WTMF
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.