WTV · Expected Move

WisdomTree U.S. Value Fund · ETF

The expected move for WTV 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).

WTV straddle price & implied vol

60 sessions

Bars: 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 WTV Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
21.7%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to WTV'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.
WTV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.00 $0.00 21.7% 42%
20261021 $0.00 $0.00 33.4% 100%
20261020 $1.95 $1.95 32.8% 100%
20261019 $2.40 $2.40 25.5% 69%
20261016 $4.45 $6.00 26.5% 75%
20261015 $4.60 $3.10 30.0% 95%
20261014 $4.70 $3.30 25.4% 69%
20261013 $4.75 $3.25 23.4% 57%
20261012 $4.85 $3.50 24.1% 62%
20261009 $4.97 $3.60 26.5% 75%
20261008 $4.75 $3.35 26.7% 76%
20261007 $5.20 $3.65 27.4% 80%
20261006 $5.15 $3.65 29.1% 90%
20261005 $5.05 $3.50 27.7% 82%
20261002 $3.75 $3.75 26.0% 72%
20261001 $3.85 $3.85 24.3% 63%
20260930 $4.05 $4.05 21.9% 49%
20260929 $3.95 $3.95 24.3% 62%
20260928 $4.15 $4.15 23.9% 60%
20260925 $4.05 $4.05 20.4% 41%
20260924 $4.35 $4.35 21.2% 45%
20260923 $4.25 $4.25 23.8% 60%
20260922 $4.25 $4.25 27.7% 82%
20260921 $4.25 $4.25 29.1% 90%
20260918 $4.85 $9.50 30.9% 100%
20260917 $5.00 $3.65 22.2% 73%
20260916 $4.80 $3.70 25.6% 100%
20260915 $5.15 $4.00 23.4% 94%
20260914 $5.20 $4.10 24.0% 99%
20260911 $5.35 $4.20 21.9% 80%
20260910 $5.45 $4.30 22.0% 81%
20260909 $5.45 $4.25 20.5% 68%
20260908 $5.40 $4.20 22.2% 82%
20260904 $5.60 $4.30 14.4% 11%
20260903 $5.70 $4.40 14.1% 9%
20260902 $4.30 $4.30 15.7% 23%
20260901 $4.40 $4.40 18.2% 46%
20260831 $4.55 $4.55 18.4% 48%
20260828 $4.45 $4.45 13.7% 5%
20260827 $4.60 $4.60 13.2% 0%
20260826 $4.75 $4.75 14.1% 7%
20260825 $4.85 $4.85 13.3% 0%
20260824 $4.80 $4.80 17.6% 27%
20260821 $5.05 $6.65 16.8% 18%
20260820 $5.10 $3.90 18.4% 36%
20260819 $4.85 $3.75 16.5% 14%
20260818 $5.05 $3.95 18.9% 42%
20260817 $5.00 $3.95 18.4% 36%
20260814 $5.20 $4.00 16.0% 9%
20260813 $5.00 $3.90 15.9% 7%
20260812 $5.15 $3.95 19.5% 48%
20260811 $4.12 $3.05 21.1% 66%
20260810 $4.10 $3.05 24.1% 100%
20260807 — — 19.3% 40%
20260806 $4.22 $3.25 22.9% 76%
20260805 $3.17 $3.17 22.3% 70%
20260804 $2.95 $2.95 15.4% 1%
20260803 $3.30 $3.30 21.6% 63%
20260731 $3.60 $3.60 20.2% 49%
20260730 $3.45 $3.45 19.8% 46%

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.