Tracking the DBMF expected move helps you see how far iMGP DBi Managed Futures Strategy ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. iMGP DBi Managed Futures Strategy ETF's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the DBMF expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For DBMF, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The DBMF expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks iMGP DBi Managed Futures Strategy ETF is unlikely to go.
The fund seeks to achieve its objective by: (i) investing its assets pursuant to a managed futures strategy; (ii) allocating up to 20% of its total assets in its wholly-owned subsidiary, which is organized under the laws of the Cayman Islands, is advised by the Sub-Advisor, and will comply with the fund's investment objective and investment policies; and (iii) investing directly in select debt instruments for cash management and other purposes. It is non-diversified.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the DBMF expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The iMGP DBi Managed Futures Strategy ETF expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about DBMF.
