Tracking the DFAS expected move helps you see how far Dimensional U.S. Small Cap ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Dimensional U.S. Small Cap 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 DFAS 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 DFAS, 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 DFAS 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 Dimensional U.S. Small Cap ETF is unlikely to go.
The fund, using a market capitalization weighted approach, is designed to generally purchase a broad and diverse group of securities of U.S. small cap companies. As a non-fundamental policy, normally, the fund will invest at least 80% of its net assets in securities of small cap U.S. companies. The fund may purchase or sell futures contracts and options on futures contracts for U.S. equity securities and indices, to increase or decrease equity market exposure based on actual or expected cash inflows to or outflows from the Portfolio.
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 DFAS expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Dimensional U.S. Small Cap 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 DFAS.
