Tracking the DFAU expected move helps you see how far Dimensional US Core Equity Market 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 US Core Equity Market 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 DFAU 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 DFAU, 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 DFAU 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 US Core Equity Market ETF is unlikely to go.
The fund will invest in companies of all sizes, with increased exposure to smaller capitalization, lower relative price, and higher profitability companies as compared to their representation in the U.S. Universe. As a non-fundamental policy, under normal circumstances, it will invest at least 80% of its net assets in equity securities of U.S. companies. The Advisor may also increase or reduce the fund's exposure to an eligible company, or exclude a company, based on shorter-term considerations, such as a company's price momentum and investment characteristics.
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 DFAU expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Dimensional US Core Equity Market 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 DFAU.
