Dimensional Global Real Estate ETF (DFGR) Expected Move

Tracking the DFGR expected move helps you see how far Dimensional Global Real Estate 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 Global Real Estate 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 DFGR 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 DFGR, 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 DFGR 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 Global Real Estate ETF is unlikely to go.

DFGR is designed to provide exposure to the global broad real estate industry with a particular focus on REITs. The fund actively invests in companies of any size that generate at least 50% of their revenue or have at least 50% of their assets invested in residential, commercial, industrial, or other real estate industries. REITs or REIT-like entities are also eligible for inclusion. Selection is done through an integrated investment approach, with certain securities adjusted or excluded based on several factors, including free float, stock momentum, liquidity, size, relative price, profitability, and costs as per the discretion of the advisor.

Final constituents are market cap-weighted, with country or region weights implemented, where applicable. Following the funds global exposure, it aims to purchase securities only from approved markets, as identified by the advisor, and in at least three different countries, including the US. Derivatives may be used to leverage exposure or manage cash. Lending of portfolio securities is permitted to generate additional income.

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 DFGR expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Dimensional Global Real Estate 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 DFGR.