Tracking the DFUS expected move helps you see how far Dimensional U.S. 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 U.S. 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 DFUS 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 DFUS, 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 DFUS 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. Equity Market ETF is unlikely to go.
As a non-fundamental policy, under normal circumstances, the fund will invest at least 80% of its net assets in securities of 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 DFUS 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. 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 DFUS.
