Tracking the DFUV expected move helps you see how far Dimensional US Marketwide Value 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 Marketwide Value 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 DFUV 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 DFUV, 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 DFUV 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 Marketwide Value ETF is unlikely to go.
The US Marketwide Value ETF is designed to purchase a broad and diverse group of securities of U.S. companies that the Advisor determines to be value stocks. The Advisor considers companies of all market capitalizations for purchase by the Portfolio. The Portfolio 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 DFUV 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 Marketwide Value 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 DFUV.
