Tracking the QMOM expected move helps you see how far Alpha Architect U.S. Quantitative Momentum ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Alpha Architect U.S. Quantitative Momentum 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 QMOM 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 QMOM, 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 QMOM 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 Alpha Architect U.S. Quantitative Momentum ETF is unlikely to go.
The Adviser employs a multi-step, quantitative, rules-based methodology to identify a portfolio of approximately 50 to 100 equity securities with the highest relative momentum. A “momentum” style of investing emphasizes investing in securities that have had higher recent total return performance compared to other securities. The Adviser then employs proprietary screens to eliminate companies with issues that may negatively impact their momentum. The fund may also invest up to 20% of its assets in cash and cash equivalents, other investment companies, as well as securities and other instruments.
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 QMOM expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Alpha Architect U.S. Quantitative Momentum 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 QMOM.
