WisdomTree U.S. Multifactor Fund (USMF) Expected Move

Tracking the USMF expected move helps you see how far WisdomTree U.S. Multifactor Fund's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. WisdomTree U.S. Multifactor Fund'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 USMF 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 USMF, 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 USMF 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 WisdomTree U.S. Multifactor Fund is unlikely to go.

Under normal circumstances, at least 80% of the fund's total assets will be invested in component securities of the index and investments that have economic characteristics that are substantially identical to the economic characteristics of such component securities. The index is generally comprised of 200 U.S. companies with the highest composite scores based on two fundamental factors (value and quality measures) and two technical factors (momentum and correlation). The fund is non-diversified.

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 USMF expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The WisdomTree U.S. Multifactor Fund 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 USMF.