Tracking the WTMF expected move helps you see how far WisdomTree Managed Futures Strategy 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 Managed Futures Strategy 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 WTMF 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 WTMF, 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 WTMF 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 Managed Futures Strategy Fund is unlikely to go.
The fund normally invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in "managed futures". It is an actively managed exchange traded fund ("ETF") that seeks to achieve positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns. It 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 WTMF expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The WisdomTree Managed Futures Strategy 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 WTMF.
