Tracking the WTV expected move helps you see how far WisdomTree U.S. Value 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. Value 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 WTV 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 WTV, 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 WTV 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. Value Fund is unlikely to go.
The fund, an exchange traded fund, is actively managed using a model-based approach. It seeks to achieve its investment objective by investing primarily in U.S. equity securities that provide a high "total shareholder yield" and exhibit favorable quality characteristics that demonstrate a company's profitability, such as strong ROE and/or ROA. The fund invests primarily in equity securities of companies domiciled in the U.S. or listed on a U.S. exchange. The advisor generally expects to invest in large- and mid-capitalization companies and may invest in any sector. 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 WTV 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. Value 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 WTV.
