FAB · Expected Move
First Trust Multi Cap Value AlphaDEX Fund · ETF
The expected move for FAB is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
FAB straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current FAB Expected Move
30-Day Straddle
$3.90
7-Day Straddle
$3.90
30-Day ATM IV
17.1%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to FAB's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
FAB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.90 | $3.90 | 17.1% | 40% |
| 20261021 | $3.77 | $3.77 | 16.2% | 27% |
| 20261020 | $3.88 | $3.88 | 16.1% | 25% |
| 20261019 | $4.03 | $4.03 | 16.9% | 37% |
| 20261016 | $4.60 | $5.00 | 17.9% | 51% |
| 20261015 | $4.20 | $2.15 | 16.4% | 29% |
| 20261014 | $4.32 | $2.12 | 16.8% | 35% |
| 20261013 | $4.12 | $2.25 | 15.8% | 21% |
| 20261012 | $4.42 | $2.30 | 16.8% | 36% |
| 20261009 | $4.58 | $2.50 | 19.3% | 71% |
| 20261008 | $5.00 | $2.55 | 20.1% | 82% |
| 20261007 | $4.70 | $2.53 | 20.8% | 93% |
| 20261006 | $4.75 | $2.65 | 20.1% | 84% |
| 20261005 | $4.88 | $2.80 | 20.5% | 89% |
| 20261002 | $2.88 | $2.88 | 20.6% | 90% |
| 20261001 | $2.98 | $2.98 | 19.3% | 71% |
| 20260930 | $4.00 | $4.00 | 20.4% | 88% |
| 20260929 | $3.05 | $3.05 | 17.8% | 49% |
| 20260928 | $3.03 | $3.03 | 20.4% | 88% |
| 20260925 | $3.05 | $3.05 | 20.2% | 85% |
| 20260924 | $3.33 | $3.33 | 17.5% | 46% |
| 20260923 | $3.45 | $3.45 | 17.9% | 52% |
| 20260922 | $3.40 | $3.40 | 19.6% | 76% |
| 20260921 | $3.35 | $3.35 | 17.5% | 36% |
| 20260918 | $3.80 | $3.90 | 17.8% | 39% |
| 20260917 | $3.90 | $2.27 | 19.6% | 60% |
| 20260916 | $4.15 | $2.33 | 18.1% | 43% |
| 20260915 | $4.22 | $2.77 | 17.8% | 39% |
| 20260914 | $4.07 | $2.85 | 17.0% | 31% |
| 20260911 | $4.18 | $2.80 | 17.6% | 37% |
| 20260910 | $4.60 | $3.20 | 19.0% | 53% |
| 20260909 | $4.53 | $3.00 | 17.9% | 40% |
| 20260908 | $4.35 | $3.02 | 18.2% | 44% |
| 20260904 | $4.35 | $3.08 | 17.4% | 35% |
| 20260903 | $4.47 | $3.17 | 17.1% | 31% |
| 20260902 | $3.15 | $3.15 | 17.2% | 32% |
| 20260901 | $3.28 | $3.28 | 18.0% | 41% |
| 20260831 | $3.25 | $3.25 | 18.7% | 49% |
| 20260828 | $3.40 | $3.40 | 16.8% | 28% |
| 20260827 | $3.30 | $3.30 | 16.2% | 21% |
| 20260826 | $3.40 | $3.40 | 17.5% | 36% |
| 20260825 | $3.75 | $3.75 | 16.3% | 22% |
| 20260824 | $3.60 | $3.60 | 16.1% | 20% |
| 20260821 | $3.65 | $3.62 | 15.8% | 16% |
| 20260820 | $3.85 | $2.25 | 16.0% | 19% |
| 20260819 | $3.75 | $2.15 | 16.6% | 25% |
| 20260818 | $4.00 | $2.42 | 16.1% | 19% |
| 20260817 | $4.00 | $2.42 | 15.8% | 16% |
| 20260814 | $4.05 | $2.40 | 16.2% | 15% |
| 20260813 | $4.05 | $2.40 | 16.2% | 16% |
| 20260812 | $4.12 | $2.47 | 15.6% | 11% |
| 20260811 | $4.30 | $2.25 | 16.0% | 14% |
| 20260810 | $4.45 | $2.33 | 16.0% | 14% |
| 20260807 | — | — | 15.3% | 6% |
| 20260806 | $4.92 | $2.77 | 16.5% | 13% |
| 20260805 | $2.95 | $2.95 | 16.9% | 16% |
| 20260804 | $2.98 | $2.98 | 17.7% | 20% |
| 20260803 | $2.77 | $2.77 | 15.4% | 6% |
| 20260731 | $3.22 | $3.22 | 16.4% | 13% |
| 20260730 | $3.73 | $3.73 | 17.7% | 20% |
More on FAB
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.