FAD · Expected Move
First Trust Multi Cap Growth AlphaDEX Fund · ETF
The expected move for FAD 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).
FAD 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 FAD Expected Move
30-Day Straddle
$9.40
7-Day Straddle
$9.40
30-Day ATM IV
23.4%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to FAD'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.
FAD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $9.40 | $9.40 | 23.4% | 100% |
| 20261021 | $9.57 | $9.57 | 22.7% | 100% |
| 20261020 | $8.80 | $8.80 | 21.2% | 81% |
| 20261019 | $9.00 | $9.00 | 21.3% | 73% |
| 20261016 | $9.65 | $5.00 | 22.3% | 83% |
| 20261015 | $9.50 | $1.93 | 21.4% | 74% |
| 20261014 | $10.00 | $2.33 | 21.9% | 79% |
| 20261013 | $10.15 | $2.98 | 21.7% | 76% |
| 20261012 | $10.00 | $2.90 | 20.9% | 69% |
| 20261009 | $10.55 | $3.62 | 20.5% | 64% |
| 20261008 | $11.20 | $4.47 | 22.3% | 83% |
| 20261007 | $11.15 | $4.80 | 21.9% | 78% |
| 20261006 | $11.40 | $4.85 | 21.5% | 75% |
| 20261005 | $11.40 | $5.20 | 21.3% | 73% |
| 20261002 | $5.70 | $5.70 | 21.2% | 72% |
| 20261001 | $6.70 | $6.70 | 22.7% | 87% |
| 20260930 | $6.80 | $6.80 | 22.2% | 82% |
| 20260929 | $6.67 | $6.67 | 21.6% | 76% |
| 20260928 | $7.08 | $7.08 | 21.5% | 75% |
| 20260925 | $7.17 | $7.17 | 20.8% | 68% |
| 20260924 | $7.52 | $7.52 | 21.2% | 71% |
| 20260923 | $7.55 | $7.55 | 20.9% | 69% |
| 20260922 | $7.35 | $7.35 | 19.7% | 57% |
| 20260921 | $7.45 | $7.45 | 19.9% | 59% |
| 20260918 | $7.80 | $5.00 | 19.3% | 52% |
| 20260917 | $6.30 | $5.00 | 15.5% | 15% |
| 20260916 | $7.05 | $2.52 | 17.2% | 32% |
| 20260915 | $7.33 | $3.25 | 17.4% | 33% |
| 20260914 | $7.10 | $2.88 | 16.6% | 26% |
| 20260911 | $7.45 | $3.42 | 16.5% | 24% |
| 20260910 | $8.28 | $4.40 | 18.2% | 41% |
| 20260909 | $7.88 | $3.90 | 16.9% | 29% |
| 20260908 | $7.60 | $4.08 | 16.0% | 20% |
| 20260904 | $7.55 | $4.12 | 14.9% | 8% |
| 20260903 | $7.75 | $4.53 | 15.2% | 11% |
| 20260902 | $4.92 | $4.92 | 16.0% | 19% |
| 20260901 | $5.40 | $5.40 | 16.7% | 26% |
| 20260831 | $5.22 | $5.22 | 15.4% | 14% |
| 20260828 | $5.22 | $5.22 | 15.0% | 9% |
| 20260827 | $5.60 | $5.60 | 15.3% | 12% |
| 20260826 | $6.03 | $6.03 | 15.9% | 18% |
| 20260825 | $6.03 | $6.03 | 15.8% | 17% |
| 20260824 | $6.40 | $6.40 | 16.5% | 24% |
| 20260821 | $6.47 | $3.73 | 15.6% | 15% |
| 20260820 | $7.05 | $1.85 | 16.6% | 25% |
| 20260819 | $6.90 | $2.15 | 15.9% | 18% |
| 20260818 | $7.12 | $2.08 | 16.1% | 20% |
| 20260817 | $7.15 | $2.40 | 15.4% | 13% |
| 20260814 | $7.05 | $2.67 | 14.5% | 4% |
| 20260813 | $7.35 | $2.77 | 14.9% | 7% |
| 20260812 | $6.80 | $5.20 | 14.1% | 0% |
| 20260811 | $7.95 | $3.70 | 15.9% | 5% |
| 20260810 | $8.22 | $3.90 | 16.2% | 7% |
| 20260807 | — | — | 15.3% | 0% |
| 20260806 | $8.57 | $5.03 | 16.2% | 1% |
| 20260805 | $4.90 | $4.90 | 16.2% | 0% |
| 20260804 | $5.40 | $5.40 | 16.9% | 4% |
| 20260803 | $5.15 | $5.15 | 16.5% | 1% |
| 20260731 | $5.85 | $5.85 | 17.0% | 5% |
| 20260730 | $6.20 | $6.20 | 17.2% | 6% |
More on FAD
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.