FBT · Expected Move

First Trust NYSE Arca Biotechnology Index Fund · ETF

The expected move for FBT 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).

FBT straddle price & implied vol

60 sessions

Bars: 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 FBT Expected Move
30-Day Straddle
$16.00
7-Day Straddle
$16.00
30-Day ATM IV
25.1%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to FBT'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.
FBT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $16.00 $16.00 25.1% 100%
20261020 $16.00 $16.00 25.0% 100%
20261019 $15.55 $15.55 24.7% 98%
20261016 $16.05 $4.90 24.7% 97%
20261015 $16.40 $5.55 24.3% 89%
20261014 $16.15 $4.55 23.9% 82%
20261013 $16.60 $6.05 24.8% 99%
20261012 $16.00 $6.20 23.2% 68%
20261009 $17.90 $7.50 24.8% 100%
20261008 $17.40 $8.20 24.6% 100%
20261007 $17.10 $7.95 23.5% 76%
20261006 $17.25 $8.65 23.5% 75%
20261005 $17.40 $8.80 22.7% 60%
20261002 $9.00 $9.00 22.2% 48%
20261001 $9.45 $9.45 22.4% 53%
20260930 $11.00 $11.00 23.4% 74%
20260929 $11.15 $11.15 22.6% 58%
20260928 $11.85 $11.85 24.2% 91%
20260925 $12.00 $12.00 22.7% 60%
20260924 $11.45 $11.45 22.4% 53%
20260923 $12.10 $12.10 22.4% 53%
20260922 $12.45 $12.45 22.2% 49%
20260921 $12.50 $12.50 22.3% 52%
20260918 $12.75 $4.30 21.4% 32%
20260917 $14.50 $5.45 23.1% 69%
20260916 $13.60 $4.10 22.5% 54%
20260915 $13.80 $5.85 22.3% 51%
20260914 $14.00 $5.72 22.3% 51%
20260911 $14.30 $7.15 21.5% 34%
20260910 $15.05 $8.00 22.3% 52%
20260909 $15.55 $8.55 23.1% 69%
20260908 $15.90 $9.00 23.2% 70%
20260904 $16.55 $9.20 22.2% 49%
20260903 $16.80 $10.00 22.1% 47%
20260902 $9.50 $9.50 22.5% 56%
20260901 $10.25 $10.25 21.8% 41%
20260831 $11.10 $11.10 22.9% 63%
20260828 $11.50 $11.50 21.7% 39%
20260827 $11.70 $11.70 22.5% 56%
20260826 $12.70 $12.70 22.6% 58%
20260825 $13.45 $13.45 23.5% 76%
20260824 $13.50 $13.50 23.9% 85%
20260821 $14.55 $4.53 24.0% 88%
20260820 $14.75 $5.15 23.5% 77%
20260819 $14.60 $5.85 23.5% 76%
20260818 $12.15 $6.28 19.9% 0%
20260817 $12.30 $4.90 20.1% 4%
20260814 $12.90 $6.50 20.5% 8%
20260813 $12.95 $6.65 19.9% 0%
20260812 $13.65 $7.50 20.7% 0%
20260811 $14.45 $8.45 21.8% 14%
20260810 $15.20 $8.70 22.5% 23%
20260807 — — 22.3% 15%
20260806 $15.70 $9.15 22.8% 18%
20260805 $10.00 $10.00 23.4% 24%
20260804 $11.15 $11.15 24.2% 32%
20260803 $10.50 $10.50 23.7% 27%
20260731 $10.50 $10.50 22.4% 14%
20260730 $12.05 $12.05 23.1% 21%
20260729 $12.50 $12.50 24.3% 33%

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.