FBTC · Expected Move

Fidelity Wise Origin Bitcoin Fund · ETF

The expected move for FBTC 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).

FBTC 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 FBTC Expected Move
30-Day Straddle
$6.30
7-Day Straddle
$3.47
30-Day ATM IV
37.5%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to FBTC'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.
FBTC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $6.30 $3.47 37.5% 35%
20261020 $6.47 $3.52 38.4% 41%
20261019 $6.35 $2.58 37.8% 37%
20261016 $6.03 $2.60 38.6% 42%
20261015 $6.45 $3.03 39.9% 50%
20261014 $5.85 $3.25 36.3% 20%
20261013 $6.17 $3.45 36.9% 23%
20261012 $6.60 $1.85 38.1% 29%
20261009 $5.45 $2.33 35.6% 17%
20261008 $6.17 $3.12 38.7% 32%
20261007 $6.00 $3.12 36.3% 20%
20261006 $6.17 $3.42 35.6% 17%
20261005 $6.32 $1.52 36.2% 20%
20261002 $6.00 $1.90 35.4% 16%
20261001 $6.12 $3.15 37.1% 24%
20260930 $6.72 $3.40 39.2% 34%
20260929 $6.22 $3.38 36.5% 21%
20260928 $6.45 $2.45 37.7% 27%
20260925 $6.07 $2.10 37.5% 26%
20260924 $6.33 $2.42 38.2% 29%
20260923 $6.57 $3.83 39.0% 33%
20260922 $6.45 $3.88 37.0% 24%
20260921 $7.18 $2.60 40.4% 40%
20260918 $6.05 $2.92 36.8% 23%
20260917 $5.17 $2.88 32.1% 0%
20260916 $5.60 $2.92 37.2% 24%
20260915 $6.07 $3.92 39.9% 37%
20260914 $5.97 $2.60 36.8% 22%
20260911 $5.58 $2.80 37.7% 26%
20260910 $5.72 $3.15 38.2% 28%
20260909 $6.15 $3.70 39.8% 36%
20260908 $5.95 $3.42 38.8% 32%
20260904 $6.00 $2.62 38.9% 32%
20260903 $6.70 $3.65 41.2% 43%
20260902 $5.43 $3.02 36.0% 18%
20260901 $6.03 $2.98 38.2% 29%
20260831 $5.95 $1.73 36.5% 20%
20260828 $5.68 $3.30 38.9% 32%
20260827 $6.05 $2.83 40.0% 37%
20260826 $6.55 $3.30 39.4% 35%
20260825 $6.60 $4.38 40.8% 41%
20260824 $7.20 $3.33 43.8% 56%
20260821 $6.02 $3.35 39.9% 37%
20260820 $5.62 $2.80 39.7% 36%
20260819 $5.00 $2.75 36.5% 20%
20260818 $4.35 $2.40 33.5% 6%
20260817 $4.53 $1.50 33.8% 7%
20260814 $4.03 $1.48 33.2% 5%
20260813 $4.12 $1.85 33.6% 6%
20260812 $4.10 $1.70 32.3% 0%
20260811 $4.38 $2.27 34.1% 4%
20260810 $4.53 $1.55 34.8% 7%
20260807 — — 34.0% 3%
20260806 $4.47 $2.23 35.5% 10%
20260805 $4.45 $2.15 34.8% 7%
20260804 $4.70 $2.38 35.7% 11%
20260803 $4.32 $1.65 33.4% 0%
20260731 $4.33 $2.05 35.5% 5%
20260730 $4.62 $2.45 36.5% 10%
20260729 $4.70 $2.67 37.2% 13%

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.