FCG · Expected Move

First Trust Natural Gas ETF · ETF

The expected move for FCG 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).

FCG 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 FCG Expected Move
30-Day Straddle
$2.40
7-Day Straddle
$2.40
30-Day ATM IV
34.0%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to FCG'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.
FCG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.40 $2.40 34.0% 50%
20261021 $2.38 $2.38 32.6% 41%
20261020 $2.62 $2.62 34.2% 51%
20261019 $2.25 $2.25 32.9% 43%
20261016 $2.50 $0.85 32.1% 38%
20261015 $2.38 $0.80 31.1% 32%
20261014 $2.30 $1.30 29.3% 20%
20261013 $2.53 $1.15 31.4% 33%
20261012 $2.55 $1.05 31.9% 37%
20261009 $2.77 $1.30 34.6% 54%
20261008 $2.72 $1.40 33.8% 49%
20261007 $2.77 $1.52 33.6% 47%
20261006 $2.60 $1.43 35.4% 59%
20261005 $2.92 $1.32 — —
20261002 $1.52 $1.52 31.5% 34%
20261001 $1.57 $1.57 33.5% 47%
20260930 $1.65 $1.65 33.7% 48%
20260929 $1.82 $1.82 35.7% 60%
20260928 $2.08 $2.08 40.1% 88%
20260925 $1.95 $1.95 33.9% 50%
20260924 $2.00 $2.00 34.2% 51%
20260923 $2.00 $2.00 32.5% 41%
20260922 $2.12 $2.12 33.5% 47%
20260921 $1.77 $1.77 30.8% 30%
20260918 $2.15 $0.40 — —
20260917 $2.17 $0.78 31.4% 33%
20260916 $2.12 $0.80 30.3% 26%
20260915 $2.45 $1.12 35.0% 56%
20260914 $2.65 $1.00 34.2% 51%
20260911 $2.70 $1.55 41.9% 100%
20260910 $2.67 $1.43 33.7% 68%
20260909 $2.70 $1.40 33.2% 63%
20260908 $2.62 $1.38 31.3% 47%
20260904 $2.53 $1.50 29.4% 30%
20260903 $2.73 $1.60 31.1% 45%
20260902 $1.48 $1.48 27.7% 14%
20260901 $1.92 $1.92 34.8% 78%
20260831 $1.77 $1.77 31.4% 47%
20260828 $1.70 $1.70 29.9% 34%
20260827 $1.80 $1.80 29.8% 33%
20260826 $2.17 $2.17 34.1% 66%
20260825 $2.10 $2.10 32.3% 51%
20260824 $2.02 $2.02 31.3% 43%
20260821 $2.15 $1.17 29.1% 25%
20260820 $2.25 $3.08 31.7% 47%
20260819 $2.17 $0.82 30.8% 39%
20260818 $2.25 $0.93 31.8% 48%
20260817 $2.35 $1.00 32.0% 49%
20260814 $2.12 $0.97 28.9% 21%
20260813 $2.35 $1.23 33.2% 52%
20260812 $2.25 $1.00 30.3% 31%
20260811 $2.65 $1.48 34.7% 63%
20260810 $2.80 $1.75 36.2% 74%
20260807 — — 30.9% 35%
20260806 $2.30 $1.58 — —
20260805 $1.68 $1.68 35.8% 62%
20260804 $1.73 $1.73 32.9% 44%
20260803 $1.80 $1.80 34.0% 50%
20260731 $1.95 $1.95 34.2% 52%
20260730 $1.95 $1.95 32.7% 42%

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.