FCX · Expected Move
Freeport-McMoran Inc.
The expected move for FCX 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).
FCX 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 FCX Expected Move
30-Day Straddle
$7.12
7-Day Straddle
$4.53
30-Day ATM IV
48.7%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to FCX'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.
FCX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $7.12 | $4.53 | 48.7% | 27% |
| 20261021 | $7.70 | $4.80 | 48.7% | 27% |
| 20261020 | $7.62 | $5.04 | 48.5% | 26% |
| 20261019 | $7.67 | $3.17 | 48.1% | 24% |
| 20261016 | $7.57 | $3.71 | 47.8% | 22% |
| 20261015 | $7.47 | $3.83 | 48.4% | 25% |
| 20261014 | $7.67 | $4.02 | 47.7% | 22% |
| 20261013 | $8.20 | $4.28 | 48.0% | 23% |
| 20261012 | $8.62 | $2.96 | 48.7% | 27% |
| 20261009 | $6.79 | $3.41 | 43.2% | 0% |
| 20261008 | $7.83 | $3.43 | 48.6% | 25% |
| 20261007 | $7.68 | $4.13 | 46.3% | 13% |
| 20261006 | $8.28 | $4.44 | 48.7% | 25% |
| 20261005 | $8.12 | $3.10 | 47.7% | 20% |
| 20261002 | $8.10 | $3.66 | 50.5% | 34% |
| 20261001 | $7.33 | $3.75 | 47.8% | 21% |
| 20260930 | $7.90 | $4.22 | 49.7% | 30% |
| 20260929 | $8.04 | $4.33 | 48.9% | 26% |
| 20260928 | $7.98 | $3.06 | 47.4% | 19% |
| 20260925 | $7.42 | $3.65 | 45.6% | 10% |
| 20260924 | $8.09 | $3.90 | 49.6% | 30% |
| 20260923 | $7.75 | $4.30 | 45.8% | 10% |
| 20260922 | $8.70 | $4.82 | 49.4% | 29% |
| 20260921 | $7.88 | $2.98 | 46.0% | 12% |
| 20260918 | $7.17 | $3.77 | 45.2% | 8% |
| 20260917 | $7.14 | $3.83 | 44.6% | 5% |
| 20260916 | $7.20 | $4.29 | 45.6% | 9% |
| 20260915 | $7.47 | $4.60 | 46.1% | 12% |
| 20260914 | $7.65 | $2.91 | 46.1% | 12% |
| 20260911 | $7.28 | $3.52 | 46.0% | 12% |
| 20260910 | $7.67 | $4.13 | 48.2% | 23% |
| 20260909 | $9.03 | $4.91 | 51.2% | 38% |
| 20260908 | $8.85 | $5.50 | 48.7% | 25% |
| 20260904 | $6.64 | $3.20 | 43.7% | 0% |
| 20260903 | $8.32 | $3.66 | 47.2% | 16% |
| 20260902 | $8.15 | $4.12 | 48.3% | 22% |
| 20260901 | $8.40 | $4.25 | 49.3% | 27% |
| 20260831 | $8.47 | $3.38 | 46.5% | 12% |
| 20260828 | $7.90 | $3.84 | 46.1% | 11% |
| 20260827 | $8.62 | $4.62 | 49.7% | 29% |
| 20260826 | $8.39 | $5.09 | 47.2% | 16% |
| 20260825 | $9.22 | $5.50 | 49.8% | 30% |
| 20260824 | $9.45 | $4.08 | 51.8% | 40% |
| 20260821 | $8.72 | $4.43 | 51.0% | 36% |
| 20260820 | $8.15 | $4.48 | 50.6% | 34% |
| 20260819 | $7.62 | $4.37 | 47.5% | 18% |
| 20260818 | $7.00 | $4.04 | 45.1% | 5% |
| 20260817 | $7.50 | $2.97 | 45.4% | 7% |
| 20260814 | $6.53 | $3.22 | 44.0% | 0% |
| 20260813 | $6.78 | $3.53 | 45.0% | 3% |
| 20260812 | $7.47 | $4.18 | 47.6% | 16% |
| 20260811 | $7.23 | $4.60 | 46.2% | 9% |
| 20260810 | $8.32 | $3.27 | 50.4% | 31% |
| 20260807 | — | — | 51.5% | 37% |
| 20260806 | $8.15 | $4.40 | 52.5% | 42% |
| 20260805 | $8.75 | $4.87 | 54.9% | 55% |
| 20260804 | $8.40 | $4.84 | 53.6% | 47% |
| 20260803 | $7.97 | $3.18 | 53.2% | 45% |
| 20260731 | $7.61 | $3.59 | 54.3% | 51% |
| 20260730 | $6.96 | $4.18 | 49.9% | 29% |
More on FCX
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.