FDD · Expected Move
First Trust STOXX European Select Dividend Income Fund · ETF
The expected move for FDD 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).
FDD 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 FDD Expected Move
30-Day Straddle
$1.10
7-Day Straddle
$1.10
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to FDD'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.
FDD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251017 | $1.10 | $1.10 | — | — |
| 20251016 | $1.10 | $1.10 | — | — |
| 20251015 | $1.10 | $1.10 | — | — |
| 20251014 | $1.10 | $1.10 | — | — |
| 20251013 | $1.15 | $1.15 | — | — |
| 20251010 | $1.15 | $1.15 | 71.4% | 55% |
| 20251009 | $1.12 | $1.12 | 73.4% | 57% |
| 20251008 | $1.17 | $1.17 | 34.4% | 16% |
| 20251007 | $1.17 | $1.17 | 38.0% | 19% |
| 20251006 | $1.23 | $1.23 | 36.0% | 17% |
| 20251003 | $1.23 | $1.23 | 33.9% | 15% |
| 20251002 | $1.20 | $1.20 | 32.4% | 13% |
| 20251001 | $1.25 | $1.25 | 36.6% | 18% |
| 20250930 | $1.23 | $1.23 | 37.5% | 19% |
| 20250929 | $1.25 | $1.25 | 31.1% | 12% |
| 20250926 | $1.25 | $1.25 | 24.7% | 5% |
| 20250925 | $1.25 | $1.25 | 37.1% | 18% |
| 20250924 | $1.32 | $1.32 | 40.5% | 15% |
| 20250923 | $1.35 | $1.35 | 32.9% | 9% |
| 20250922 | $1.33 | $1.33 | 37.2% | 12% |
| 20250919 | $1.33 | $1.33 | 24.7% | 3% |
| 20250918 | $1.35 | $1.35 | 29.8% | 7% |
| 20250917 | $1.38 | $1.38 | 27.9% | 5% |
| 20250916 | $1.40 | $1.40 | 37.4% | 12% |
| 20250915 | $1.40 | $1.40 | 39.9% | 13% |
| 20250912 | $1.35 | $1.35 | 31.6% | 8% |
| 20250911 | $1.38 | $1.38 | 24.7% | 3% |
| 20250910 | $1.40 | $1.40 | 21.9% | 1% |
| 20250909 | $1.40 | $1.40 | 22.6% | 2% |
| 20250908 | $1.40 | $1.40 | 21.4% | 1% |
| 20250905 | $1.40 | $1.40 | 19.7% | 0% |
| 20250904 | $1.43 | $1.43 | 24.3% | 1% |
| 20250903 | $1.45 | $1.45 | 28.2% | 4% |
| 20250902 | $1.48 | $1.48 | 28.0% | 4% |
| 20250829 | $1.45 | $1.45 | 25.0% | 2% |
| 20250828 | $1.45 | $1.45 | 23.9% | 1% |
| 20250827 | $1.50 | $1.50 | 22.6% | 0% |
| 20250826 | $1.50 | $1.50 | 24.3% | 0% |
| 20250825 | $1.52 | $1.52 | 38.4% | 9% |
| 20250822 | $1.50 | $1.50 | 32.1% | 5% |
| 20250821 | $1.55 | $1.55 | 28.6% | 2% |
| 20250820 | $1.55 | $1.55 | 27.9% | 2% |
| 20250819 | $1.50 | $1.50 | 26.7% | 1% |
| 20250818 | $1.52 | $1.52 | 25.2% | 0% |
| 20250815 | $1.58 | $1.58 | — | — |
| 20250814 | $1.55 | $1.55 | — | — |
| 20250813 | $1.55 | $1.55 | — | — |
| 20250812 | $1.50 | $1.50 | — | — |
| 20250811 | $1.55 | $1.55 | — | — |
| 20250808 | $1.52 | $1.52 | — | — |
| 20250807 | $1.52 | $1.52 | — | — |
| 20250806 | $1.55 | $1.55 | — | — |
| 20250805 | $1.58 | $1.58 | — | — |
| 20250804 | $1.62 | $1.62 | — | — |
| 20250801 | $1.62 | $1.62 | — | — |
| 20250731 | $1.62 | $1.62 | — | — |
| 20250730 | $1.60 | $1.60 | — | — |
| 20250729 | $1.60 | $1.60 | — | — |
| 20250728 | $1.62 | $1.62 | — | — |
| 20250725 | $1.60 | $1.60 | — | — |
More on FDD
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.