FDEM · Expected Move
Fidelity Emerging Markets Multifactor ETF · ETF
The expected move for FDEM 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).
FDEM 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 FDEM Expected Move
30-Day Straddle
$2.02
7-Day Straddle
$2.02
30-Day ATM IV
25.3%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to FDEM'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.
FDEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.02 | $2.02 | 25.3% | 11% |
| 20261020 | $2.02 | $2.02 | 24.0% | 8% |
| 20261019 | $2.12 | $2.12 | 24.7% | 9% |
| 20261016 | $2.05 | $1.57 | 22.8% | 4% |
| 20261015 | $2.08 | $3.20 | 24.4% | 9% |
| 20261014 | $2.08 | $3.18 | 22.6% | 4% |
| 20261013 | $3.58 | $1.48 | 21.3% | 0% |
| 20261012 | $3.70 | $1.55 | 25.3% | 10% |
| 20261009 | $3.60 | $1.62 | 27.7% | 16% |
| 20261008 | $2.30 | $1.62 | 24.1% | 6% |
| 20261007 | $2.25 | $1.62 | 28.3% | 18% |
| 20261006 | $2.35 | $1.62 | 29.7% | 22% |
| 20261005 | $2.40 | $1.65 | 27.4% | 15% |
| 20261002 | $1.60 | $1.60 | 27.0% | 14% |
| 20261001 | $1.70 | $1.70 | 23.7% | 5% |
| 20260930 | $3.40 | $3.40 | 25.2% | 9% |
| 20260929 | $4.90 | $4.90 | 26.6% | 13% |
| 20260928 | $1.70 | $1.70 | 26.8% | 14% |
| 20260925 | $1.83 | $1.83 | 26.2% | 12% |
| 20260924 | $1.88 | $1.88 | 27.1% | 15% |
| 20260923 | $1.93 | $1.93 | 26.9% | 14% |
| 20260922 | $1.92 | $1.92 | 21.9% | 0% |
| 20260921 | $1.88 | $1.88 | 22.6% | 0% |
| 20260918 | $1.90 | $1.32 | 27.4% | 7% |
| 20260917 | $3.38 | $3.08 | 25.8% | 3% |
| 20260916 | $1.93 | $1.45 | 25.0% | 0% |
| 20260915 | $2.65 | $1.55 | 28.4% | 9% |
| 20260914 | $3.42 | $1.52 | 27.0% | 5% |
| 20260911 | $3.30 | $1.60 | 25.3% | 0% |
| 20260910 | $3.58 | $3.33 | 28.1% | 2% |
| 20260909 | $3.47 | $3.20 | 36.4% | 28% |
| 20260908 | $2.10 | $1.62 | 29.3% | 6% |
| 20260904 | $2.10 | $4.80 | 29.8% | 8% |
| 20260903 | $3.35 | $3.17 | 32.0% | 14% |
| 20260902 | $3.22 | $3.22 | 43.4% | 50% |
| 20260901 | $1.75 | $1.75 | 38.1% | 34% |
| 20260831 | $1.80 | $1.80 | 33.9% | 21% |
| 20260828 | $1.75 | $1.75 | 35.5% | 25% |
| 20260827 | $1.85 | $1.85 | 34.8% | 23% |
| 20260826 | $1.95 | $1.95 | 35.0% | 24% |
| 20260825 | $1.97 | $1.97 | 35.5% | 25% |
| 20260824 | $2.02 | $2.02 | 35.2% | 24% |
| 20260821 | $2.08 | $1.20 | 36.5% | 28% |
| 20260820 | $2.02 | $3.10 | 36.5% | 29% |
| 20260819 | $3.55 | $1.80 | 43.5% | 50% |
| 20260818 | $4.80 | $3.38 | 41.0% | 42% |
| 20260817 | $2.50 | $1.75 | 36.0% | 27% |
| 20260814 | $2.50 | $1.83 | 45.2% | 55% |
| 20260813 | $2.52 | $5.92 | 33.9% | 20% |
| 20260812 | $2.60 | $1.92 | 38.3% | 34% |
| 20260811 | $2.55 | $3.47 | 34.3% | 22% |
| 20260810 | $2.78 | $2.00 | 39.9% | 39% |
| 20260807 | — | — | 40.2% | 40% |
| 20260806 | $6.42 | $6.05 | 57.4% | 94% |
| 20260805 | $2.30 | $2.30 | 40.7% | 42% |
| 20260804 | $2.22 | $2.22 | 41.2% | 43% |
| 20260803 | $2.28 | $2.28 | 40.3% | 40% |
| 20260731 | $2.27 | $2.27 | 40.1% | 40% |
| 20260730 | $3.65 | $3.65 | 45.6% | 57% |
| 20260729 | $2.42 | $2.42 | 34.6% | 23% |
More on FDEM
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.