FDFF · Expected Move
Fidelity Disruptive Finance ETF · ETF
The expected move for FDFF 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).
FDFF 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 FDFF Expected Move
30-Day Straddle
$2.80
7-Day Straddle
$2.80
30-Day ATM IV
31.7%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to FDFF'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.
FDFF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.80 | $2.80 | 31.7% | 18% |
| 20261020 | $2.73 | $2.73 | 29.7% | 14% |
| 20261019 | $2.83 | $2.83 | 27.4% | 9% |
| 20261016 | $2.85 | $3.67 | 26.5% | 7% |
| 20261015 | $2.12 | $3.02 | 27.0% | 8% |
| 20261014 | $2.03 | $1.25 | 27.9% | 10% |
| 20261013 | $2.15 | $1.32 | 26.1% | 6% |
| 20261012 | $3.88 | $3.33 | 25.0% | 4% |
| 20261009 | $2.25 | $1.38 | 42.8% | 42% |
| 20261008 | $2.20 | $1.40 | 33.8% | 23% |
| 20261007 | $2.20 | $1.48 | 32.0% | 19% |
| 20261006 | $3.75 | $1.52 | 34.4% | 24% |
| 20261005 | $2.20 | $1.43 | 34.1% | 24% |
| 20261002 | $1.58 | $1.58 | 36.8% | 29% |
| 20261001 | $1.60 | $1.60 | 38.7% | 34% |
| 20260930 | $1.67 | $1.67 | 41.0% | 38% |
| 20260929 | $3.52 | $3.52 | 35.4% | 26% |
| 20260928 | $1.70 | $1.70 | 43.1% | 43% |
| 20260925 | $1.70 | $1.70 | 43.9% | 45% |
| 20260924 | $1.73 | $1.73 | 45.9% | 49% |
| 20260923 | $1.77 | $1.77 | 46.1% | 50% |
| 20260922 | $1.93 | $1.93 | 35.1% | 26% |
| 20260921 | $1.88 | $1.88 | 28.7% | 12% |
| 20260918 | $1.88 | $3.30 | 36.0% | 28% |
| 20260917 | $1.88 | $1.30 | 34.5% | 24% |
| 20260916 | $1.93 | $1.40 | 34.1% | 24% |
| 20260915 | $1.88 | $1.50 | 45.4% | 48% |
| 20260914 | $1.80 | $1.38 | 44.5% | 46% |
| 20260911 | $1.82 | $1.48 | 45.5% | 48% |
| 20260910 | $2.00 | $1.62 | 47.1% | 52% |
| 20260909 | $1.83 | $1.48 | 46.2% | 50% |
| 20260908 | $1.88 | $1.52 | 41.9% | 41% |
| 20260904 | $1.90 | $1.52 | 25.6% | 5% |
| 20260903 | $1.92 | $1.55 | 23.3% | 0% |
| 20260902 | $1.52 | $1.52 | 33.6% | 20% |
| 20260901 | $1.58 | $1.58 | 43.1% | 41% |
| 20260831 | $1.60 | $1.60 | 27.4% | 6% |
| 20260828 | $1.60 | $1.60 | 24.9% | 0% |
| 20260827 | $1.65 | $1.65 | 25.7% | 2% |
| 20260826 | $1.73 | $1.73 | 25.7% | 2% |
| 20260825 | $1.68 | $1.68 | 26.8% | 4% |
| 20260824 | $1.70 | $1.70 | 24.8% | 0% |
| 20260821 | $1.73 | $5.00 | 27.1% | 0% |
| 20260820 | $1.73 | $1.25 | 35.9% | 12% |
| 20260819 | $1.68 | $1.07 | 32.7% | 3% |
| 20260818 | $1.73 | $1.25 | 36.9% | 14% |
| 20260817 | $1.73 | $1.27 | 35.6% | 11% |
| 20260814 | $1.80 | $1.42 | 31.5% | 0% |
| 20260813 | $1.77 | $1.40 | 37.4% | 15% |
| 20260812 | $1.60 | $1.35 | 45.2% | 36% |
| 20260811 | $1.88 | $1.42 | 40.5% | 23% |
| 20260810 | $2.75 | $2.20 | 51.4% | 52% |
| 20260807 | — | — | 43.4% | 31% |
| 20260806 | $2.83 | $2.30 | 45.3% | 36% |
| 20260805 | $2.33 | $2.33 | 42.6% | 29% |
| 20260804 | $2.33 | $2.33 | 57.6% | 69% |
| 20260803 | $2.30 | $2.30 | 55.3% | 63% |
| 20260731 | $2.42 | $2.42 | 53.5% | 58% |
| 20260730 | $2.40 | $2.40 | 52.8% | 56% |
| 20260729 | $2.48 | $2.48 | 44.9% | 35% |
More on FDFF
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.