FDL · Expected Move
First Trust Morningstar Dividend Leaders Index Fund · ETF
The expected move for FDL 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).
FDL 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 FDL Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
51.8%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to FDL'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.
FDL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.00 | $0.00 | 51.8% | 100% |
| 20261021 | $0.00 | $0.00 | 25.9% | 35% |
| 20261020 | $1.35 | $1.35 | 51.1% | 100% |
| 20261019 | $0.00 | $0.00 | 27.0% | 60% |
| 20261016 | $2.73 | $3.50 | 24.2% | 49% |
| 20261015 | $2.88 | $2.15 | 27.3% | 61% |
| 20261014 | $2.80 | $2.15 | 23.9% | 48% |
| 20261013 | $2.78 | $2.12 | 27.6% | 63% |
| 20261012 | $2.92 | $2.25 | 27.3% | 61% |
| 20261009 | $3.00 | $2.27 | 29.2% | 69% |
| 20261008 | $2.90 | $2.25 | 30.6% | 75% |
| 20261007 | $3.15 | $1.50 | 27.5% | 62% |
| 20261006 | $3.05 | $2.38 | 28.1% | 64% |
| 20261005 | $2.98 | $2.30 | 27.0% | 60% |
| 20261002 | $2.45 | $2.45 | 32.7% | 83% |
| 20261001 | $2.45 | $2.45 | 24.9% | 52% |
| 20260930 | $1.68 | $1.68 | 32.1% | 81% |
| 20260929 | $1.70 | $1.70 | 24.2% | 48% |
| 20260928 | $2.58 | $2.58 | 24.2% | 49% |
| 20260925 | $2.50 | $2.50 | 25.7% | 55% |
| 20260924 | $2.60 | $2.60 | 36.8% | 100% |
| 20260923 | $2.80 | $2.80 | 28.8% | 69% |
| 20260922 | $2.88 | $2.88 | 28.4% | 68% |
| 20260921 | $2.78 | $2.78 | 29.2% | 71% |
| 20260918 | $2.90 | $3.15 | 31.0% | 78% |
| 20260917 | $3.02 | $2.33 | 20.4% | 34% |
| 20260916 | $2.88 | $2.42 | 18.8% | 27% |
| 20260915 | $3.03 | $1.73 | 14.6% | 10% |
| 20260914 | $3.05 | $2.40 | 12.2% | 0% |
| 20260911 | $3.15 | $1.65 | 18.3% | 0% |
| 20260910 | $2.40 | $2.52 | 20.2% | 5% |
| 20260909 | $3.20 | $1.82 | 27.2% | 47% |
| 20260908 | $3.28 | $2.55 | 24.0% | 28% |
| 20260904 | $3.40 | $2.55 | 21.4% | 12% |
| 20260903 | $3.35 | $2.60 | 19.3% | 0% |
| 20260902 | $2.58 | $2.58 | 20.2% | 2% |
| 20260901 | $2.62 | $2.62 | 20.6% | 5% |
| 20260831 | $2.65 | $2.65 | 22.1% | 14% |
| 20260828 | $2.65 | $2.65 | 20.8% | 6% |
| 20260827 | $2.70 | $2.70 | 21.6% | 11% |
| 20260826 | $2.85 | $2.85 | 19.9% | 1% |
| 20260825 | $2.80 | $2.80 | 20.3% | 3% |
| 20260824 | $2.90 | $2.90 | 19.8% | 0% |
| 20260821 | $2.92 | $2.33 | 20.7% | 4% |
| 20260820 | $2.92 | $2.35 | 21.1% | 6% |
| 20260819 | $2.85 | $2.45 | 20.1% | 0% |
| 20260818 | $2.17 | $2.45 | 21.9% | 11% |
| 20260817 | $2.92 | $2.50 | 26.7% | 41% |
| 20260814 | $3.15 | $2.58 | 21.7% | 10% |
| 20260813 | $3.10 | $2.55 | 22.0% | 12% |
| 20260812 | $3.25 | $2.60 | 29.3% | 57% |
| 20260811 | $2.33 | $1.90 | 28.8% | 54% |
| 20260810 | $2.48 | $1.93 | 29.9% | 61% |
| 20260806 | $2.52 | $2.08 | 29.5% | 59% |
| 20260805 | $2.02 | $2.02 | 29.8% | 60% |
| 20260804 | $1.98 | $1.98 | 29.9% | 61% |
| 20260803 | $2.02 | $2.02 | 29.9% | 61% |
| 20260731 | $2.12 | $2.12 | 33.0% | 80% |
| 20260730 | $2.25 | $2.25 | 33.2% | 81% |
| 20260729 | $2.40 | $2.40 | 26.3% | 39% |
More on FDL
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.