FDLO · Expected Move
Fidelity Low Volatility Factor ETF · ETF
The expected move for FDLO 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).
FDLO 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 FDLO Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$1.23
30-Day ATM IV
10.1%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to FDLO'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.
FDLO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.23 | $1.23 | 10.1% | 33% |
| 20261021 | $1.20 | $1.20 | 9.7% | 29% |
| 20261020 | $1.25 | $1.25 | 10.0% | 32% |
| 20261019 | $1.88 | $1.88 | 8.7% | 19% |
| 20261016 | $2.00 | $3.55 | 8.6% | 17% |
| 20261015 | $2.28 | $1.82 | 12.1% | 55% |
| 20261014 | $1.95 | $1.27 | 11.2% | 45% |
| 20261013 | $1.48 | $0.97 | 7.0% | 0% |
| 20261012 | $1.57 | $0.78 | 8.0% | 5% |
| 20261009 | $2.00 | $1.07 | 11.4% | 43% |
| 20261008 | $2.35 | $1.27 | 11.9% | 50% |
| 20261007 | $2.90 | $1.40 | 11.0% | 39% |
| 20261006 | $1.75 | $0.82 | 9.0% | 15% |
| 20261005 | $1.45 | $1.07 | 10.7% | 35% |
| 20261002 | $1.05 | $1.05 | 10.7% | 35% |
| 20261001 | $1.47 | $1.47 | 14.0% | 73% |
| 20260930 | $2.12 | $2.12 | 12.1% | 52% |
| 20260929 | $1.70 | $1.70 | 12.7% | 58% |
| 20260928 | $1.60 | $1.60 | 11.2% | 41% |
| 20260925 | $1.88 | $1.88 | 11.0% | 39% |
| 20260924 | $1.67 | $1.67 | 10.7% | 36% |
| 20260923 | $1.83 | $1.83 | 12.0% | 50% |
| 20260922 | $2.35 | $2.35 | 13.1% | 63% |
| 20260921 | $1.72 | $1.72 | 10.6% | 34% |
| 20260918 | $1.92 | $3.08 | 12.7% | 58% |
| 20260917 | $2.50 | $1.82 | 11.7% | 47% |
| 20260916 | $2.40 | $2.00 | 16.4% | 100% |
| 20260915 | $2.72 | $1.75 | 13.7% | 76% |
| 20260914 | $2.45 | $2.00 | 11.9% | 54% |
| 20260911 | $2.00 | $1.88 | 13.6% | 75% |
| 20260910 | $2.73 | $1.90 | 15.6% | 100% |
| 20260909 | $2.50 | $2.00 | 14.3% | 85% |
| 20260908 | $2.00 | $1.98 | 12.9% | 67% |
| 20260904 | $2.35 | $2.10 | 11.9% | 55% |
| 20260903 | $2.85 | $3.10 | 8.5% | 11% |
| 20260902 | $2.53 | $2.53 | 10.8% | 41% |
| 20260901 | $2.65 | $2.65 | 12.2% | 59% |
| 20260831 | $2.00 | $2.00 | 12.2% | 59% |
| 20260828 | $2.23 | $2.23 | 14.3% | 85% |
| 20260827 | $2.00 | $2.00 | 9.7% | 27% |
| 20260826 | $2.12 | $2.12 | 11.7% | 53% |
| 20260825 | $2.48 | $2.48 | 13.1% | 70% |
| 20260824 | $1.98 | $1.98 | 14.1% | 82% |
| 20260821 | $2.00 | $2.25 | 14.2% | 84% |
| 20260820 | $2.50 | $6.05 | 9.7% | 27% |
| 20260819 | $2.00 | $1.45 | 14.3% | 85% |
| 20260818 | $2.33 | $1.35 | 13.3% | 73% |
| 20260817 | $2.67 | $1.15 | 13.5% | 76% |
| 20260814 | $2.27 | $0.75 | 14.0% | 81% |
| 20260813 | $2.00 | $0.80 | 14.1% | 83% |
| 20260812 | $2.00 | $0.85 | 12.9% | 67% |
| 20260811 | $3.73 | $0.97 | 14.1% | 83% |
| 20260810 | $2.90 | $5.55 | 15.4% | 100% |
| 20260807 | — | — | 13.7% | 79% |
| 20260806 | $3.17 | $1.15 | 15.3% | 84% |
| 20260805 | $1.57 | $1.57 | 13.7% | 67% |
| 20260804 | $2.15 | $2.15 | 11.5% | 42% |
| 20260803 | $1.80 | $1.80 | 13.4% | 62% |
| 20260731 | $1.68 | $1.68 | 12.0% | 25% |
| 20260730 | $1.77 | $1.77 | 11.1% | 20% |
More on FDLO
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.