FDMO · Expected Move
Fidelity Momentum Factor ETF · ETF
The expected move for FDMO 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).
FDMO 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 FDMO Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
18.2%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to FDMO'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.
FDMO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 18.2% | 39% |
| 20261020 | $0.00 | $0.00 | 19.8% | 53% |
| 20261019 | $0.00 | $0.00 | 18.7% | 43% |
| 20261016 | $4.50 | $1.60 | 19.4% | 50% |
| 20261015 | $4.15 | $1.32 | 17.1% | 29% |
| 20261014 | $4.05 | $1.40 | 17.3% | 31% |
| 20261013 | $3.90 | $1.57 | 15.9% | 19% |
| 20261012 | $4.28 | $1.73 | 16.6% | 25% |
| 20261009 | $4.30 | $1.70 | 16.3% | 22% |
| 20261008 | $4.47 | $1.73 | 17.2% | 31% |
| 20261007 | $4.47 | $1.95 | 16.9% | 27% |
| 20261006 | $4.72 | $1.98 | 17.2% | 30% |
| 20261005 | $4.70 | $1.95 | 16.8% | 27% |
| 20261002 | $2.33 | $2.33 | 17.4% | 32% |
| 20261001 | $2.47 | $2.47 | 17.0% | 28% |
| 20260930 | $2.72 | $2.72 | 17.9% | 36% |
| 20260929 | $2.80 | $2.80 | 17.0% | 28% |
| 20260928 | $2.62 | $2.62 | 17.0% | 28% |
| 20260925 | $2.83 | $2.83 | 16.4% | 23% |
| 20260924 | $2.83 | $2.83 | 16.1% | 21% |
| 20260923 | $2.70 | $2.70 | 15.6% | 16% |
| 20260922 | $2.70 | $2.70 | 14.7% | 8% |
| 20260921 | $2.92 | $2.92 | 15.1% | 11% |
| 20260918 | $3.03 | $3.27 | 13.8% | 0% |
| 20260917 | $3.12 | $1.32 | 14.7% | 0% |
| 20260916 | $3.52 | $1.38 | 16.5% | 15% |
| 20260915 | $3.55 | $1.75 | 16.1% | 11% |
| 20260914 | $3.55 | $1.62 | 16.2% | 13% |
| 20260911 | $3.65 | $1.77 | 16.2% | 13% |
| 20260910 | $4.22 | $2.02 | 17.9% | 30% |
| 20260909 | $4.08 | $2.02 | 16.9% | 20% |
| 20260908 | $4.08 | $2.10 | 16.3% | 14% |
| 20260904 | $3.92 | $2.05 | 14.9% | 0% |
| 20260903 | $4.12 | $2.15 | 15.1% | 0% |
| 20260902 | $2.38 | $2.38 | 15.6% | 5% |
| 20260901 | $2.45 | $2.45 | 15.5% | 4% |
| 20260831 | $2.40 | $2.40 | 15.2% | 0% |
| 20260828 | $2.60 | $2.60 | 15.2% | 0% |
| 20260827 | $2.80 | $2.80 | 15.6% | 0% |
| 20260826 | $3.05 | $3.05 | 16.4% | 3% |
| 20260825 | $3.15 | $3.15 | 16.7% | 7% |
| 20260824 | $3.27 | $3.27 | 16.8% | 8% |
| 20260821 | $3.53 | $3.00 | 17.1% | 11% |
| 20260820 | $3.62 | $1.25 | 17.4% | 14% |
| 20260819 | $3.57 | $1.45 | 16.2% | 2% |
| 20260818 | $3.85 | $1.38 | 17.3% | 13% |
| 20260817 | $3.70 | $1.50 | 16.1% | 0% |
| 20260814 | $4.03 | $1.50 | 16.9% | 3% |
| 20260813 | $4.07 | $1.62 | 16.9% | 4% |
| 20260812 | $4.12 | $1.82 | 16.9% | 3% |
| 20260811 | $4.42 | $2.03 | 17.9% | 15% |
| 20260810 | $4.70 | $2.42 | 18.7% | 24% |
| 20260807 | — | — | 18.1% | 17% |
| 20260806 | $5.10 | $2.90 | 19.8% | 33% |
| 20260805 | $2.98 | $2.98 | 20.2% | 37% |
| 20260804 | $3.15 | $3.15 | 19.4% | 30% |
| 20260803 | $3.75 | $3.75 | 20.4% | 40% |
| 20260731 | $3.70 | $3.70 | 21.4% | 51% |
| 20260730 | $3.85 | $3.85 | 21.1% | 47% |
| 20260729 | $3.88 | $3.88 | 21.9% | 56% |
More on FDMO
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.