FDN · Expected Move
First Trust Dow Jones Internet Index Fund ETF · ETF
The expected move for FDN 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).
FDN 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 FDN Expected Move
30-Day Straddle
$14.50
7-Day Straddle
$14.50
30-Day ATM IV
22.2%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to FDN'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.
FDN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $14.50 | $14.50 | 22.2% | 28% |
| 20261020 | $14.90 | $14.90 | 22.5% | 31% |
| 20261019 | $14.80 | $14.80 | 21.7% | 23% |
| 20261016 | $15.85 | $2.98 | 22.7% | 32% |
| 20261015 | $15.80 | $4.05 | 21.5% | 21% |
| 20261014 | $16.10 | $5.25 | 21.5% | 21% |
| 20261013 | $15.60 | $5.60 | 20.2% | 10% |
| 20261012 | $15.65 | $5.93 | 20.0% | 7% |
| 20261009 | $16.10 | $6.35 | 19.2% | 0% |
| 20261008 | $15.95 | $6.65 | 19.6% | 3% |
| 20261007 | $16.75 | $7.53 | 20.3% | 9% |
| 20261006 | $17.05 | $8.25 | 19.9% | 6% |
| 20261005 | $17.25 | $8.25 | 20.5% | 11% |
| 20261002 | $9.30 | $9.30 | 20.3% | 9% |
| 20261001 | $9.55 | $9.55 | 20.4% | 11% |
| 20260930 | $10.35 | $10.35 | 20.9% | 15% |
| 20260929 | $9.93 | $9.93 | 20.3% | 9% |
| 20260928 | $11.60 | $11.60 | 22.0% | 25% |
| 20260925 | $11.30 | $11.30 | 20.2% | 9% |
| 20260924 | $11.60 | $11.60 | 20.2% | 9% |
| 20260923 | $11.90 | $11.90 | 20.4% | 10% |
| 20260922 | $11.65 | $11.65 | 19.7% | 4% |
| 20260921 | $12.65 | $12.65 | 19.9% | 6% |
| 20260918 | $12.75 | $2.23 | 19.8% | 5% |
| 20260917 | $12.95 | $3.93 | 19.3% | 0% |
| 20260916 | $13.55 | $5.05 | 20.7% | 9% |
| 20260915 | $14.00 | $6.15 | 20.8% | 9% |
| 20260914 | $13.45 | $6.35 | 19.8% | 0% |
| 20260911 | $14.95 | $7.28 | 21.1% | 10% |
| 20260910 | $15.80 | $8.22 | 22.1% | 20% |
| 20260909 | $15.45 | $8.25 | 20.9% | 8% |
| 20260908 | $15.80 | $8.78 | 21.5% | 13% |
| 20260904 | $16.30 | $8.93 | 20.2% | 1% |
| 20260903 | $16.35 | $9.05 | 20.1% | 0% |
| 20260902 | $10.53 | $10.53 | 20.7% | 5% |
| 20260901 | $11.25 | $11.25 | 21.3% | 11% |
| 20260831 | $11.07 | $11.07 | 20.8% | 5% |
| 20260828 | $11.55 | $11.55 | 20.9% | 7% |
| 20260827 | $11.70 | $11.70 | 20.6% | 4% |
| 20260826 | $12.45 | $12.45 | 21.7% | 15% |
| 20260825 | $12.95 | $12.95 | 21.8% | 16% |
| 20260824 | $13.90 | $13.90 | 22.4% | 22% |
| 20260821 | $14.15 | $3.15 | 21.7% | 14% |
| 20260820 | $14.20 | $3.98 | 22.1% | 19% |
| 20260819 | $14.45 | $4.92 | 21.4% | 12% |
| 20260818 | $15.10 | $5.75 | 22.9% | 27% |
| 20260817 | $15.15 | $6.68 | 21.5% | 12% |
| 20260814 | $15.00 | $7.28 | 20.4% | 2% |
| 20260813 | $15.20 | $7.38 | 20.5% | 3% |
| 20260812 | $15.25 | $8.10 | 20.2% | 0% |
| 20260811 | $16.25 | $8.60 | 21.7% | 7% |
| 20260810 | $16.25 | $8.57 | 21.1% | 1% |
| 20260807 | — | — | 21.0% | 0% |
| 20260806 | $17.90 | $10.00 | 22.5% | 9% |
| 20260805 | $10.85 | $10.85 | 21.6% | 0% |
| 20260804 | $11.15 | $11.15 | 21.9% | 3% |
| 20260803 | $11.50 | $11.50 | 22.1% | 5% |
| 20260731 | $11.55 | $11.55 | 22.4% | 8% |
| 20260730 | $13.10 | $13.10 | 24.1% | 24% |
| 20260729 | $12.45 | $12.45 | 23.9% | 22% |
More on FDN
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.