FDNI · Expected Move

First Trust Dow Jones International Internet ETF · ETF

The expected move for FDNI 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).

FDNI straddle price & implied vol

60 sessions

Bars: 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 FDNI Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$4.90
30-Day ATM IV
143.1%
IV Rank
95%
Implied one-standard-deviation move through the next 30 days. Compare to FDNI'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.
FDNI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.90 $4.90 143.1% 95%
20261021 $0.00 $0.00 132.4% 86%
20261020 $0.00 $0.00 137.6% 90%
20261019 $0.00 $0.00 135.6% 89%
20261016 $4.90 $4.90 129.3% 83%
20261015 $10.00 $7.55 126.3% 81%
20261014 $4.90 $4.90 126.0% 80%
20261013 $4.90 $4.90 123.4% 78%
20261012 $4.90 $4.90 121.9% 77%
20261009 $4.90 $4.90 135.9% 89%
20261008 $4.90 $4.90 132.8% 86%
20261007 $4.90 $4.90 132.2% 86%
20261006 $4.90 $4.90 137.1% 90%
20261005 $4.90 $4.90 137.0% 90%
20261002 $4.90 $4.90 138.5% 91%
20261001 $4.90 $4.90 145.4% 97%
20260930 $4.90 $4.90 142.5% 94%
20260929 $4.90 $4.90 142.3% 94%
20260928 $4.80 $4.80 135.4% 88%
20260925 $4.80 $4.80 134.7% 88%
20260924 $4.80 $4.80 134.1% 87%
20260923 $4.80 $4.80 141.5% 94%
20260922 $7.40 $7.40 145.2% 97%
20260921 $5.00 $5.00 138.8% 91%
20260918 $4.80 $4.80 147.0% 98%
20260917 $4.80 $4.80 135.1% 88%
20260916 $4.80 $4.80 132.8% 86%
20260915 $4.80 $4.80 138.1% 91%
20260914 $4.80 $5.75 126.6% 81%
20260911 $4.80 $4.80 128.0% 82%
20260910 $4.80 $4.80 135.5% 88%
20260909 $4.80 $4.80 129.2% 83%
20260908 $4.80 $5.95 124.9% 79%
20260904 $4.80 $4.80 122.1% 77%
20260903 $4.80 $5.00 120.7% 76%
20260902 $6.20 $6.20 119.1% 74%
20260901 $6.15 $6.15 109.7% 66%
20260831 $4.80 $4.80 104.0% 61%
20260828 $7.50 $7.50 97.6% 56%
20260827 $4.80 $4.80 98.7% 57%
20260826 $4.80 $4.80 79.3% 40%
20260825 $7.43 $7.43 86.3% 46%
20260824 $4.80 $4.80 68.1% 31%
20260821 $4.80 $4.80 66.2% 29%
20260820 $4.80 $4.80 63.8% 27%
20260819 $4.80 $5.30 69.7% 32%
20260818 $4.80 $4.80 80.1% 41%
20260817 $4.80 $4.80 57.3% 21%
20260814 $4.80 $5.52 73.5% 35%
20260813 $4.80 $5.65 70.1% 32%
20260812 $7.40 $5.65 69.2% 32%
20260811 $4.80 $5.85 45.5% 11%
20260810 $4.80 $4.80 48.2% 14%
20260807 — — 47.8% 13%
20260806 $10.00 $3.27 38.4% 5%
20260805 $6.07 $6.07 56.1% 20%
20260804 $6.07 $6.07 63.7% 27%
20260803 $4.80 $4.80 32.4% 0%
20260731 $0.90 $0.90 48.4% 14%
20260730 $4.80 $4.80 88.6% 48%

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.