FDS (Factset Research Systems)
Expected Move & Straddle Price History
The expected move for FDS 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).
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.
Current FDS Expected Move
30-Day Straddle
$28.00
7-Day Straddle
$28.00
Avg IV
0.7%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to FDS'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.
FDS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260724 | $28.00 | $28.00 | 0.7% | 27% |
| 20260723 | $27.40 | $27.40 | 0.6% | 17% |
| 20260722 | $28.65 | $28.65 | 0.7% | 24% |
| 20260721 | $29.80 | $29.80 | 0.7% | 18% |
| 20260720 | $31.80 | $31.80 | 0.7% | 32% |
| 20260716 | $33.85 | $10.25 | 0.7% | 20% |
| 20260715 | $33.00 | $9.45 | 0.7% | 19% |
| 20260714 | $33.50 | $9.68 | 0.6% | 17% |
| 20260713 | $36.15 | $13.05 | 0.6% | 16% |
| 20260710 | $33.60 | $13.85 | 0.6% | 12% |
| 20260709 | $33.10 | $15.50 | 0.6% | 8% |
| 20260708 | $34.90 | $16.35 | 0.6% | 14% |
| 20260707 | $34.85 | $16.95 | 0.7% | 20% |
| 20260706 | $37.45 | $20.25 | 0.6% | 11% |
| 20260702 | $19.55 | $19.55 | 0.9% | 58% |
| 20260701 | $20.45 | $20.45 | 0.8% | 45% |
| 20260630 | $24.35 | $24.35 | 0.9% | 53% |
| 20260629 | $27.00 | $27.00 | 0.8% | 43% |
| 20260626 | $26.80 | $26.80 | 0.8% | 34% |
| 20260625 | $26.40 | $26.40 | 0.8% | 42% |
| 20260624 | $26.30 | $26.30 | 0.8% | 35% |
| 20260623 | $26.40 | $26.40 | 0.7% | 30% |
| 20260622 | $26.85 | $26.85 | 0.7% | 30% |
| 20260618 | $27.85 | $2.78 | 0.7% | 28% |
| 20260617 | $32.75 | $6.38 | 0.8% | 38% |
| 20260616 | $33.10 | $8.70 | 0.7% | 30% |
| 20260615 | $33.35 | $11.50 | 0.7% | 28% |
| 20260613 | $35.45 | $12.10 | 0.7% | 29% |
| 20260612 | $35.45 | $12.15 | 0.7% | 27% |
| 20260611 | $32.90 | $16.75 | 0.7% | 31% |
| 20260610 | $36.95 | $16.40 | 0.7% | 24% |
| 20260609 | $37.00 | $17.05 | 0.7% | 29% |
| 20260608 | $38.25 | $16.65 | 0.7% | 24% |
| 20260605 | $38.65 | $19.45 | 0.7% | 23% |
| 20260604 | $39.35 | $20.35 | 0.7% | 27% |
| 20260603 | $40.10 | $22.00 | 0.7% | 21% |
| 20260602 | $23.75 | $23.75 | 1.1% | 84% |
| 20260601 | $24.80 | $24.80 | 1.2% | 97% |
| 20260529 | $23.35 | $23.35 | 1.0% | 72% |
| 20260528 | $22.25 | $22.25 | 1.0% | 75% |
| 20260527 | $23.95 | $23.95 | 0.9% | 67% |
| 20260526 | $23.60 | $23.60 | 0.9% | 67% |
| 20260522 | $24.60 | $24.60 | 0.9% | 58% |
| 20260521 | $24.75 | $24.75 | 0.9% | 57% |
| 20260520 | $24.70 | $24.70 | 0.9% | 55% |
| 20260519 | $24.90 | $24.90 | 0.9% | 55% |
| 20260518 | $24.95 | $24.95 | 0.8% | 54% |
| 20260515 | $24.40 | $2.40 | 0.8% | 52% |
| 20260514 | $24.30 | $6.50 | 0.9% | 59% |
| 20260513 | $24.65 | $8.07 | 0.8% | 55% |
| 20260512 | $27.20 | $9.97 | 0.8% | 48% |
| 20260511 | $27.30 | $10.50 | 0.8% | 47% |
| 20260510 | $28.90 | $12.40 | 0.8% | 45% |
| 20260508 | $28.90 | $12.40 | 0.7% | 43% |
| 20260507 | $27.65 | $13.30 | 0.7% | 43% |
| 20260506 | $27.55 | $14.35 | 0.8% | 45% |
| 20260505 | $31.15 | $16.50 | 0.7% | 39% |
| 20260504 | $30.15 | $16.90 | 0.8% | 45% |
| 20260502 | $16.75 | $16.75 | 1.1% | 88% |
| 20260501 | $16.75 | $16.75 | 1.0% | 75% |