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
$37.70
7-Day Straddle
$17.45
Avg IV
0.7%
IV Rank
26%
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 |
|---|---|---|---|---|
| 20260609 | $37.70 | $17.45 | 0.7% | 26% |
| 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% |
| 20260430 | $17.55 | $17.55 | 0.8% | 45% |
| 20260429 | $17.75 | $17.75 | 0.8% | 48% |
| 20260428 | $17.95 | $17.95 | 0.8% | 53% |
| 20260427 | $19.05 | $19.05 | 0.8% | 49% |
| 20260424 | $19.90 | $19.90 | 0.7% | 36% |
| 20260423 | $20.35 | $20.35 | 0.7% | 41% |
| 20260422 | $21.65 | $21.65 | 0.7% | 32% |
| 20260421 | $22.30 | $22.30 | 0.8% | 50% |
| 20260420 | $21.50 | $21.50 | 0.7% | 35% |
| 20260417 | $21.60 | $3.55 | 0.6% | 31% |
| 20260416 | $24.35 | $5.80 | 0.7% | 32% |
| 20260415 | $23.90 | $7.35 | 0.7% | 35% |
| 20260414 | $23.35 | $9.95 | 0.6% | 28% |
| 20260413 | $24.40 | $8.93 | 0.6% | 24% |
| 20260410 | $24.85 | $11.00 | 0.6% | 25% |
| 20260409 | $24.70 | $11.00 | 0.6% | 26% |
| 20260408 | $26.65 | $12.85 | 0.6% | 21% |
| 20260407 | $27.50 | $14.00 | 0.6% | 26% |
| 20260406 | $27.00 | $13.25 | 0.6% | 19% |
| 20260402 | $28.50 | $15.95 | 0.5% | 17% |
| 20260401 | $17.60 | $17.60 | 0.8% | 51% |
| 20260331 | $17.85 | $17.85 | 0.7% | 31% |
| 20260330 | $22.05 | $22.05 | 0.8% | 51% |
| 20260327 | $24.50 | $24.50 | 0.8% | 47% |
| 20260326 | $23.15 | $23.15 | 0.8% | 52% |
| 20260325 | $23.20 | $23.20 | 0.7% | 40% |
| 20260324 | $24.05 | $24.05 | 0.8% | 46% |
| 20260323 | $25.35 | $25.35 | 0.8% | 49% |
| 20260320 | $26.40 | $2.05 | 0.7% | 42% |
| 20260319 | $26.75 | $6.80 | 0.7% | 37% |
| 20260318 | $28.95 | $7.85 | 0.8% | 47% |