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
$41.15
7-Day Straddle
$19.45
Avg IV
0.7%
IV Rank
12%
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 |
|---|---|---|---|---|
| 20260904 | $41.15 | $19.45 | 0.7% | 12% |
| 20260903 | $43.35 | $22.55 | 0.7% | 14% |
| 20260902 | $20.80 | $20.80 | 1.3% | 100% |
| 20260901 | $25.85 | $25.85 | 1.0% | 67% |
| 20260831 | $27.50 | $27.50 | 1.0% | 79% |
| 20260828 | $25.50 | $25.50 | 1.0% | 77% |
| 20260827 | $27.75 | $27.75 | 1.1% | 82% |
| 20260826 | $28.30 | $28.30 | 0.9% | 49% |
| 20260825 | $27.20 | $27.20 | 0.9% | 49% |
| 20260824 | $30.15 | $30.15 | 0.8% | 41% |
| 20260821 | $29.55 | $3.68 | 0.8% | 37% |
| 20260820 | $33.20 | $8.10 | 0.8% | 37% |
| 20260819 | $31.90 | $12.95 | 0.8% | 40% |
| 20260818 | $31.55 | $10.70 | 0.8% | 44% |
| 20260817 | $33.75 | $11.45 | 0.9% | 46% |
| 20260814 | $34.50 | $15.25 | 0.7% | 29% |
| 20260813 | $35.65 | $14.88 | 0.8% | 42% |
| 20260812 | $35.40 | $15.55 | 0.8% | 37% |
| 20260811 | $37.40 | $17.90 | 0.7% | 20% |
| 20260810 | $38.40 | $20.60 | 0.8% | 43% |
| 20260806 | $42.20 | $23.35 | 0.7% | 32% |
| 20260805 | $24.75 | $24.75 | 0.9% | 58% |
| 20260804 | $25.45 | $25.45 | 0.9% | 65% |
| 20260803 | $24.90 | $24.90 | 0.9% | 59% |
| 20260731 | $24.05 | $24.05 | 0.8% | 44% |
| 20260730 | $26.65 | $26.65 | 0.8% | 36% |
| 20260729 | $29.50 | $29.50 | 0.8% | 47% |
| 20260728 | $27.50 | $27.50 | 0.8% | 37% |
| 20260727 | $28.85 | $28.85 | 0.7% | 30% |
| 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% |