FDS · Expected Move
Factset Research Systems
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).
FDS 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 FDS Expected Move
30-Day Straddle
$31.05
7-Day Straddle
$31.05
30-Day ATM IV
42.6%
IV Rank
11%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $31.05 | $31.05 | 42.6% | 11% |
| 20261022 | $32.30 | $32.30 | 43.0% | 13% |
| 20261021 | $31.00 | $31.00 | 42.6% | 11% |
| 20261020 | $30.65 | $30.65 | 42.0% | 9% |
| 20261019 | $29.15 | $29.15 | 40.0% | 0% |
| 20261016 | $31.55 | $3.40 | 42.8% | 7% |
| 20261015 | $32.55 | $7.57 | 42.9% | 8% |
| 20261014 | $32.40 | $9.22 | 44.2% | 14% |
| 20261013 | $32.65 | $9.75 | 43.7% | 12% |
| 20261012 | $32.75 | $11.57 | 43.5% | 11% |
| 20261009 | $32.95 | $12.70 | 42.1% | 4% |
| 20261008 | $33.95 | $13.50 | 42.7% | 7% |
| 20261007 | $33.15 | $14.20 | 43.0% | 9% |
| 20261006 | $31.50 | $14.85 | 41.2% | 0% |
| 20261005 | $33.75 | $15.50 | 42.3% | 0% |
| 20261002 | $17.10 | $17.10 | 43.4% | 0% |
| 20261001 | $17.80 | $17.80 | 43.4% | 0% |
| 20260930 | $19.75 | $19.75 | 45.0% | 0% |
| 20260929 | $23.65 | $23.65 | 51.3% | 36% |
| 20260928 | $27.30 | $27.30 | 53.8% | 51% |
| 20260925 | $28.70 | $28.70 | 50.9% | 34% |
| 20260924 | $27.70 | $27.70 | 50.8% | 34% |
| 20260923 | $30.50 | $30.50 | 52.9% | 46% |
| 20260922 | $30.60 | $30.60 | 52.7% | 45% |
| 20260921 | $32.45 | $32.45 | 52.2% | 42% |
| 20260918 | $33.35 | $5.45 | 52.6% | 44% |
| 20260917 | $33.30 | $6.95 | 53.1% | 47% |
| 20260916 | $33.95 | $10.15 | 53.3% | 48% |
| 20260915 | $35.15 | $11.40 | 54.9% | 58% |
| 20260914 | $36.20 | $14.40 | 55.1% | 59% |
| 20260911 | $34.45 | $11.65 | 53.6% | 50% |
| 20260910 | $36.80 | $15.35 | 54.8% | 57% |
| 20260909 | $37.55 | $16.90 | 52.9% | 46% |
| 20260908 | $40.45 | $17.45 | 53.8% | 51% |
| 20260904 | $41.15 | $19.45 | 49.0% | 23% |
| 20260903 | $43.35 | $22.55 | 49.0% | 24% |
| 20260902 | $20.80 | $20.80 | 47.0% | 11% |
| 20260901 | $25.85 | $25.85 | 48.8% | 22% |
| 20260831 | $27.50 | $27.50 | 46.5% | 13% |
| 20260828 | $25.50 | $25.50 | 45.2% | 6% |
| 20260827 | $27.75 | $27.75 | 46.5% | 16% |
| 20260826 | $28.30 | $28.30 | 46.8% | 26% |
| 20260825 | $27.20 | $27.20 | 45.5% | 20% |
| 20260824 | $30.15 | $30.15 | 45.7% | 21% |
| 20260821 | $29.55 | $3.68 | 45.0% | 17% |
| 20260820 | $33.20 | $8.10 | 49.5% | 39% |
| 20260819 | $31.90 | $12.95 | 47.0% | 27% |
| 20260818 | $31.55 | $10.70 | 48.8% | 36% |
| 20260817 | $33.75 | $11.45 | 50.0% | 41% |
| 20260814 | $34.50 | $15.25 | 48.5% | 34% |
| 20260813 | $35.65 | $14.88 | 48.2% | 33% |
| 20260812 | $35.40 | $15.55 | 49.2% | 37% |
| 20260811 | $37.40 | $17.90 | 49.9% | 41% |
| 20260810 | $38.40 | $20.60 | 51.6% | 49% |
| 20260807 | — | — | 51.5% | 48% |
| 20260806 | $42.20 | $23.35 | 54.1% | 60% |
| 20260805 | $24.75 | $24.75 | 54.5% | 62% |
| 20260804 | $25.45 | $25.45 | 53.5% | 57% |
| 20260803 | $24.90 | $24.90 | 55.4% | 66% |
| 20260731 | $24.05 | $24.05 | 49.8% | 40% |
More on FDS
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.