FDT · Expected Move

First Trust Developed Markets ex-US AlphaDEX Fund · ETF

The expected move for FDT 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).

FDT 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 FDT Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
41.8%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to FDT'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.
FDT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 41.8% 100%
20261020 $2.55 $2.55 24.3% 48%
20261019 $2.27 $2.27 22.3% 38%
20261016 $4.92 $3.33 22.3% 38%
20261015 $5.00 $2.15 22.2% 37%
20261014 $5.22 $2.33 22.9% 41%
20261013 $5.22 $2.42 22.2% 38%
20261012 $5.43 $2.65 22.5% 39%
20261009 $5.45 $2.80 24.0% 47%
20261008 $5.80 $2.78 24.7% 50%
20261007 $5.97 $2.98 25.0% 52%
20261006 $5.93 $3.00 23.3% 43%
20261005 $6.20 $3.17 24.1% 47%
20261002 $3.42 $3.42 23.9% 47%
20261001 $3.65 $3.65 24.4% 49%
20260930 $3.15 $3.15 23.0% 42%
20260929 $3.40 $3.40 22.6% 39%
20260928 $4.18 $4.18 23.2% 43%
20260925 $3.77 $3.77 21.4% 33%
20260924 $4.55 $4.55 23.8% 46%
20260923 $4.18 $4.18 23.6% 45%
20260922 $3.85 $3.85 21.9% 36%
20260921 $4.55 $4.55 28.9% 72%
20260918 $4.80 $4.80 23.0% 42%
20260917 $4.90 $3.10 22.7% 40%
20260916 $4.88 $3.20 22.4% 38%
20260915 $4.92 $3.55 21.8% 35%
20260914 $4.35 $3.20 25.8% 56%
20260911 $4.60 $3.30 20.5% 29%
20260910 $4.70 $3.50 21.7% 35%
20260909 $4.60 $3.45 19.8% 25%
20260908 $4.55 $3.40 17.9% 15%
20260904 $4.53 $3.35 16.7% 9%
20260903 $4.55 $3.45 18.1% 16%
20260902 $3.60 $3.60 21.3% 33%
20260901 $3.60 $3.60 20.9% 31%
20260831 $3.80 $3.80 19.2% 22%
20260828 $3.67 $3.67 19.7% 25%
20260827 $3.70 $3.70 17.1% 11%
20260826 $3.85 $3.85 20.0% 26%
20260825 $4.00 $4.00 19.0% 21%
20260824 $3.95 $3.95 20.5% 28%
20260821 $4.03 $4.80 19.5% 23%
20260820 $4.03 $2.72 19.4% 23%
20260819 $4.08 $2.78 21.2% 32%
20260818 $3.98 $2.88 18.9% 20%
20260817 $3.90 $2.77 19.0% 21%
20260814 $4.00 $2.85 19.4% 23%
20260813 $4.10 $2.98 19.6% 24%
20260812 $4.08 $2.95 19.7% 25%
20260811 $3.83 $1.93 15.7% 4%
20260810 $3.88 $2.12 15.8% 4%
20260807 — — 15.0% 0%
20260806 $4.00 $2.33 15.7% 0%
20260805 $2.50 $2.50 21.2% 28%
20260804 $2.45 $2.45 16.1% 0%
20260803 $2.62 $2.62 16.8% 3%
20260731 $3.10 $3.10 21.2% 28%
20260730 $3.05 $3.05 17.1% 5%
20260729 $3.02 $3.02 18.1% 10%

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.