FDUS · Expected Move
Fidus Investment Corp.
The expected move for FDUS 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).
FDUS straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current FDUS Expected Move
30-Day Straddle
$0.88
7-Day Straddle
$0.88
Avg IV
107.0%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to FDUS'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.
FDUS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $0.88 | $0.88 | 107.0% | 29% |
| 20260928 | $1.48 | $1.48 | 194.4% | 63% |
| 20260925 | $1.30 | $1.30 | 158.1% | 49% |
| 20260924 | $1.48 | $1.48 | 204.3% | 67% |
| 20260923 | $0.95 | $0.95 | 289.3% | 100% |
| 20260922 | $1.30 | $1.30 | 143.1% | 45% |
| 20260921 | $1.50 | $1.50 | 191.0% | 64% |
| 20260918 | $1.50 | $0.70 | 183.0% | 61% |
| 20260917 | $1.30 | $2.08 | 162.5% | 53% |
| 20260916 | $1.90 | $2.67 | 91.2% | 24% |
| 20260915 | $2.33 | $1.47 | 41.9% | 4% |
| 20260914 | $1.55 | $1.30 | 111.6% | 32% |
| 20260911 | $1.73 | $1.97 | 77.1% | 18% |
| 20260910 | $1.75 | $0.82 | 133.2% | 41% |
| 20260909 | $2.00 | $0.70 | 131.5% | 40% |
| 20260908 | $1.52 | $1.50 | 126.5% | 38% |
| 20260904 | $1.82 | $0.93 | 123.3% | 37% |
| 20260903 | $1.90 | $1.32 | 141.7% | 44% |
| 20260902 | $1.77 | $1.77 | 119.1% | 35% |
| 20260901 | $1.10 | $1.10 | 143.9% | 45% |
| 20260831 | $0.83 | $0.83 | 141.8% | 44% |
| 20260828 | $1.35 | $1.35 | 136.5% | 42% |
| 20260827 | $1.60 | $1.60 | 120.7% | 36% |
| 20260826 | $1.60 | $1.60 | 135.6% | 42% |
| 20260825 | $0.75 | $0.75 | 121.4% | 36% |
| 20260824 | $1.10 | $1.10 | 109.2% | 31% |
| 20260821 | $1.18 | $1.85 | 126.3% | 38% |
| 20260820 | $1.12 | $1.43 | 116.0% | 34% |
| 20260819 | $1.15 | $2.95 | 122.5% | 37% |
| 20260818 | $1.25 | $1.55 | 108.3% | 31% |
| 20260817 | $2.00 | $1.27 | 123.7% | 37% |
| 20260814 | $1.67 | $0.70 | 118.5% | 35% |
| 20260813 | $2.10 | $1.23 | 121.2% | 36% |
| 20260812 | $1.73 | $0.73 | 114.1% | 33% |
| 20260811 | $1.73 | $0.68 | 91.1% | 24% |
| 20260810 | $1.98 | $0.90 | 76.1% | 18% |
| 20260806 | $2.67 | $1.43 | 75.9% | 18% |
| 20260805 | $1.80 | $1.80 | 158.4% | 51% |
| 20260804 | $1.97 | $1.97 | 71.4% | 16% |
| 20260803 | $0.97 | $0.97 | 112.1% | 32% |
| 20260731 | $1.65 | $1.65 | 188.9% | 63% |
| 20260730 | $2.88 | $2.88 | 165.6% | 54% |
| 20260729 | $1.55 | $1.55 | 181.3% | 60% |
| 20260728 | $1.80 | $1.80 | 103.3% | 29% |
| 20260727 | $1.40 | $1.40 | 140.0% | 44% |
| 20260724 | $1.32 | $1.32 | 100.1% | 28% |
| 20260723 | $1.30 | $1.30 | 131.5% | 40% |
| 20260722 | $1.30 | $1.30 | 176.4% | 58% |
| 20260721 | $2.70 | $2.70 | 146.6% | 46% |
| 20260720 | $1.43 | $1.43 | 111.5% | 32% |
| 20260716 | $1.82 | $1.85 | 131.9% | 40% |
| 20260715 | $1.80 | $2.33 | 113.7% | 33% |
| 20260714 | $1.93 | $2.10 | 113.7% | 33% |
| 20260713 | $2.42 | $1.52 | 124.1% | 37% |
| 20260710 | $1.20 | $1.75 | 107.2% | 30% |
| 20260709 | $2.12 | $1.62 | 101.7% | 28% |
| 20260708 | $1.98 | $1.60 | 102.5% | 29% |
| 20260707 | $2.15 | $0.90 | 149.9% | 48% |
| 20260706 | $2.38 | $2.40 | 57.2% | 10% |
More on FDUS
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.