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
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 FDUS Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$2.40
30-Day ATM IV
25.7%
IV Rank
7%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $1.05 | $2.40 | 25.7% | 7% |
| 20261112 | $1.05 | $2.08 | 32.1% | 25% |
| 20261111 | $1.38 | $1.50 | 35.7% | 34% |
| 20261110 | $1.43 | $1.65 | 30.4% | 20% |
| 20261109 | $1.45 | $0.73 | 28.7% | 15% |
| 20261106 | $2.30 | $1.62 | 54.6% | 86% |
| 20261105 | $1.80 | $2.48 | 36.4% | 36% |
| 20261104 | $1.60 | $1.60 | 37.4% | 39% |
| 20261103 | $1.40 | $1.40 | 38.9% | 43% |
| 20261102 | $1.22 | $1.22 | 26.1% | 8% |
| 20261030 | $1.55 | $1.55 | 30.1% | 19% |
| 20261029 | $2.05 | $2.05 | 39.6% | 45% |
| 20261028 | $1.73 | $1.73 | 35.3% | 33% |
| 20261027 | $1.85 | $1.85 | 31.1% | 22% |
| 20261026 | $1.68 | $1.68 | 34.2% | 30% |
| 20261023 | $1.78 | $1.78 | 34.5% | 31% |
| 20261022 | $1.73 | $1.73 | 36.1% | 36% |
| 20261021 | $2.02 | $2.02 | 36.1% | 36% |
| 20261020 | $1.23 | $1.23 | 59.8% | 100% |
| 20261019 | $1.95 | $1.95 | 54.0% | 79% |
| 20261016 | $1.45 | $1.50 | 32.1% | 23% |
| 20261015 | $0.97 | $1.40 | 26.2% | 8% |
| 20261014 | $1.90 | $1.52 | 37.9% | 38% |
| 20261013 | $1.85 | $0.90 | 38.5% | 39% |
| 20261012 | $1.48 | $1.28 | 26.2% | 8% |
| 20261009 | $1.50 | $1.45 | 41.9% | 48% |
| 20261008 | $2.02 | $1.90 | 36.2% | 33% |
| 20261007 | $3.67 | $1.65 | 38.4% | 39% |
| 20261006 | $2.23 | $1.62 | 40.7% | 45% |
| 20261005 | $1.23 | $1.07 | 39.6% | 42% |
| 20261002 | $1.10 | $1.10 | 36.0% | 33% |
| 20261001 | $1.07 | $1.07 | 29.8% | 17% |
| 20260930 | $0.88 | $0.88 | 34.3% | 29% |
| 20260929 | $0.88 | $0.88 | 26.0% | 8% |
| 20260928 | $1.48 | $1.48 | 38.6% | 40% |
| 20260925 | $1.30 | $1.30 | 27.8% | 12% |
| 20260924 | $1.48 | $1.48 | 26.1% | 8% |
| 20260923 | $0.95 | $0.95 | 34.5% | 29% |
| 20260922 | $1.30 | $1.30 | 33.5% | 27% |
| 20260921 | $1.50 | $1.50 | 36.6% | 34% |
| 20260918 | $1.50 | $0.70 | 32.8% | 25% |
| 20260917 | $1.30 | $2.08 | 23.0% | 0% |
| 20260916 | $1.90 | $2.67 | 44.3% | 53% |
| 20260915 | $2.33 | $1.47 | 46.8% | 60% |
| 20260914 | $1.55 | $1.30 | 35.0% | 29% |
| 20260911 | $1.73 | $1.97 | 43.0% | 50% |
| 20260910 | $1.75 | $0.82 | 28.8% | 13% |
| 20260909 | $2.00 | $0.70 | 27.3% | 9% |
| 20260908 | $1.52 | $1.50 | 37.9% | 37% |
| 20260904 | $1.82 | $0.93 | 31.2% | 20% |
| 20260903 | $1.90 | $1.32 | 40.9% | 44% |
| 20260902 | $1.77 | $1.77 | 39.0% | 40% |
| 20260901 | $1.10 | $1.10 | 41.9% | 47% |
| 20260831 | $0.83 | $0.83 | 45.2% | 55% |
| 20260828 | $1.35 | $1.35 | 39.5% | 41% |
| 20260827 | $1.60 | $1.60 | 36.4% | 33% |
| 20260826 | $1.60 | $1.60 | 36.0% | 32% |
| 20260825 | $0.75 | $0.75 | 23.6% | 0% |
| 20260824 | $1.10 | $1.10 | 30.1% | 14% |
| 20260821 | $1.18 | $1.85 | 31.2% | 17% |
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.