FEAC · Expected Move
Fidelity Enhanced U.S. All-Cap Equity ETF · ETF
The expected move for FEAC 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).
FEAC 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 FEAC Expected Move
30-Day Straddle
$1.50
7-Day Straddle
$1.12
30-Day ATM IV
14.0%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to FEAC'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.
FEAC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $1.50 | $1.12 | 14.0% | 0% |
| 20261008 | $1.65 | $1.07 | 17.1% | 1% |
| 20261007 | $1.65 | $1.15 | 16.8% | 0% |
| 20261006 | $3.20 | $1.12 | 20.9% | 9% |
| 20261005 | $5.00 | $3.88 | 16.9% | 0% |
| 20261002 | $1.18 | $1.18 | 18.9% | 3% |
| 20261001 | $1.10 | $1.10 | 19.3% | 4% |
| 20260930 | $1.15 | $1.15 | 23.1% | 13% |
| 20260929 | $1.17 | $1.17 | 18.3% | 2% |
| 20260928 | $1.17 | $1.17 | 21.1% | 8% |
| 20260925 | $1.25 | $1.25 | 18.3% | 2% |
| 20260924 | $1.20 | $1.20 | 20.1% | 6% |
| 20260923 | $1.23 | $1.23 | 24.7% | 20% |
| 20260922 | $3.35 | $3.35 | 18.4% | 6% |
| 20260921 | $1.27 | $1.27 | 17.6% | 4% |
| 20260918 | $1.30 | $5.00 | 19.5% | 8% |
| 20260917 | $1.35 | $1.00 | 20.0% | 9% |
| 20260916 | $1.35 | $1.05 | 19.7% | 9% |
| 20260915 | $1.45 | $1.15 | 19.6% | 9% |
| 20260914 | $1.43 | $1.10 | 20.9% | 12% |
| 20260911 | $1.48 | $1.10 | 26.3% | 23% |
| 20260910 | $1.45 | $1.15 | 27.8% | 27% |
| 20260909 | $1.48 | $1.15 | 28.5% | 29% |
| 20260908 | $1.50 | $1.18 | 27.4% | 26% |
| 20260904 | $1.55 | $1.27 | 25.3% | 21% |
| 20260903 | $1.50 | $1.15 | 24.2% | 19% |
| 20260902 | $1.23 | $1.23 | 31.1% | 34% |
| 20260901 | $1.27 | $1.27 | 34.9% | 43% |
| 20260831 | $1.27 | $1.27 | 30.0% | 32% |
| 20260828 | $1.30 | $1.30 | 28.6% | 29% |
| 20260827 | $1.23 | $1.23 | 23.3% | 17% |
| 20260826 | $1.27 | $1.27 | 33.4% | 39% |
| 20260825 | $1.32 | $1.32 | 34.3% | 42% |
| 20260824 | $1.32 | $1.32 | 38.6% | 51% |
| 20260821 | $1.32 | $3.08 | 33.9% | 41% |
| 20260820 | $1.40 | $0.98 | 39.8% | 54% |
| 20260819 | $1.88 | $1.45 | 28.1% | 24% |
| 20260818 | $1.50 | $1.05 | 41.3% | 49% |
| 20260817 | $3.12 | $1.10 | 39.3% | 45% |
| 20260814 | $1.40 | $1.02 | 41.5% | 50% |
| 20260813 | $1.43 | $1.02 | 47.4% | 61% |
| 20260812 | $1.43 | $1.10 | 42.6% | 52% |
| 20260811 | $1.45 | $1.20 | 42.6% | 52% |
| 20260810 | $2.70 | $2.17 | 53.9% | 74% |
| 20260807 | — | — | 49.4% | 59% |
| 20260806 | $2.78 | $2.25 | 56.4% | 71% |
| 20260805 | $2.27 | $2.27 | 53.1% | 66% |
| 20260804 | $2.23 | $2.23 | 53.3% | 66% |
| 20260803 | $2.23 | $2.23 | 58.9% | 76% |
| 20260731 | $2.38 | $2.38 | 60.0% | 78% |
| 20260730 | $2.42 | $2.42 | 60.5% | 79% |
| 20260729 | $2.42 | $2.42 | 59.9% | 78% |
| 20260728 | $2.47 | $2.47 | 59.8% | 77% |
| 20260727 | $2.50 | $2.50 | 59.8% | 77% |
| 20260724 | $2.53 | $2.53 | 49.0% | 58% |
| 20260723 | $2.65 | $2.65 | 48.1% | 57% |
| 20260722 | $2.47 | $2.47 | 53.6% | 67% |
| 20260721 | $2.52 | $2.52 | 52.7% | 65% |
| 20260720 | $2.65 | $2.65 | 52.4% | 64% |
| 20260716 | $2.58 | $1.98 | 41.3% | 45% |
More on FEAC
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.