FEIM · Expected Move

Frequency Electronics, Inc.

The expected move for FEIM 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).

FEIM 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 FEIM Expected Move
30-Day Straddle
$16.90
7-Day Straddle
$8.57
30-Day ATM IV
99.7%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to FEIM'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.
FEIM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $16.90 $8.57 99.7% 74%
20261106 $16.00 $8.05 96.7% 65%
20261105 $14.95 $9.15 100.8% 77%
20261104 $8.40 $8.40 88.9% 44%
20261103 $10.18 $10.18 90.6% 49%
20261102 $9.45 $9.45 89.1% 44%
20261030 $11.45 $11.45 85.2% 34%
20261029 $10.82 $10.82 82.5% 26%
20261028 $11.95 $11.95 82.2% 26%
20261027 $10.65 $10.65 78.5% 15%
20261026 $11.20 $11.20 80.6% 21%
20261023 $10.25 $10.25 75.5% 7%
20261022 $11.15 $11.15 80.3% 20%
20261021 $12.10 $12.10 76.2% 9%
20261020 $11.60 $11.60 77.7% 13%
20261019 $11.55 $11.55 75.6% 7%
20261016 $12.40 $2.30 77.4% 13%
20261015 $13.60 $3.00 78.2% 14%
20261014 $13.85 $3.57 76.6% 10%
20261013 $14.25 $4.22 76.3% 9%
20261012 $15.25 $5.20 78.2% 14%
20261009 $15.90 $5.93 78.3% 15%
20261008 $15.75 $6.78 77.1% 12%
20261007 $16.60 $7.80 75.7% 8%
20261006 $18.30 $8.95 74.8% 5%
20261005 $18.20 $8.75 75.4% 7%
20261002 $10.02 $10.02 76.6% 10%
20261001 $11.20 $11.20 77.5% 13%
20260930 $11.00 $11.00 79.1% 17%
20260929 $11.40 $11.40 77.2% 12%
20260928 $11.32 $11.32 76.9% 11%
20260925 $13.20 $13.20 75.8% 8%
20260924 $12.30 $12.30 76.4% 10%
20260923 $12.85 $12.85 76.7% 11%
20260922 $12.10 $12.10 72.9% 0%
20260921 $13.35 $13.35 73.9% 0%
20260918 $14.45 $1.50 76.9% 1%
20260917 $15.10 $3.25 80.0% 11%
20260916 $14.70 $4.15 76.5% 0%
20260915 $15.60 $4.92 79.5% 0%
20260914 $16.85 $7.40 83.6% 14%
20260911 $17.75 $9.00 81.1% 5%
20260910 $15.10 $9.00 97.8% 61%
20260909 $15.75 $10.05 99.9% 68%
20260908 $15.90 $10.95 98.9% 65%
20260904 $15.30 $10.00 96.3% 56%
20260903 $15.00 $9.90 94.7% 51%
20260902 $10.35 $10.35 97.9% 62%
20260901 $9.70 $9.70 95.2% 53%
20260831 $10.95 $10.95 100.4% 70%
20260828 $11.60 $11.60 96.9% 58%
20260827 $12.95 $12.95 97.4% 60%
20260826 $12.15 $12.15 95.7% 54%
20260825 $12.55 $12.55 99.0% 65%
20260824 $12.45 $12.45 98.0% 62%
20260821 $14.10 $3.33 101.6% 74%
20260820 $14.90 $3.88 101.1% 73%
20260819 $15.45 $5.38 100.5% 70%
20260818 $17.45 $5.75 100.7% 71%
20260817 $17.75 $5.65 95.0% 52%

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.