FELC · Expected Move
Fidelity Enhanced Large Cap Core ETF · ETF
The expected move for FELC 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).
FELC 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 FELC Expected Move
30-Day Straddle
$1.62
7-Day Straddle
$1.62
30-Day ATM IV
14.5%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to FELC'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.
FELC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.62 | $1.62 | 14.5% | 7% |
| 20261021 | $3.27 | $3.27 | 21.7% | 26% |
| 20261020 | $1.27 | $1.27 | 15.9% | 11% |
| 20261019 | $1.80 | $1.80 | 26.3% | 39% |
| 20261016 | $6.15 | $3.50 | 15.2% | 9% |
| 20261015 | $5.85 | $0.68 | 15.2% | 9% |
| 20261014 | $1.45 | $0.88 | 23.0% | 30% |
| 20261013 | $5.85 | $10.00 | 16.7% | 13% |
| 20261012 | $5.92 | $5.55 | 12.3% | 1% |
| 20261009 | $5.97 | $2.95 | 22.6% | 29% |
| 20261008 | $5.85 | $10.00 | 18.9% | 19% |
| 20261007 | $1.68 | $1.02 | 17.1% | 14% |
| 20261006 | $6.10 | $10.00 | 13.7% | 5% |
| 20261005 | $1.70 | $5.55 | 20.0% | 17% |
| 20261002 | $10.00 | $10.00 | 19.2% | 15% |
| 20261001 | $5.72 | $5.72 | 21.4% | 20% |
| 20260930 | $5.88 | $5.88 | 30.0% | 38% |
| 20260929 | $1.35 | $1.35 | 18.5% | 14% |
| 20260928 | $3.42 | $3.42 | 16.2% | 9% |
| 20260925 | $5.70 | $5.70 | 17.6% | 12% |
| 20260924 | $1.27 | $1.27 | 14.8% | 6% |
| 20260923 | $1.25 | $1.25 | 15.3% | 7% |
| 20260922 | $3.30 | $3.30 | 13.1% | 2% |
| 20260921 | $5.65 | $5.65 | 20.9% | 19% |
| 20260918 | $1.50 | $3.20 | 12.9% | 2% |
| 20260917 | $1.50 | $1.02 | 12.6% | 1% |
| 20260916 | $3.23 | $0.95 | 11.9% | 0% |
| 20260915 | $5.83 | $1.07 | 12.6% | 0% |
| 20260914 | $5.92 | $1.10 | 12.8% | 0% |
| 20260911 | $3.35 | $5.70 | 15.0% | 1% |
| 20260910 | $5.92 | $10.00 | 20.7% | 14% |
| 20260909 | $6.08 | $5.78 | 14.6% | 0% |
| 20260908 | $1.50 | $1.15 | 15.6% | 0% |
| 20260904 | $10.00 | $5.58 | 16.7% | 2% |
| 20260903 | $10.00 | $10.00 | 32.6% | 38% |
| 20260902 | $10.00 | $10.00 | 20.1% | 10% |
| 20260901 | $5.55 | $5.55 | 37.4% | 49% |
| 20260831 | $10.00 | $10.00 | 15.9% | 0% |
| 20260828 | $1.23 | $1.23 | 45.4% | 61% |
| 20260827 | $3.23 | $3.23 | 23.2% | 0% |
| 20260826 | $1.45 | $1.45 | 43.0% | 51% |
| 20260825 | $5.90 | $5.90 | 25.8% | 0% |
| 20260824 | $5.88 | $5.88 | 26.8% | 11% |
| 20260821 | $1.55 | $2.65 | 26.3% | 10% |
| 20260820 | $1.57 | $0.97 | 30.2% | 20% |
| 20260819 | $1.43 | $0.93 | 35.3% | 34% |
| 20260818 | $1.50 | $1.02 | 49.1% | 72% |
| 20260817 | $1.45 | $0.95 | 33.7% | 30% |
| 20260814 | $5.88 | $5.58 | 28.8% | 16% |
| 20260813 | $1.52 | $10.00 | 29.7% | 19% |
| 20260812 | $5.78 | $5.30 | 32.0% | 25% |
| 20260811 | $2.12 | $1.55 | 31.0% | 23% |
| 20260810 | $10.00 | $6.10 | 40.0% | 47% |
| 20260807 | — | — | 41.9% | 52% |
| 20260806 | $3.92 | $6.10 | 38.1% | 42% |
| 20260805 | $6.15 | $6.15 | 39.4% | 45% |
| 20260804 | $2.12 | $2.12 | 33.2% | 28% |
| 20260803 | $2.25 | $2.25 | 40.7% | 42% |
| 20260731 | $6.28 | $6.28 | 42.5% | 47% |
| 20260730 | $6.17 | $6.17 | 39.5% | 39% |
More on FELC
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.