FELG · Expected Move
Fidelity Enhanced Large Cap Growth ETF · ETF
The expected move for FELG 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).
FELG 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 FELG Expected Move
30-Day Straddle
$2.48
7-Day Straddle
$2.48
30-Day ATM IV
25.3%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to FELG'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.
FELG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.48 | $2.48 | 25.3% | 18% |
| 20261021 | $2.25 | $2.25 | 34.9% | 45% |
| 20261020 | $2.30 | $2.30 | 22.6% | 11% |
| 20261019 | $2.23 | $2.23 | 33.2% | 40% |
| 20261016 | $2.35 | $4.00 | 22.7% | 11% |
| 20261015 | $2.45 | $5.80 | 34.9% | 44% |
| 20261014 | $2.28 | $1.12 | 27.1% | 23% |
| 20261013 | $2.17 | $5.72 | 25.1% | 18% |
| 20261012 | $2.22 | $5.55 | 21.4% | 7% |
| 20261009 | $2.42 | $1.00 | 28.4% | 27% |
| 20261008 | $2.40 | $1.27 | 20.8% | 6% |
| 20261007 | $2.60 | $10.00 | 24.4% | 16% |
| 20261006 | $2.67 | $10.00 | 30.8% | 33% |
| 20261005 | $2.62 | $0.72 | 20.2% | 4% |
| 20261002 | $5.42 | $5.42 | 29.1% | 27% |
| 20261001 | $1.57 | $1.57 | 21.0% | 6% |
| 20260930 | $1.60 | $1.60 | 25.9% | 19% |
| 20260929 | $1.65 | $1.65 | 18.7% | 0% |
| 20260928 | $1.62 | $1.62 | 20.7% | 4% |
| 20260925 | $5.97 | $5.97 | 25.2% | 16% |
| 20260924 | $1.68 | $1.68 | 19.6% | 1% |
| 20260923 | $1.73 | $1.73 | 21.7% | 7% |
| 20260922 | $1.93 | $1.93 | 20.4% | 3% |
| 20260921 | $1.62 | $1.62 | 19.7% | 1% |
| 20260918 | $1.72 | $3.10 | 20.1% | 3% |
| 20260917 | $6.00 | $5.47 | 20.3% | 3% |
| 20260916 | $2.12 | $1.17 | 19.1% | 0% |
| 20260915 | $2.05 | $1.40 | 19.3% | 0% |
| 20260914 | $1.97 | $5.72 | 24.0% | 10% |
| 20260911 | $2.02 | $3.15 | 29.0% | 21% |
| 20260910 | $2.12 | $1.35 | 22.2% | 6% |
| 20260909 | $2.20 | $1.38 | 20.7% | 2% |
| 20260908 | $2.27 | $1.38 | 20.5% | 2% |
| 20260904 | $6.47 | $5.95 | 41.8% | 49% |
| 20260903 | $2.27 | $1.45 | 19.7% | 0% |
| 20260902 | $1.45 | $1.45 | 35.6% | 34% |
| 20260901 | $3.30 | $3.30 | 23.7% | 8% |
| 20260831 | $1.48 | $1.48 | 24.3% | 9% |
| 20260828 | $1.67 | $1.67 | 25.8% | 12% |
| 20260827 | $6.10 | $6.10 | 22.7% | 5% |
| 20260826 | $1.73 | $1.73 | 25.7% | 12% |
| 20260825 | $5.95 | $5.95 | 47.4% | 61% |
| 20260824 | $6.25 | $6.25 | 49.6% | 66% |
| 20260821 | $1.90 | $5.00 | 49.1% | 65% |
| 20260820 | $1.95 | $5.53 | 55.1% | 78% |
| 20260819 | $2.00 | $1.05 | 20.3% | 0% |
| 20260818 | $2.08 | $1.12 | 42.6% | 50% |
| 20260817 | $1.98 | $1.33 | 21.5% | 1% |
| 20260814 | $2.15 | $5.60 | 41.6% | 47% |
| 20260813 | $2.20 | $5.62 | 20.9% | 0% |
| 20260812 | $7.72 | $5.62 | 45.8% | 47% |
| 20260811 | $2.53 | $3.27 | 42.0% | 36% |
| 20260810 | $6.50 | $2.38 | 45.8% | 47% |
| 20260807 | — | — | 48.8% | 55% |
| 20260806 | $4.15 | $2.62 | 51.3% | 62% |
| 20260805 | $10.00 | $10.00 | 47.2% | 51% |
| 20260804 | $2.70 | $2.70 | 46.0% | 47% |
| 20260803 | $2.55 | $2.55 | 49.3% | 57% |
| 20260731 | $6.47 | $6.47 | 54.5% | 71% |
| 20260730 | $2.83 | $2.83 | 49.1% | 56% |
More on FELG
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.