FEM · Expected Move
First Trust Emerging Markets AlphaDEX Fund · ETF
The expected move for FEM 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).
FEM 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 FEM Expected Move
30-Day Straddle
$1.98
7-Day Straddle
$1.98
30-Day ATM IV
47.4%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to FEM'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.
FEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.98 | $1.98 | 47.4% | 31% |
| 20261021 | $0.00 | $0.00 | 45.7% | 29% |
| 20261020 | $0.00 | $0.00 | 45.3% | 28% |
| 20261019 | $0.00 | $0.00 | 45.8% | 29% |
| 20261016 | $1.98 | $3.18 | 43.8% | 26% |
| 20261015 | $1.98 | $1.40 | 41.4% | 23% |
| 20261014 | $1.97 | $1.38 | 40.6% | 22% |
| 20261013 | $2.02 | $1.43 | 38.4% | 19% |
| 20261012 | $2.00 | $1.43 | 38.0% | 18% |
| 20261009 | $2.08 | $1.48 | 41.2% | 23% |
| 20261008 | $2.05 | $1.45 | 42.9% | 25% |
| 20261007 | $2.15 | $1.52 | 43.2% | 25% |
| 20261006 | $2.15 | $1.60 | 39.1% | 20% |
| 20261005 | $2.20 | $1.65 | 39.5% | 20% |
| 20261002 | $1.57 | $1.57 | 41.5% | 23% |
| 20261001 | $1.65 | $1.65 | 41.0% | 22% |
| 20260930 | $1.68 | $1.68 | 40.4% | 21% |
| 20260929 | $1.68 | $1.68 | 40.0% | 21% |
| 20260928 | $1.70 | $1.70 | 39.6% | 20% |
| 20260925 | $1.68 | $1.68 | 40.4% | 21% |
| 20260924 | $1.85 | $1.85 | 39.5% | 20% |
| 20260923 | $1.90 | $1.90 | 40.7% | 22% |
| 20260922 | $1.90 | $1.90 | 39.5% | 20% |
| 20260921 | $1.95 | $1.95 | 38.1% | 18% |
| 20260918 | $2.00 | $3.17 | 41.8% | 23% |
| 20260917 | $2.03 | $1.45 | 41.2% | 23% |
| 20260916 | $2.02 | $1.52 | 39.9% | 21% |
| 20260915 | $2.10 | $1.60 | 39.4% | 22% |
| 20260914 | $2.30 | $1.65 | 39.1% | 21% |
| 20260911 | $2.40 | $1.77 | 34.1% | 15% |
| 20260910 | $2.38 | $1.80 | 36.2% | 20% |
| 20260909 | $2.42 | $1.75 | 30.3% | 12% |
| 20260908 | $2.45 | $1.90 | 31.1% | 10% |
| 20260904 | $2.38 | $1.77 | 28.4% | 8% |
| 20260903 | $2.38 | $1.85 | 29.2% | 8% |
| 20260902 | $1.88 | $1.88 | 30.1% | 11% |
| 20260901 | $1.90 | $1.90 | 32.0% | 13% |
| 20260831 | $1.95 | $1.95 | 32.7% | 13% |
| 20260828 | $1.93 | $1.93 | 33.2% | 14% |
| 20260827 | $1.98 | $1.98 | 30.4% | 11% |
| 20260826 | $1.98 | $1.98 | 32.2% | 13% |
| 20260825 | $2.02 | $2.02 | 32.0% | 13% |
| 20260824 | $2.15 | $2.15 | 37.0% | 18% |
| 20260821 | $2.17 | $3.15 | 32.7% | 14% |
| 20260820 | $2.20 | $1.55 | 36.6% | 18% |
| 20260819 | $2.55 | $1.92 | 33.1% | 15% |
| 20260818 | $2.62 | $2.00 | 34.8% | 16% |
| 20260817 | $2.60 | $1.93 | 31.4% | 13% |
| 20260814 | $2.73 | $2.05 | 35.6% | 17% |
| 20260813 | $2.80 | $2.12 | 37.1% | 18% |
| 20260812 | $2.80 | $2.10 | 34.9% | 16% |
| 20260811 | $2.67 | $2.05 | 41.5% | 22% |
| 20260810 | $2.92 | $2.22 | 38.8% | 20% |
| 20260807 | — | — | 38.8% | 20% |
| 20260806 | $3.15 | $2.48 | 39.7% | 21% |
| 20260805 | $2.50 | $2.50 | 42.7% | 24% |
| 20260804 | $2.48 | $2.48 | 41.8% | 23% |
| 20260803 | $2.60 | $2.60 | 65.3% | 45% |
| 20260731 | $2.58 | $2.58 | 83.8% | 62% |
| 20260730 | $2.45 | $2.45 | 97.8% | 75% |
More on FEM
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.