FEMR · Expected Move
Fidelity Enhanced Emerging Markets ETF · ETF
The expected move for FEMR 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).
FEMR 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 FEMR Expected Move
30-Day Straddle
$2.40
7-Day Straddle
$2.40
30-Day ATM IV
28.1%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to FEMR'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.
FEMR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.40 | $2.40 | 28.1% | 10% |
| 20261021 | $2.28 | $2.28 | 27.4% | 8% |
| 20261020 | $2.33 | $2.33 | 26.3% | 4% |
| 20261019 | $2.38 | $2.38 | 28.1% | 10% |
| 20261016 | $2.42 | $3.15 | 26.5% | 5% |
| 20261015 | $2.40 | $1.30 | 24.9% | 0% |
| 20261014 | $2.38 | $1.43 | 25.3% | 0% |
| 20261013 | $2.45 | $1.48 | 27.0% | 5% |
| 20261012 | $2.40 | $1.52 | 26.1% | 2% |
| 20261009 | $2.60 | $1.58 | 29.2% | 12% |
| 20261008 | $2.60 | $1.65 | 28.6% | 10% |
| 20261007 | $2.70 | $1.70 | 30.2% | 15% |
| 20261006 | $4.10 | $3.40 | 35.5% | 32% |
| 20261005 | $2.98 | $1.80 | 30.2% | 15% |
| 20261002 | $1.80 | $1.80 | 29.0% | 11% |
| 20261001 | $3.48 | $3.48 | 32.5% | 23% |
| 20260930 | $1.98 | $1.98 | 29.5% | 13% |
| 20260929 | $1.95 | $1.95 | 28.6% | 10% |
| 20260928 | $2.00 | $2.00 | 28.6% | 10% |
| 20260925 | $1.92 | $1.92 | 29.1% | 12% |
| 20260924 | $2.10 | $2.10 | 28.7% | 11% |
| 20260923 | $2.02 | $2.02 | 31.1% | 18% |
| 20260922 | $2.12 | $2.12 | 25.4% | 0% |
| 20260921 | $2.22 | $2.22 | 26.1% | 0% |
| 20260918 | $2.23 | $3.23 | 27.5% | 0% |
| 20260917 | $2.40 | $1.65 | 28.5% | 0% |
| 20260916 | $2.30 | $1.48 | 31.3% | 10% |
| 20260915 | $3.72 | $1.67 | 30.6% | 7% |
| 20260914 | $2.33 | $1.62 | 30.1% | 5% |
| 20260911 | $2.40 | $1.73 | 29.9% | 5% |
| 20260910 | $2.50 | $1.83 | 30.3% | 6% |
| 20260909 | $2.52 | $1.80 | 32.0% | 12% |
| 20260908 | $2.65 | $1.88 | 32.2% | 13% |
| 20260904 | $2.35 | $1.77 | 33.1% | 16% |
| 20260903 | $2.40 | $1.82 | 28.6% | 0% |
| 20260902 | $1.95 | $1.95 | 28.8% | 0% |
| 20260901 | $1.90 | $1.90 | 29.4% | 2% |
| 20260831 | $2.00 | $2.00 | 29.4% | 2% |
| 20260828 | $2.02 | $2.02 | 28.8% | 0% |
| 20260827 | $2.12 | $2.12 | 32.9% | 15% |
| 20260826 | $2.17 | $2.17 | 29.4% | 2% |
| 20260825 | $2.17 | $2.17 | 30.4% | 6% |
| 20260824 | $2.30 | $2.30 | 35.9% | 25% |
| 20260821 | $2.35 | $5.00 | 28.8% | 0% |
| 20260820 | $2.38 | $1.40 | 34.9% | 0% |
| 20260819 | $2.65 | $1.88 | 38.2% | 12% |
| 20260818 | $2.80 | $1.85 | 39.7% | 19% |
| 20260817 | $2.72 | $1.88 | 41.5% | 27% |
| 20260814 | $2.80 | $1.90 | 54.3% | 64% |
| 20260813 | $2.92 | $2.02 | 46.0% | 36% |
| 20260812 | $3.12 | $2.10 | 55.0% | 66% |
| 20260811 | $3.35 | $2.45 | 56.2% | 70% |
| 20260810 | $3.55 | $2.65 | 55.6% | 68% |
| 20260807 | — | — | 52.7% | 58% |
| 20260806 | $3.75 | $3.98 | 47.7% | 41% |
| 20260805 | $2.92 | $2.92 | 55.6% | 68% |
| 20260804 | $3.02 | $3.02 | 53.2% | 60% |
| 20260803 | $3.02 | $3.02 | 54.9% | 66% |
| 20260731 | $3.02 | $3.02 | 54.5% | 64% |
| 20260730 | $4.15 | $4.15 | 55.1% | 66% |
More on FEMR
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.