FEMS · Expected Move
First Trust Emerging Markets Small Cap AlphaDEX Fund · ETF
The expected move for FEMS 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).
FEMS 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 FEMS Expected Move
30-Day Straddle
$6.05
7-Day Straddle
$6.05
30-Day ATM IV
39.3%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to FEMS'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.
FEMS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260708 | $6.05 | $6.05 | 39.3% | 16% |
| 20260707 | $6.05 | $6.05 | 38.6% | 15% |
| 20260706 | $5.65 | $5.65 | 43.2% | 21% |
| 20260702 | $6.05 | $6.05 | 36.3% | 13% |
| 20260701 | $6.05 | $6.05 | 35.4% | 11% |
| 20260630 | $5.65 | $5.65 | 37.2% | 14% |
| 20260629 | $6.05 | $6.05 | 36.3% | 13% |
| 20260626 | $6.05 | $6.05 | 35.0% | 11% |
| 20260625 | $6.05 | $6.05 | 33.1% | 9% |
| 20260624 | $5.65 | $5.65 | 35.0% | 11% |
| 20260623 | $5.65 | $5.65 | 35.1% | 11% |
| 20260622 | $5.42 | $5.42 | 35.4% | 11% |
| 20260618 | $3.55 | $3.55 | — | — |
| 20260617 | $4.03 | $4.03 | — | — |
| 20260616 | $3.55 | $3.55 | — | — |
| 20260615 | $3.55 | $3.55 | — | — |
| 20260613 | $4.03 | $4.03 | — | — |
| 20260612 | $4.03 | $4.03 | — | — |
| 20260611 | $4.03 | $4.03 | 59.7% | 41% |
| 20260610 | $4.60 | $4.60 | 107.4% | 100% |
| 20260609 | $4.60 | $4.60 | 55.8% | 42% |
| 20260608 | $4.60 | $4.60 | 96.3% | 100% |
| 20260605 | $4.60 | $4.60 | 84.3% | 100% |
| 20260604 | $3.55 | $3.55 | 52.3% | 100% |
| 20260603 | $3.55 | $3.55 | 50.6% | 100% |
| 20260602 | $3.50 | $3.50 | 45.1% | 100% |
| 20260601 | $3.50 | $3.50 | 44.8% | 100% |
| 20260529 | $3.55 | $3.55 | 43.9% | 100% |
| 20260528 | $3.55 | $3.55 | 42.0% | 100% |
| 20260527 | $3.55 | $3.55 | 41.9% | 100% |
| 20260526 | $3.55 | $3.55 | 38.8% | 91% |
| 20260522 | $3.55 | $3.55 | 37.8% | 85% |
| 20260521 | $4.03 | $4.03 | 36.4% | 74% |
| 20260520 | $4.03 | $4.03 | 36.9% | 78% |
| 20260519 | $4.03 | $4.03 | 34.9% | 64% |
| 20260518 | $4.03 | $4.03 | 35.8% | 65% |
| 20260515 | $3.55 | $2.48 | 33.8% | 52% |
| 20260514 | $3.50 | $2.45 | 30.6% | 30% |
| 20260513 | $3.55 | $2.48 | 31.0% | 22% |
| 20260512 | $3.50 | $2.45 | 29.7% | 16% |
| 20260511 | $3.50 | $2.45 | 31.6% | 25% |
| 20260510 | $3.70 | $2.70 | — | — |
| 20260508 | $3.70 | $2.70 | 34.4% | 38% |
| 20260507 | $3.70 | $2.70 | 34.4% | 37% |
| 20260506 | $3.70 | $2.70 | 37.4% | 51% |
| 20260505 | $3.50 | $2.45 | 33.9% | 35% |
| 20260504 | $3.55 | $2.48 | 33.3% | 33% |
| 20260502 | $2.47 | $2.47 | — | — |
| 20260501 | $2.47 | $2.47 | 33.1% | 31% |
| 20260430 | $2.62 | $2.62 | 34.2% | 37% |
| 20260429 | $2.67 | $2.67 | 34.3% | 37% |
| 20260428 | $2.73 | $2.73 | 33.3% | 33% |
| 20260427 | $2.75 | $2.75 | 32.5% | 29% |
| 20260424 | $2.90 | $2.90 | 33.4% | 33% |
| 20260423 | $3.02 | $3.02 | 33.0% | 31% |
| 20260422 | $2.90 | $2.90 | 32.0% | 29% |
| 20260421 | $2.92 | $2.92 | 33.6% | 36% |
| 20260420 | $2.95 | $2.95 | 31.4% | 26% |
| 20260417 | $2.98 | $1.62 | 30.2% | 21% |
| 20260416 | $3.08 | $1.85 | 33.5% | 35% |
More on FEMS
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.