FEP · Expected Move
First Trust Europe AlphaDEX Fund · ETF
The expected move for FEP 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).
FEP 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 FEP Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
24.1%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to FEP'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.
FEP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 24.1% | 48% |
| 20261020 | $1.38 | $1.38 | 22.8% | 39% |
| 20261019 | $1.43 | $1.43 | 23.1% | 41% |
| 20261016 | $2.58 | $3.25 | 23.0% | 41% |
| 20261015 | $2.62 | $1.90 | 23.3% | 43% |
| 20261014 | $2.70 | $1.75 | 22.1% | 35% |
| 20261013 | $2.78 | $1.88 | 23.2% | 42% |
| 20261012 | $2.75 | $1.93 | 20.4% | 24% |
| 20261009 | $2.88 | $2.00 | 23.6% | 45% |
| 20261008 | $2.90 | $2.05 | 22.8% | 39% |
| 20261007 | $3.03 | $2.12 | 20.4% | 24% |
| 20261006 | $2.95 | $2.00 | 23.9% | 46% |
| 20261005 | $3.03 | $2.15 | 22.9% | 40% |
| 20261002 | $2.23 | $2.23 | 23.6% | 44% |
| 20261001 | $2.33 | $2.33 | 23.3% | 42% |
| 20260930 | $2.25 | $2.25 | 18.9% | 14% |
| 20260929 | $2.17 | $2.17 | 19.6% | 19% |
| 20260928 | $2.27 | $2.27 | 21.5% | 31% |
| 20260925 | $2.25 | $2.25 | 21.7% | 32% |
| 20260924 | $2.38 | $2.38 | 22.1% | 35% |
| 20260923 | $2.42 | $2.42 | 22.5% | 37% |
| 20260922 | $2.45 | $2.45 | 25.6% | 57% |
| 20260921 | $2.65 | $2.65 | 25.8% | 59% |
| 20260918 | $2.78 | $3.47 | 22.6% | 38% |
| 20260917 | $2.75 | $1.95 | 25.7% | 58% |
| 20260916 | $2.73 | $2.02 | 23.7% | 45% |
| 20260915 | $2.92 | $2.22 | 23.5% | 44% |
| 20260914 | $2.90 | $2.12 | 22.9% | 40% |
| 20260911 | $2.95 | $2.17 | 21.0% | 27% |
| 20260910 | $3.17 | $2.38 | 21.9% | 34% |
| 20260909 | $3.08 | $2.30 | 21.4% | 30% |
| 20260908 | $3.05 | $2.38 | 22.2% | 36% |
| 20260904 | $3.12 | $2.38 | 21.0% | 28% |
| 20260903 | $3.20 | $2.35 | 21.1% | 28% |
| 20260902 | $2.45 | $2.45 | 21.3% | 30% |
| 20260901 | $2.42 | $2.42 | 20.8% | 27% |
| 20260831 | $2.48 | $2.48 | 20.3% | 23% |
| 20260828 | $2.42 | $2.42 | 21.2% | 29% |
| 20260827 | $2.47 | $2.47 | 22.4% | 37% |
| 20260826 | $2.45 | $2.45 | 23.2% | 42% |
| 20260825 | $2.58 | $2.58 | 25.2% | 55% |
| 20260824 | $2.60 | $2.60 | 22.1% | 35% |
| 20260821 | $2.65 | $3.45 | 21.5% | 31% |
| 20260820 | $2.65 | $1.85 | 18.2% | 10% |
| 20260819 | $2.72 | $1.95 | 17.7% | 6% |
| 20260818 | $2.75 | $2.02 | 18.2% | 10% |
| 20260817 | $2.78 | $2.08 | 17.4% | 2% |
| 20260814 | $2.92 | $2.12 | 17.4% | 2% |
| 20260813 | $2.85 | $2.12 | 16.7% | 0% |
| 20260812 | $2.85 | $2.15 | 17.2% | 0% |
| 20260811 | $2.33 | $1.62 | 18.4% | 3% |
| 20260810 | $2.50 | $1.75 | 19.5% | 7% |
| 20260807 | — | — | 17.4% | 0% |
| 20260806 | $2.60 | $1.90 | 20.5% | 9% |
| 20260805 | $1.85 | $1.85 | 20.5% | 9% |
| 20260804 | $1.93 | $1.93 | 21.3% | 12% |
| 20260803 | $2.02 | $2.02 | 23.9% | 21% |
| 20260731 | $2.10 | $2.10 | 24.5% | 23% |
| 20260730 | $2.12 | $2.12 | 20.0% | 8% |
| 20260729 | $2.22 | $2.22 | 20.3% | 9% |
More on FEP
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.