FESM · Expected Move
Fidelity Enhanced Small Cap Core ETF · ETF
The expected move for FESM 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).
FESM 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 FESM Expected Move
30-Day Straddle
$1.80
7-Day Straddle
$1.80
30-Day ATM IV
17.9%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to FESM'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.
FESM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.80 | $1.80 | 17.9% | 2% |
| 20261020 | $2.00 | $2.00 | 19.2% | 6% |
| 20261019 | $2.15 | $2.15 | 22.3% | 16% |
| 20261016 | $2.30 | $5.00 | 20.4% | 10% |
| 20261015 | $2.12 | $1.00 | 18.9% | 5% |
| 20261014 | $2.30 | $3.17 | 19.3% | 7% |
| 20261013 | $2.23 | $1.10 | 19.0% | 6% |
| 20261012 | $2.38 | $1.20 | 19.4% | 7% |
| 20261009 | $2.48 | $1.25 | 20.8% | 12% |
| 20261008 | $2.42 | $1.17 | 21.4% | 13% |
| 20261007 | $2.58 | $1.30 | 21.9% | 15% |
| 20261006 | $2.45 | $3.12 | 22.2% | 16% |
| 20261005 | $2.52 | $1.25 | 22.5% | 17% |
| 20261002 | $1.38 | $1.38 | 21.9% | 15% |
| 20261001 | $1.52 | $1.52 | 20.8% | 12% |
| 20260930 | $1.60 | $1.60 | 19.4% | 7% |
| 20260929 | $1.55 | $1.55 | 19.5% | 7% |
| 20260928 | $1.62 | $1.62 | 19.4% | 6% |
| 20260925 | $3.52 | $3.52 | 20.0% | 8% |
| 20260924 | $1.70 | $1.70 | 19.4% | 6% |
| 20260923 | $1.88 | $1.88 | 18.7% | 4% |
| 20260922 | $1.68 | $1.68 | 19.3% | 6% |
| 20260921 | $3.33 | $3.33 | 20.5% | 9% |
| 20260918 | $1.73 | $3.17 | 18.6% | 4% |
| 20260917 | $1.85 | $0.97 | 20.5% | 9% |
| 20260916 | $1.98 | $1.20 | 18.7% | 4% |
| 20260915 | $2.00 | $1.32 | 18.8% | 4% |
| 20260914 | $2.08 | $1.25 | 18.9% | 5% |
| 20260911 | $2.27 | $1.40 | 22.4% | 15% |
| 20260910 | $2.33 | $1.45 | 25.2% | 23% |
| 20260909 | $2.20 | $1.38 | 21.6% | 13% |
| 20260908 | $2.12 | $1.40 | 18.7% | 4% |
| 20260904 | $2.23 | $1.48 | 18.9% | 5% |
| 20260903 | $2.30 | $1.50 | 19.1% | 5% |
| 20260902 | $1.55 | $1.55 | 18.8% | 5% |
| 20260901 | $1.55 | $1.55 | 22.5% | 15% |
| 20260831 | $1.55 | $1.55 | 26.5% | 27% |
| 20260828 | $1.88 | $1.88 | 25.7% | 24% |
| 20260827 | $1.60 | $1.60 | 17.9% | 2% |
| 20260826 | $1.68 | $1.68 | 19.4% | 6% |
| 20260825 | $1.70 | $1.70 | 21.4% | 12% |
| 20260824 | $1.82 | $1.82 | 24.0% | 20% |
| 20260821 | $1.82 | $2.65 | 18.3% | 3% |
| 20260820 | $1.85 | $1.00 | 25.3% | 23% |
| 20260819 | $2.03 | $1.05 | 18.5% | 4% |
| 20260818 | $2.02 | $2.83 | 18.6% | 4% |
| 20260817 | $1.98 | $3.15 | 17.4% | 1% |
| 20260814 | $2.05 | $1.10 | 17.4% | 0% |
| 20260813 | $2.05 | $1.18 | 17.3% | 0% |
| 20260812 | $2.20 | $1.05 | 17.4% | 0% |
| 20260811 | $2.30 | $1.35 | 28.2% | 0% |
| 20260810 | $3.17 | $2.38 | 44.2% | 66% |
| 20260807 | — | — | 42.5% | 59% |
| 20260806 | $3.35 | $2.50 | 44.9% | 66% |
| 20260805 | $2.48 | $2.48 | 44.7% | 65% |
| 20260804 | $2.45 | $2.45 | 41.4% | 52% |
| 20260803 | $2.55 | $2.55 | 41.4% | 50% |
| 20260731 | $2.65 | $2.65 | 39.5% | 42% |
| 20260730 | $2.70 | $2.70 | 38.6% | 39% |
| 20260729 | $2.80 | $2.80 | 39.7% | 43% |
More on FESM
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.