FEX · Expected Move
First Trust Large Cap Core AlphaDEX Fund · ETF
The expected move for FEX 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).
FEX 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 FEX Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
15.9%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to FEX'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.
FEX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 15.9% | 13% |
| 20261020 | $0.00 | $0.00 | 15.9% | 12% |
| 20261019 | $0.00 | $0.00 | 16.3% | 17% |
| 20261016 | $5.07 | $4.90 | 15.9% | 13% |
| 20261015 | $5.25 | $2.83 | 15.2% | 5% |
| 20261014 | $5.12 | $3.10 | 15.6% | 9% |
| 20261013 | $5.12 | $3.15 | 14.8% | 1% |
| 20261012 | $5.22 | $3.20 | 15.1% | 4% |
| 20261009 | $5.38 | $3.25 | 17.6% | 27% |
| 20261008 | $5.40 | $3.30 | 17.8% | 28% |
| 20261007 | $5.28 | $3.55 | 17.3% | 24% |
| 20261006 | $5.70 | $3.65 | 18.6% | 36% |
| 20261005 | $5.45 | $3.50 | 17.0% | 21% |
| 20261002 | $3.80 | $3.80 | 17.0% | 21% |
| 20261001 | $3.85 | $3.85 | 16.1% | 13% |
| 20260930 | $4.05 | $4.05 | 17.4% | 24% |
| 20260929 | $4.00 | $4.00 | 15.7% | 9% |
| 20260928 | $4.15 | $4.15 | 15.0% | 3% |
| 20260925 | $4.15 | $4.15 | 15.5% | 8% |
| 20260924 | $4.15 | $4.15 | 14.6% | 0% |
| 20260923 | $4.00 | $4.00 | 15.9% | 7% |
| 20260922 | $4.35 | $4.35 | 17.4% | 21% |
| 20260921 | $4.45 | $4.45 | 17.4% | 21% |
| 20260918 | $4.65 | $4.80 | 15.5% | 3% |
| 20260917 | $4.97 | $3.30 | 17.4% | 21% |
| 20260916 | $4.82 | $3.30 | 15.1% | 0% |
| 20260915 | $5.07 | $3.80 | 16.0% | 0% |
| 20260914 | $5.22 | $3.90 | 16.2% | 0% |
| 20260911 | $5.22 | $4.10 | 18.4% | 7% |
| 20260910 | $5.38 | $4.20 | 18.2% | 5% |
| 20260909 | $5.38 | $4.42 | 18.8% | 12% |
| 20260908 | $5.42 | $4.70 | 18.3% | 5% |
| 20260904 | $5.70 | $4.28 | 18.1% | 3% |
| 20260903 | $5.65 | $4.38 | 17.8% | 0% |
| 20260902 | $4.78 | $4.78 | 19.2% | 14% |
| 20260901 | $4.82 | $4.82 | 21.1% | 38% |
| 20260831 | $4.72 | $4.72 | 19.2% | 15% |
| 20260828 | $4.35 | $4.35 | 20.6% | 32% |
| 20260827 | $4.70 | $4.70 | 20.4% | 30% |
| 20260826 | $4.80 | $4.80 | 20.6% | 32% |
| 20260825 | $4.80 | $4.80 | 21.0% | 37% |
| 20260824 | $4.80 | $4.80 | 21.1% | 38% |
| 20260821 | $4.80 | $4.80 | 20.6% | 32% |
| 20260820 | $4.80 | $3.85 | 21.2% | 40% |
| 20260819 | $5.32 | $3.95 | 20.0% | 24% |
| 20260818 | $5.65 | $4.20 | 20.5% | 30% |
| 20260817 | $6.17 | $4.00 | 18.0% | 0% |
| 20260814 | $6.50 | $4.10 | 18.5% | 0% |
| 20260813 | $6.22 | $4.15 | 18.8% | 0% |
| 20260812 | $5.72 | $4.10 | 19.3% | 0% |
| 20260811 | $5.57 | $4.35 | 20.0% | 5% |
| 20260810 | $6.03 | $4.80 | 21.2% | 18% |
| 20260807 | — | — | 21.0% | 15% |
| 20260806 | $6.12 | $4.80 | 22.2% | 28% |
| 20260805 | $5.47 | $5.47 | 21.6% | 22% |
| 20260804 | $5.28 | $5.28 | 20.6% | 11% |
| 20260803 | $4.80 | $4.80 | 22.1% | 27% |
| 20260731 | $4.80 | $4.80 | 22.1% | 27% |
| 20260730 | $4.80 | $4.80 | 22.7% | 33% |
| 20260729 | $4.80 | $4.80 | 24.5% | 52% |
More on FEX
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.