FFDI · Expected Move

Fidelity Fundamental Developed International ETF · ETF

The expected move for FFDI 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).

FFDI straddle price & implied vol

60 sessions

Bars: 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 FFDI Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
30-Day ATM IV
22.8%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to FFDI'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.
FFDI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $5.00 $5.00 22.8% 14%
20261021 $0.00 $0.00 24.5% 17%
20261020 $1.62 $1.62 22.7% 14%
20261019 $1.73 $1.73 21.8% 12%
20261016 $3.48 $3.23 24.8% 18%
20261015 $1.73 $1.25 19.9% 9%
20261014 $1.80 $1.40 14.9% 0%
20261013 $6.10 $1.48 30.6% 24%
20261012 $1.95 $1.57 43.9% 50%
20261009 $1.88 $1.52 53.6% 68%
20261008 $1.98 $10.00 52.1% 66%
20261007 $3.55 $1.52 32.5% 28%
20261006 $1.92 $1.48 58.0% 77%
20261005 $5.00 $1.52 45.2% 52%
20261002 $1.55 $1.55 60.3% 81%
20261001 $3.48 $3.48 62.6% 84%
20260930 $3.30 $3.30 58.8% 77%
20260929 $1.55 $1.55 62.0% 83%
20260928 $1.57 $1.57 63.1% 85%
20260925 $3.35 $3.35 44.6% 50%
20260924 $1.60 $1.60 66.5% 91%
20260923 $1.60 $1.60 67.6% 93%
20260922 $1.73 $1.73 64.0% 86%
20260921 $5.00 $5.00 64.5% 87%
20260918 $5.00 $4.50 50.1% 60%
20260917 $3.48 $3.17 46.5% 54%
20260916 $1.77 $1.40 70.0% 98%
20260915 $3.45 $1.58 47.3% 55%
20260914 $1.77 $1.48 68.5% 95%
20260911 $3.58 $3.48 54.3% 68%
20260910 $2.00 $1.68 64.3% 87%
20260909 $2.02 $3.20 38.5% 38%
20260908 $1.85 $1.57 58.7% 76%
20260904 $3.50 $1.57 56.0% 71%
20260903 $1.93 $1.62 55.6% 71%
20260902 $1.75 $1.75 58.7% 76%
20260901 $1.70 $1.70 60.1% 79%
20260831 $1.65 $1.65 44.7% 50%
20260828 $1.60 $1.60 52.4% 65%
20260827 $1.75 $1.75 54.1% 68%
20260826 $1.73 $1.73 39.3% 41%
20260825 $1.77 $1.77 39.5% 41%
20260824 $1.77 $1.77 41.9% 46%
20260821 $1.75 $3.17 42.2% 46%
20260820 $5.00 $1.32 47.4% 56%
20260819 $5.00 $1.38 47.6% 56%
20260818 $1.82 $1.43 45.3% 52%
20260817 $3.52 $1.48 18.0% 1%
20260814 $1.85 $1.50 43.3% 48%
20260813 $10.00 $5.85 39.4% 41%
20260812 $1.90 $1.52 41.3% 45%
20260811 $2.02 $1.60 42.7% 47%
20260810 $2.20 $1.68 45.1% 52%
20260807 — — 40.6% 43%
20260806 $2.28 $3.42 46.1% 53%
20260805 $1.85 $1.85 41.1% 44%
20260804 $1.75 $1.75 49.7% 60%
20260803 $1.83 $1.83 66.3% 91%
20260731 $1.88 $1.88 52.2% 65%
20260730 $1.83 $1.83 52.6% 65%

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.