FFEM · Expected Move
Fidelity Fundamental Emerging Markets ETF · ETF
The expected move for FFEM 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).
FFEM 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 FFEM Expected Move
30-Day Straddle
$2.58
7-Day Straddle
$1.62
30-Day ATM IV
30.6%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to FFEM'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.
FFEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.58 | $1.62 | 30.6% | 12% |
| 20261008 | $2.75 | $3.38 | 38.3% | 33% |
| 20261007 | $2.80 | $5.80 | 38.4% | 34% |
| 20261006 | $2.77 | $3.40 | 27.6% | 3% |
| 20261005 | $2.92 | $1.80 | 27.9% | 4% |
| 20261002 | $1.82 | $1.82 | 41.0% | 41% |
| 20261001 | $5.95 | $5.95 | 38.6% | 34% |
| 20260930 | $10.00 | $10.00 | 33.2% | 19% |
| 20260929 | $2.05 | $2.05 | 39.8% | 38% |
| 20260928 | $1.95 | $1.95 | 31.1% | 13% |
| 20260925 | $3.30 | $3.30 | 30.3% | 11% |
| 20260924 | $3.75 | $3.75 | 29.6% | 9% |
| 20260923 | $2.10 | $2.10 | 31.6% | 14% |
| 20260922 | $2.27 | $2.27 | 27.0% | 2% |
| 20260921 | $2.20 | $2.20 | 26.6% | 0% |
| 20260918 | $3.60 | $4.50 | 32.6% | 17% |
| 20260917 | $10.00 | $5.70 | 27.5% | 3% |
| 20260916 | $2.45 | $1.58 | 34.9% | 24% |
| 20260915 | $2.47 | $1.85 | 33.8% | 21% |
| 20260914 | $2.40 | $1.75 | 29.3% | 8% |
| 20260911 | $2.55 | $1.88 | 28.5% | 6% |
| 20260910 | $2.62 | $1.80 | 31.5% | 14% |
| 20260909 | $2.58 | $3.35 | 26.5% | 0% |
| 20260908 | $2.65 | $1.88 | 27.4% | 0% |
| 20260904 | $2.42 | $1.92 | 41.2% | 40% |
| 20260903 | $2.60 | $1.90 | 30.5% | 8% |
| 20260902 | $2.00 | $2.00 | 42.3% | 43% |
| 20260901 | $1.98 | $1.98 | 40.6% | 38% |
| 20260831 | $2.00 | $2.00 | 27.6% | 0% |
| 20260828 | $2.12 | $2.12 | 30.6% | 1% |
| 20260827 | $3.48 | $3.48 | 44.5% | 45% |
| 20260826 | $2.27 | $2.27 | 30.7% | 2% |
| 20260825 | $3.85 | $3.85 | 49.3% | 60% |
| 20260824 | $2.25 | $2.25 | 30.8% | 2% |
| 20260821 | $2.38 | $5.00 | 49.1% | 59% |
| 20260820 | $2.47 | $1.40 | 38.1% | 25% |
| 20260819 | $2.72 | $1.82 | 45.9% | 50% |
| 20260818 | $4.17 | $3.70 | 51.6% | 68% |
| 20260817 | $6.45 | $1.80 | 43.2% | 41% |
| 20260814 | $3.92 | $2.00 | 54.6% | 77% |
| 20260813 | $3.08 | $2.15 | 40.0% | 31% |
| 20260812 | $3.05 | $2.10 | 39.2% | 29% |
| 20260811 | $3.10 | $5.00 | 38.3% | 26% |
| 20260810 | $6.47 | $2.23 | 59.7% | 93% |
| 20260807 | — | — | 36.2% | 19% |
| 20260806 | $3.53 | $2.42 | 36.1% | 19% |
| 20260805 | $2.48 | $2.48 | 35.9% | 18% |
| 20260804 | $2.55 | $2.55 | 35.1% | 16% |
| 20260803 | $2.65 | $2.65 | 38.2% | 25% |
| 20260731 | $2.70 | $2.70 | 34.2% | 13% |
| 20260730 | $2.97 | $2.97 | 35.9% | 18% |
| 20260729 | $2.85 | $2.85 | 36.2% | 19% |
| 20260728 | $2.88 | $2.88 | 38.6% | 27% |
| 20260727 | $3.08 | $3.08 | 45.4% | 48% |
| 20260724 | $3.27 | $3.27 | 49.6% | 61% |
| 20260723 | $3.50 | $3.50 | 38.0% | 25% |
| 20260722 | $3.42 | $3.42 | 53.1% | 73% |
| 20260721 | $3.47 | $3.47 | 45.8% | 49% |
| 20260720 | $3.70 | $3.70 | 49.4% | 61% |
| 20260716 | $3.70 | $1.65 | 38.4% | 26% |
More on FFEM
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.